CRQ.NEO vs. RINT
CRQ.NEO (iShares Canadian Fundamental Index ETF) and RINT (Russell Investments International Developed Equity ETF) are both exchange-traded funds - CRQ.NEO is a Canada Equities fund tracking the FTSE RAFI Canada Index, while RINT is a Foreign Large Cap Equities fund actively managed by Russell. CRQ.NEO is passively managed, while RINT is actively managed. Over the past year, CRQ.NEO returned 43.77% vs 23.27% for RINT. At a 0.41 correlation, their price movements are largely independent. CRQ.NEO charges 0.72%/yr vs 0.49%/yr for RINT.
Performance
CRQ.NEO vs. RINT - Performance Comparison
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Different Trading Currencies
CRQ.NEO is traded in CAD, while RINT is traded in USD. To make them comparable, the RINT values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CRQ.NEO achieves a 16.31% return, which is significantly higher than RINT's 10.17% return.
CRQ.NEO
- 1D
- 1.45%
- 1M
- 3.92%
- YTD
- 16.31%
- 6M
- 19.63%
- 1Y
- 43.77%
- 3Y*
- 26.15%
- 5Y*
- 17.68%
- 10Y*
- 13.48%
RINT
- 1D
- 0.61%
- 1M
- 5.35%
- YTD
- 10.17%
- 6M
- 11.48%
- 1Y
- 23.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRQ.NEO vs. RINT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CRQ.NEO iShares Canadian Fundamental Index ETF | 16.31% | 26.97% |
RINT Russell Investments International Developed Equity ETF | 10.17% | 14.48% |
Correlation
The correlation between CRQ.NEO and RINT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 15, 2025 | 0.41 |
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Return for Risk
CRQ.NEO vs. RINT — Risk / Return Rank
CRQ.NEO
RINT
CRQ.NEO vs. RINT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Fundamental Index ETF (CRQ.NEO) and Russell Investments International Developed Equity ETF (RINT). 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.
| CRQ.NEO | RINT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.51 | 1.69 | +2.82 |
Sortino ratioReturn per unit of downside risk | 6.28 | 2.37 | +3.92 |
Omega ratioGain probability vs. loss probability | 2.03 | 1.31 | +0.72 |
Calmar ratioReturn relative to maximum drawdown | 6.56 | 2.09 | +4.47 |
Martin ratioReturn relative to average drawdown | 32.12 | 8.36 | +23.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRQ.NEO | RINT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.51 | 1.69 | +2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.81 | -1.11 |
Drawdowns
CRQ.NEO vs. RINT - Drawdown Comparison
The maximum CRQ.NEO drawdown since its inception was -41.75%, which is greater than RINT's maximum drawdown of -11.57%. Use the drawdown chart below to compare losses from any high point for CRQ.NEO and RINT.
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Drawdown Indicators
| CRQ.NEO | RINT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.75% | -11.57% | -30.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.84% | -11.57% | +4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -11.70% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.75% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -1.61% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 2.90% | -1.50% |
Volatility
CRQ.NEO vs. RINT - Volatility Comparison
The current volatility for iShares Canadian Fundamental Index ETF (CRQ.NEO) is 2.95%, while Russell Investments International Developed Equity ETF (RINT) has a volatility of 4.27%. This indicates that CRQ.NEO experiences smaller price fluctuations and is considered to be less risky than RINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRQ.NEO | RINT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 4.27% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 11.70% | -3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.77% | 13.85% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.41% | 13.82% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 13.82% | +2.45% |
CRQ.NEO vs. RINT - Expense Ratio Comparison
CRQ.NEO has a 0.72% expense ratio, which is higher than RINT's 0.49% expense ratio.
Dividends
CRQ.NEO vs. RINT - Dividend Comparison
CRQ.NEO's dividend yield for the trailing twelve months is around 1.89%, more than RINT's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRQ.NEO iShares Canadian Fundamental Index ETF | 1.89% | 2.18% | 2.72% | 2.97% | 2.90% | 2.17% | 2.98% | 2.71% | 2.46% | 1.91% | 1.89% | 3.09% |
RINT Russell Investments International Developed Equity ETF | 0.81% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CRQ.NEO and RINT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RINT is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RINT is cheaper with a 0.49% expense ratio, compared with 0.72% for CRQ.NEO.
CRQ.NEO is categorized as Canada Equities, while RINT is Foreign Large Cap Equities. They also come from different issuers: iShares and Russell. Their fees differ too: 0.72% for CRQ.NEO and 0.49% for RINT.
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