COST vs. XDIV.TO

Last updated Jun 9, 2026

COST (Costco Wholesale Corporation) is a stock, while XDIV.TO (iShares Core MSCI Canadian Quality Dividend Index ETF) is Dividend fund tracking the MSCI Canada High Dividend Yield 10% Security Capped Index. Over the past 5 years, COST returned 22.05%/yr vs 13.62%/yr for XDIV.TO. At a 0.22 correlation, their price movements are largely independent.

Performance

COST vs. XDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Costco Wholesale Corporation (COST) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

COST is traded in USD, while XDIV.TO is traded in CAD. To make them comparable, the XDIV.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COST achieves a 13.35% return, which is significantly lower than XDIV.TO's 17.68% return.

COST

• 1D: 0.30%
• 1M: -3.37%
• YTD: 13.35%
• 6M: 10.14%
• 1Y: -3.42%
• 3Y*: 25.18%
• 5Y*: 22.05%
• 10Y*: 22.25%

XDIV.TO

• 1D: -0.10%
• 1M: 1.83%
• YTD: 17.68%
• 6M: 18.16%
• 1Y: 36.89%
• 3Y*: 21.74%
• 5Y*: 13.62%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COST vs. XDIV.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COST Costco Wholesale Corporation	13.35%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	3.74%
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF	17.61%	31.02%	10.48%	14.68%	-5.50%	33.37%	-5.29%	30.52%	-16.81%	14.41%

Correlation

The correlation between COST and XDIV.TO is -0.03, 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	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017	0.22

The correlation between COST and XDIV.TO shifts across timeframes, from -0.03 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Return for Risk

COST vs. XDIV.TO — Risk / Return Rank

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

COST

COST Risk / Return Rank: 32
COST Sharpe Ratio Rank: 34
COST Sortino Ratio Rank: 28
COST Omega Ratio Rank: 28
COST Calmar Ratio Rank: 35
COST Martin Ratio Rank: 33

XDIV.TO

XDIV.TO Risk / Return Rank: 98
XDIV.TO Sharpe Ratio Rank: 98
XDIV.TO Sortino Ratio Rank: 98
XDIV.TO Omega Ratio Rank: 98
XDIV.TO Calmar Ratio Rank: 99
XDIV.TO Martin Ratio Rank: 98

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.

COST vs. XDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.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.

	COST	XDIV.TO	Difference
Sharpe ratio: Return per unit of total volatility	-0.18	4.21	-4.39
Sortino ratio: Return per unit of downside risk	-0.13	6.03	-6.16
Omega ratio: Gain probability vs. loss probability	0.98	1.81	-0.83
Calmar ratio: Return relative to maximum drawdown	-0.22	11.19	-11.41
Martin ratio: Return relative to average drawdown	-0.51	37.59	-38.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COST vs. XDIV.TO - Sharpe Ratio Comparison

The current COST Sharpe Ratio is -0.18, which is lower than the XDIV.TO Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of COST and XDIV.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.

Sharpe Ratios by Period

	COST	XDIV.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.18	4.21	-4.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	1.10	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.71	-0.12

Drawdowns

COST vs. XDIV.TO - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, which is greater than XDIV.TO's maximum drawdown of -46.32%. Use the drawdown chart below to compare losses from any high point for COST and XDIV.TO.

Drawdown Indicators

	COST	XDIV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-53.39%	-46.32%	-7.07%
Max Drawdown (1Y) Largest decline over 1 year	-15.38%	-3.31%	-12.07%
Max Drawdown (3Y) Largest decline over 3 years	-20.74%	-12.20%	-8.54%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-24.74%	-6.66%
Max Drawdown (10Y) Largest decline over 10 years	-31.40%	—	—
Current Drawdown Current decline from peak	-10.93%	-0.76%	-10.17%
Average Drawdown Average peak-to-trough decline	-13.36%	-6.35%	-7.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.15%	0.98%	+6.17%

Volatility

COST vs. XDIV.TO - Volatility Comparison

Costco Wholesale Corporation (COST) has a higher volatility of 7.71% compared to iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) at 2.51%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than XDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COST	XDIV.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.71%	2.51%	+5.20%
Volatility (6M) Calculated over the trailing 6-month period	14.53%	6.83%	+7.70%
Volatility (1Y) Calculated over the trailing 1-year period	18.79%	8.82%	+9.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.71%	12.47%	+10.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.95%	17.77%	+4.18%

Dividends

COST vs. XDIV.TO - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.55%, less than XDIV.TO's 3.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF	3.31%	3.90%	4.50%	4.42%	4.15%	3.76%	4.85%	4.24%	5.13%	1.92%	0.00%	0.00%

Frequently Asked Questions

Can I hold both COST and XDIV.TO in my portfolio?

COST and XDIV.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.