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CMR.TO vs. XCHP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMR.TO vs. XCHP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Premium Money Market ETF (CMR.TO) and iShares Semiconductor Index ETF (XCHP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMR.TO achieves a 1.11% return, which is significantly lower than XCHP.TO's 107.37% return.


CMR.TO

1D
0.00%
1M
0.18%
YTD
1.11%
6M
1.17%
1Y
2.49%
3Y*
3.74%
5Y*
2.99%
10Y*
1.92%

XCHP.TO

1D
-7.52%
1M
15.53%
YTD
107.37%
6M
104.94%
1Y
174.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMR.TO vs. XCHP.TO - Yearly Performance Comparison


2026 (YTD)202520242023
CMR.TO
iShares Premium Money Market ETF
1.11%2.78%4.70%1.50%
XCHP.TO
iShares Semiconductor Index ETF
107.37%32.93%21.39%15.07%

Correlation

The correlation between CMR.TO and XCHP.TO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.01

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Return for Risk

CMR.TO vs. XCHP.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMR.TO
CMR.TO Risk / Return Rank: 100100
Overall Rank
CMR.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 100100
Martin Ratio Rank

XCHP.TO
XCHP.TO Risk / Return Rank: 9696
Overall Rank
XCHP.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XCHP.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
XCHP.TO Omega Ratio Rank: 9393
Omega Ratio Rank
XCHP.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XCHP.TO Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMR.TO vs. XCHP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Premium Money Market ETF (CMR.TO) and iShares Semiconductor Index ETF (XCHP.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CMR.TOXCHP.TODifference
Sharpe ratioReturn per unit of total volatility

+7.70

Sortino ratioReturn per unit of downside risk

+34.55

Omega ratioGain probability vs. loss probability

13.32

1.62

+11.69

Calmar ratioReturn relative to maximum drawdown

125.12

12.37

+112.74

Martin ratioReturn relative to average drawdown

572.45

42.02

+530.43

CMR.TO vs. XCHP.TO - Sharpe Ratio Comparison

The current CMR.TO Sharpe Ratio is 12.33, which is higher than the XCHP.TO Sharpe Ratio of 4.63. The chart below compares the historical Sharpe Ratios of CMR.TO and XCHP.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CMR.TO vs. XCHP.TO - Drawdown Comparison

The maximum CMR.TO drawdown since its inception was -0.52%, smaller than the maximum XCHP.TO drawdown of -39.06%. Use the drawdown chart below to compare losses from any high point for CMR.TO and XCHP.TO.


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Drawdown Indicators


CMR.TOXCHP.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.52%

-39.06%

+38.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-14.22%

+14.20%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-0.14%

Current Drawdown

Current decline from peak

0.00%

-7.52%

+7.52%

Average Drawdown

Average peak-to-trough decline

-0.01%

-8.18%

+8.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.18%

-4.18%

Volatility

CMR.TO vs. XCHP.TO - Volatility Comparison

The current volatility for iShares Premium Money Market ETF (CMR.TO) is 0.07%, while iShares Semiconductor Index ETF (XCHP.TO) has a volatility of 19.98%. This indicates that CMR.TO experiences smaller price fluctuations and is considered to be less risky than XCHP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMR.TOXCHP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

19.98%

-19.91%

Volatility (6M)

Calculated over the trailing 6-month period

0.15%

31.53%

-31.38%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

38.04%

-37.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.27%

38.01%

-37.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.27%

38.01%

-37.74%

CMR.TO vs. XCHP.TO - Expense Ratio Comparison

CMR.TO has a 0.13% expense ratio, which is lower than XCHP.TO's 0.39% expense ratio.


Dividends

CMR.TO vs. XCHP.TO - Dividend Comparison

CMR.TO's dividend yield for the trailing twelve months is around 2.48%, while XCHP.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.48%2.81%4.56%4.64%1.63%0.00%0.47%1.60%1.33%0.61%0.43%0.48%
XCHP.TO
iShares Semiconductor Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CMR.TO and XCHP.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMR.TO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMR.TO is cheaper with a 0.13% expense ratio, compared with 0.39% for XCHP.TO.

CMR.TO is categorized as Money Market, while XCHP.TO is Semiconductors. Their fees differ too: 0.13% for CMR.TO and 0.39% for XCHP.TO.

Portfolio Optimizer

Find the right allocation for CMR.TO and XCHP.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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