PortfoliosLab logoPortfoliosLab logo
CMR.TO vs. XEC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMR.TO vs. XEC.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 Core MSCI Emerging Markets IMI Index ETF (XEC.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CMR.TO achieves a 0.97% return, which is significantly lower than XEC.TO's 27.92% return. Over the past 10 years, CMR.TO has underperformed XEC.TO with an annualized return of 1.89%, while XEC.TO has yielded a comparatively higher 10.71% annualized return.


CMR.TO

1D
0.00%
1M
0.19%
YTD
0.97%
6M
1.05%
1Y
2.37%
3Y*
3.73%
5Y*
2.94%
10Y*
1.89%

XEC.TO

1D
-0.88%
1M
10.15%
YTD
27.92%
6M
28.48%
1Y
54.44%
3Y*
24.69%
5Y*
10.21%
10Y*
10.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CMR.TO
iShares Premium Money Market ETF
0.97%2.68%4.70%4.70%1.71%0.00%0.47%1.63%1.29%0.63%
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF
27.92%25.78%16.14%7.92%-14.68%-1.74%15.08%11.53%-8.26%27.93%

Correlation

The correlation between CMR.TO and XEC.TO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2013

-0.01

The correlation between CMR.TO and XEC.TO shifts across timeframes, from -0.12 (1 year) to 0.02 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CMR.TO vs. XEC.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: 9999
Overall Rank
CMR.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 9999
Martin Ratio Rank

XEC.TO
XEC.TO Risk / Return Rank: 8686
Overall Rank
XEC.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XEC.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
XEC.TO Omega Ratio Rank: 8888
Omega Ratio Rank
XEC.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
XEC.TO Martin Ratio Rank: 8383
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. XEC.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 Core MSCI Emerging Markets IMI Index ETF (XEC.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.


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

+7.60

Sortino ratioReturn per unit of downside risk

+17.26

Omega ratioGain probability vs. loss probability

9.57

1.56

+8.01

Calmar ratioReturn relative to maximum drawdown

25.44

4.86

+20.58

Martin ratioReturn relative to average drawdown

187.33

17.00

+170.32

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

The current CMR.TO Sharpe Ratio is 10.61, which is higher than the XEC.TO Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of CMR.TO and XEC.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.


Loading charts...

Sharpe Ratios by Period


CMR.TOXEC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.61

3.01

+7.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

10.67

0.65

+10.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

7.02

0.61

+6.41

Sharpe Ratio (All Time)

Calculated using the full available price history

3.84

0.52

+3.32

Drawdowns

CMR.TO vs. XEC.TO - Drawdown Comparison

The maximum CMR.TO drawdown since its inception was -0.52%, smaller than the maximum XEC.TO drawdown of -32.54%. Use the drawdown chart below to compare losses from any high point for CMR.TO and XEC.TO.


Loading charts...

Drawdown Indicators


CMR.TOXEC.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.52%

-32.54%

+32.02%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

-11.25%

+11.16%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-15.07%

+14.98%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-29.14%

+29.05%

Max Drawdown (10Y)

Largest decline over 10 years

-0.14%

-32.54%

+32.40%

Current Drawdown

Current decline from peak

-0.02%

-0.88%

+0.86%

Average Drawdown

Average peak-to-trough decline

-0.01%

-9.56%

+9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

3.21%

-3.20%

Volatility

CMR.TO vs. XEC.TO - Volatility Comparison

The current volatility for iShares Premium Money Market ETF (CMR.TO) is 0.05%, while iShares Core MSCI Emerging Markets IMI Index ETF (XEC.TO) has a volatility of 7.80%. This indicates that CMR.TO experiences smaller price fluctuations and is considered to be less risky than XEC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CMR.TOXEC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

7.80%

-7.75%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

15.85%

-15.67%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

18.19%

-17.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.28%

15.91%

-15.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.27%

17.60%

-17.33%

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

CMR.TO has a 0.14% expense ratio, which is lower than XEC.TO's 0.28% expense ratio.


Dividends

CMR.TO vs. XEC.TO - Dividend Comparison

CMR.TO's dividend yield for the trailing twelve months is around 2.48%, more than XEC.TO's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.48%2.81%4.56%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF
1.50%1.92%2.03%2.16%2.28%2.78%1.64%2.87%2.66%2.13%1.80%2.19%

Frequently Asked Questions


CMR.TO and XEC.TO have a correlation of -0.12, 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 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMR.TO is cheaper with a 0.14% expense ratio, compared with 0.28% for XEC.TO.

CMR.TO is categorized as Money Market, while XEC.TO is Emerging Markets Equities. Their fees differ too: 0.14% for CMR.TO and 0.28% for XEC.TO.

Portfolio Optimizer

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

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

Open Portfolio Optimizer