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CYH.TO vs. XEF-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CYH.TO vs. XEF-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) and iShares Core MSCI EAFE IMI Index ETF (XEF-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CYH.TO achieves a 9.48% return, which is significantly lower than XEF-U.TO's 13.92% return. Both investments have delivered pretty close results over the past 10 years, with CYH.TO having a 7.48% annualized return and XEF-U.TO not far ahead at 7.53%.


CYH.TO

1D
-0.83%
1M
-1.00%
YTD
9.48%
6M
9.34%
1Y
20.17%
3Y*
16.07%
5Y*
9.06%
10Y*
7.48%

XEF-U.TO

1D
0.80%
1M
3.21%
YTD
13.92%
6M
13.51%
1Y
24.59%
3Y*
19.05%
5Y*
11.70%
10Y*
7.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYH.TO vs. XEF-U.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)
9.48%18.78%12.28%3.85%-2.46%23.39%-8.70%9.23%-6.21%13.17%
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
13.83%25.69%11.75%13.94%-9.57%11.30%7.69%-15.98%0.56%9.18%

Correlation

The correlation between CYH.TO and XEF-U.TO 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 (3Y)
Calculated over the trailing 3-year period

0.34

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

0.29

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

0.24

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2013

0.30

The correlation between CYH.TO and XEF-U.TO shifts across timeframes, from 0.24 (10 years) to 0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CYH.TO vs. XEF-U.TO — Risk / Return Rank

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

CYH.TO
CYH.TO Risk / Return Rank: 7878
Overall Rank
CYH.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CYH.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
CYH.TO Omega Ratio Rank: 7373
Omega Ratio Rank
CYH.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
CYH.TO Martin Ratio Rank: 8282
Martin Ratio Rank

XEF-U.TO
XEF-U.TO Risk / Return Rank: 4343
Overall Rank
XEF-U.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XEF-U.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
XEF-U.TO Omega Ratio Rank: 4343
Omega Ratio Rank
XEF-U.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
XEF-U.TO Martin Ratio Rank: 4646
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.

CYH.TO vs. XEF-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) and iShares Core MSCI EAFE IMI Index ETF (XEF-U.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CYH.TOXEF-U.TODifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.37

1.29

+0.08

Calmar ratioReturn relative to maximum drawdown

3.83

2.20

+1.63

Martin ratioReturn relative to average drawdown

13.95

8.52

+5.43

CYH.TO vs. XEF-U.TO - Sharpe Ratio Comparison

The current CYH.TO Sharpe Ratio is 2.04, which is comparable to the XEF-U.TO Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of CYH.TO and XEF-U.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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Drawdowns

CYH.TO vs. XEF-U.TO - Drawdown Comparison

The maximum CYH.TO drawdown since its inception was -61.50%, which is greater than XEF-U.TO's maximum drawdown of -42.21%. Use the drawdown chart below to compare losses from any high point for CYH.TO and XEF-U.TO.


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Drawdown Indicators


CYH.TOXEF-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-61.50%

-42.21%

-19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.34%

-11.34%

+6.00%

Max Drawdown (3Y)

Largest decline over 3 years

-12.12%

-14.64%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

-25.28%

+7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-44.90%

-42.21%

-2.69%

Current Drawdown

Current decline from peak

-2.32%

-0.50%

-1.82%

Average Drawdown

Average peak-to-trough decline

-10.18%

-9.00%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

2.91%

-1.45%

Volatility

CYH.TO vs. XEF-U.TO - Volatility Comparison

The current volatility for iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) is 2.90%, while iShares Core MSCI EAFE IMI Index ETF (XEF-U.TO) has a volatility of 5.27%. This indicates that CYH.TO experiences smaller price fluctuations and is considered to be less risky than XEF-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CYH.TOXEF-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

5.27%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

13.27%

-5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

10.04%

15.44%

-5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

17.61%

-4.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

18.14%

-1.02%

CYH.TO vs. XEF-U.TO - Expense Ratio Comparison

CYH.TO has a 0.66% expense ratio, which is higher than XEF-U.TO's 0.21% expense ratio.


Dividends

CYH.TO vs. XEF-U.TO - Dividend Comparison

CYH.TO's dividend yield for the trailing twelve months is around 3.34%, more than XEF-U.TO's 2.36% yield.


PositionTTM20252024202320222021202020192018201720162015
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)
3.34%3.77%4.33%4.68%4.72%3.89%4.51%4.18%3.98%3.03%3.39%3.84%
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
2.36%2.44%2.85%2.76%2.98%2.43%1.86%2.72%2.07%1.62%1.84%1.86%

Frequently Asked Questions


CYH.TO and XEF-U.TO 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, XEF-U.TO is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEF-U.TO is cheaper with a 0.21% expense ratio, compared with 0.66% for CYH.TO.

CYH.TO tracks Morningstar Gbl GR CAD, while XEF-U.TO tracks MSCI EAFE® Investable Market Index. Their fees differ too: 0.66% for CYH.TO and 0.21% for XEF-U.TO.

Portfolio Optimizer

Find the right allocation for CYH.TO and XEF-U.TO

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

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