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CSW-B.TO vs. FIE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CSW-B.TO vs. FIE.TO

Last updated Jun 6, 2026

CSW-B.TO (Corby Spirit and Wine Limited) is a stock, while FIE.TO (iShares Canadian Financial Monthly Income ETF) is Canada Equities fund tracking the Morningstar Can Equity Tgt Alloc NR CAD. Over the past 10 years, CSW-B.TO returned 3.69%/yr vs 11.42%/yr for FIE.TO. At a 0.13 correlation, their price movements are largely independent.

Performance

CSW-B.TO vs. FIE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Corby Spirit and Wine Limited (CSW-B.TO) and iShares Canadian Financial Monthly Income ETF (FIE.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, CSW-B.TO achieves a 3.18% return, which is significantly lower than FIE.TO's 9.76% return. Over the past 10 years, CSW-B.TO has underperformed FIE.TO with an annualized return of 3.69%, while FIE.TO has yielded a comparatively higher 11.42% annualized return.

CSW-B.TO

1D
-0.28%
1M
1.08%
YTD
3.18%
6M
6.71%
1Y
18.20%
3Y*
9.09%
5Y*
1.70%
10Y*
3.69%

FIE.TO

1D
0.09%
1M
2.77%
YTD
9.76%
6M
9.52%
1Y
28.53%
3Y*
23.89%
5Y*
11.99%
10Y*
11.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSW-B.TO vs. FIE.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CSW-B.TO
Corby Spirit and Wine Limited		3.18%24.68%12.32%-15.07%-9.11%11.08%14.37%-8.13%-12.87%8.09%
FIE.TO
iShares Canadian Financial Monthly Income ETF		9.76%24.36%27.62%12.58%-14.35%27.34%1.33%18.97%-9.12%12.01%

Correlation

The correlation between CSW-B.TO and FIE.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.17

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

0.16

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

0.14

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

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2010

0.13

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Corby Spirit and Wine Limited

iShares Canadian Financial Monthly Income ETF

Often compared with CSW-B.TO:
CSW-B.TO vs. BIPCSW-B.TO vs. CDUAFCSW-B.TO vs. TRP.TOCSW-B.TO vs. PPL.TOCSW-B.TO vs. CNQ.TOCSW-B.TO vs. ENB.TOCSW-B.TO vs. GEI.TO
Often compared with FIE.TO:
FIE.TO vs. XEI.TOFIE.TO vs. XEQT.TOFIE.TO vs. XDIV.TOFIE.TO vs. XFN.TOFIE.TO vs. HMAX.TOFIE.TO vs. VDY.TOFIE.TO vs. FTN.TO

Return for Risk

CSW-B.TO vs. FIE.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSW-B.TO
CSW-B.TO Risk / Return Rank: 8181
Overall Rank
CSW-B.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CSW-B.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
CSW-B.TO Omega Ratio Rank: 7474
Omega Ratio Rank
CSW-B.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
CSW-B.TO Martin Ratio Rank: 8585
Martin Ratio Rank
FIE.TO
FIE.TO Risk / Return Rank: 8787
Overall Rank
FIE.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9393
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
FIE.TO Martin Ratio Rank: 7474
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.

CSW-B.TO vs. FIE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corby Spirit and Wine Limited (CSW-B.TO) and iShares Canadian Financial Monthly Income ETF (FIE.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.

CSW-B.TOFIE.TODifference
Sharpe ratioReturn per unit of total volatility
1.37
3.20

-1.82

Sortino ratioReturn per unit of downside risk
2.08
4.34

-2.26

Omega ratioGain probability vs. loss probability

1.25

1.62

-0.37

Calmar ratioReturn relative to maximum drawdown

3.71

3.99

-0.27

Martin ratioReturn relative to average drawdown

8.45

12.95

-4.50

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSW-B.TO vs. FIE.TO - Sharpe Ratio Comparison

The current CSW-B.TO Sharpe Ratio is 1.37, which is lower than the FIE.TO Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of CSW-B.TO and FIE.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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Sharpe Ratios by Period

CSW-B.TOFIE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

3.20

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

1.14

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.82

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.70

-0.53

Drawdowns

CSW-B.TO vs. FIE.TO - Drawdown Comparison

The maximum CSW-B.TO drawdown since its inception was -47.07%, which is greater than FIE.TO's maximum drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for CSW-B.TO and FIE.TO.

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Drawdown Indicators

CSW-B.TOFIE.TODifference

Max Drawdown

Largest peak-to-trough decline

-47.07%

-42.24%

-4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.92%

-7.19%

+2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-17.38%

-10.70%

-6.68%

Max Drawdown (5Y)

Largest decline over 5 years

-29.27%

-22.93%

-6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-34.87%

-42.24%

+7.37%

Current Drawdown

Current decline from peak

-2.61%

-0.19%

-2.42%

Average Drawdown

Average peak-to-trough decline

-15.11%

-4.89%

-10.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.21%

-0.05%

Volatility

CSW-B.TO vs. FIE.TO - Volatility Comparison

Corby Spirit and Wine Limited (CSW-B.TO) and iShares Canadian Financial Monthly Income ETF (FIE.TO) have volatilities of 3.00% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSW-B.TOFIE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

2.88%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

7.87%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.32%

8.97%

+4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

10.54%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

14.09%

+3.19%

Dividends

CSW-B.TO vs. FIE.TO - Dividend Comparison

CSW-B.TO's dividend yield for the trailing twelve months is around 6.62%, more than FIE.TO's 4.53% yield.

PositionTTM20252024202320222021202020192018201720162015
CSW-B.TO
Corby Spirit and Wine Limited		6.62%6.47%7.05%7.21%6.43%5.11%5.22%5.91%7.72%4.04%3.84%7.97%
FIE.TO
iShares Canadian Financial Monthly Income ETF		4.53%4.94%5.83%6.98%7.31%5.92%7.10%6.65%7.38%6.28%6.59%7.43%

Frequently Asked Questions

CSW-B.TO and FIE.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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