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CWIN.TO vs. XDU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CWIN.TO vs. XDU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and iShares Core MSCI US Quality Dividend Index ETF (XDU.TO). The values are adjusted to include any dividend payments, if applicable.

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CWIN.TO vs. XDU.TO - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with CWIN.TO having a 7.09% return and XDU.TO slightly lower at 6.97%.


CWIN.TO

1D
0.05%
1M
-5.88%
YTD
7.09%
6M
12.26%
1Y
30.47%
3Y*
5Y*
10Y*

XDU.TO

1D
0.84%
1M
-2.74%
YTD
6.97%
6M
2.96%
1Y
4.91%
3Y*
9.35%
5Y*
8.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CWIN.TO vs. XDU.TO - Expense Ratio Comparison

CWIN.TO has a 0.65% expense ratio, which is higher than XDU.TO's 0.16% expense ratio.


Return for Risk

CWIN.TO vs. XDU.TO — Risk / Return Rank

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

CWIN.TO
CWIN.TO Risk / Return Rank: 9292
Overall Rank
CWIN.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CWIN.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
CWIN.TO Omega Ratio Rank: 9393
Omega Ratio Rank
CWIN.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
CWIN.TO Martin Ratio Rank: 9393
Martin Ratio Rank

XDU.TO
XDU.TO Risk / Return Rank: 2323
Overall Rank
XDU.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XDU.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
XDU.TO Omega Ratio Rank: 2222
Omega Ratio Rank
XDU.TO Calmar Ratio Rank: 2626
Calmar Ratio Rank
XDU.TO Martin Ratio Rank: 2424
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.

CWIN.TO vs. XDU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and iShares Core MSCI US Quality Dividend Index ETF (XDU.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.


CWIN.TOXDU.TODifference

Sharpe ratio

Return per unit of total volatility

2.12

0.34

+1.78

Sortino ratio

Return per unit of downside risk

2.80

0.54

+2.27

Omega ratio

Gain probability vs. loss probability

1.43

1.08

+0.35

Calmar ratio

Return relative to maximum drawdown

2.98

0.55

+2.43

Martin ratio

Return relative to average drawdown

14.03

1.56

+12.47

CWIN.TO vs. XDU.TO - Sharpe Ratio Comparison

The current CWIN.TO Sharpe Ratio is 2.12, which is higher than the XDU.TO Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of CWIN.TO and XDU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CWIN.TOXDU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

0.34

+1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

2.02

0.54

+1.48

Correlation

The correlation between CWIN.TO and XDU.TO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CWIN.TO vs. XDU.TO - Dividend Comparison

CWIN.TO's dividend yield for the trailing twelve months is around 3.04%, more than XDU.TO's 2.33% yield.


TTM202520242023202220212020201920182017
CWIN.TO
HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units
3.04%3.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDU.TO
iShares Core MSCI US Quality Dividend Index ETF
2.33%2.46%2.12%2.31%2.05%2.06%2.72%2.31%2.27%1.27%

Drawdowns

CWIN.TO vs. XDU.TO - Drawdown Comparison

The maximum CWIN.TO drawdown since its inception was -10.87%, smaller than the maximum XDU.TO drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for CWIN.TO and XDU.TO.


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Drawdown Indicators


CWIN.TOXDU.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.87%

-26.12%

+15.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-11.38%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-16.69%

Current Drawdown

Current decline from peak

-6.01%

-2.85%

-3.16%

Average Drawdown

Average peak-to-trough decline

-1.40%

-3.90%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

4.28%

-1.97%

Volatility

CWIN.TO vs. XDU.TO - Volatility Comparison

HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) has a higher volatility of 4.75% compared to iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) at 3.59%. This indicates that CWIN.TO's price experiences larger fluctuations and is considered to be riskier than XDU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWIN.TOXDU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

3.59%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

8.80%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

14.71%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

12.10%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

14.99%

-0.82%