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DIV.TO vs. XFN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DIV.TO vs. XFN.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Diversified Royalty Corp. (DIV.TO) and iShares S&P/TSX Capped Financials Index ETF (XFN.TO).

XFN.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl Fin Svc GR CAD. It was launched on Mar 23, 2001.

Performance

DIV.TO vs. XFN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Diversified Royalty Corp. (DIV.TO) and iShares S&P/TSX Capped Financials Index ETF (XFN.TO). The values are adjusted to include any dividend payments, if applicable.

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DIV.TO vs. XFN.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DIV.TO
Diversified Royalty Corp.		12.51%38.92%16.26%-0.40%14.10%28.13%-16.15%19.62%-12.04%46.20%
XFN.TO
iShares S&P/TSX Capped Financials Index ETF		-2.14%34.40%29.32%13.09%-9.92%35.57%0.99%20.66%-9.76%12.54%

Returns By Period

In the year-to-date period, DIV.TO achieves a 12.51% return, which is significantly higher than XFN.TO's -2.14% return. Over the past 10 years, DIV.TO has outperformed XFN.TO with an annualized return of 15.67%, while XFN.TO has yielded a comparatively lower 13.26% annualized return.

DIV.TO

1D
1.99%
1M
-3.84%
YTD
12.51%
6M
14.36%
1Y
57.72%
3Y*
20.16%
5Y*
19.90%
10Y*
15.67%

XFN.TO

1D
2.44%
1M
-3.02%
YTD
-2.14%
6M
8.00%
1Y
33.36%
3Y*
23.74%
5Y*
15.48%
10Y*
13.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Diversified Royalty Corp.

iShares S&P/TSX Capped Financials Index ETF

Often compared with DIV.TO:
DIV.TO vs. BK.TODIV.TO vs. PZA.TODIV.TO vs. EIF.TODIV.TO vs. ZEB.TODIV.TO vs. MFCDIV.TO vs. 0QMG.LDIV.TO vs. FIE.TO
Often compared with XFN.TO:
XFN.TO vs. FIE.TOXFN.TO vs. CEW.TOXFN.TO vs. VDY.TOXFN.TO vs. XIU.TOXFN.TO vs. VFV.TOXFN.TO vs. RY.TOXFN.TO vs. XUS-U.TO

Return for Risk

DIV.TO vs. XFN.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DIV.TO
DIV.TO Risk / Return Rank: 9696
Overall Rank
DIV.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DIV.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
DIV.TO Omega Ratio Rank: 9696
Omega Ratio Rank
DIV.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
DIV.TO Martin Ratio Rank: 9797
Martin Ratio Rank
XFN.TO
XFN.TO Risk / Return Rank: 9595
Overall Rank
XFN.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XFN.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
XFN.TO Omega Ratio Rank: 9595
Omega Ratio Rank
XFN.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
XFN.TO Martin Ratio Rank: 9494
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.

DIV.TO vs. XFN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diversified Royalty Corp. (DIV.TO) and iShares S&P/TSX Capped Financials Index ETF (XFN.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.

DIV.TOXFN.TODifference

Sharpe ratio

Return per unit of total volatility

2.81

2.39

+0.42

Sortino ratio

Return per unit of downside risk

4.14

3.10

+1.04

Omega ratio

Gain probability vs. loss probability

1.55

1.46

+0.09

Calmar ratio

Return relative to maximum drawdown

6.04

3.58

+2.46

Martin ratio

Return relative to average drawdown

19.39

14.43

+4.96

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

DIV.TO vs. XFN.TO - Sharpe Ratio Comparison

The current DIV.TO Sharpe Ratio is 2.81, which is comparable to the XFN.TO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of DIV.TO and XFN.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

DIV.TOXFN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

2.39

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

1.17

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.81

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.61

-0.51

Correlation

The correlation between DIV.TO and XFN.TO is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DIV.TO vs. XFN.TO - Dividend Comparison

DIV.TO's dividend yield for the trailing twelve months is around 6.66%, more than XFN.TO's 2.49% yield.

TTM20252024202320222021202020192018201720162015
DIV.TO
Diversified Royalty Corp.		6.66%7.12%8.59%8.79%7.45%7.41%8.87%7.26%8.06%6.59%8.87%8.39%
XFN.TO
iShares S&P/TSX Capped Financials Index ETF		2.49%2.39%3.16%3.60%3.48%2.67%3.35%3.00%3.43%2.73%2.83%3.17%

Drawdowns

DIV.TO vs. XFN.TO - Drawdown Comparison

The maximum DIV.TO drawdown since its inception was -99.64%, which is greater than XFN.TO's maximum drawdown of -56.55%. Use the drawdown chart below to compare losses from any high point for DIV.TO and XFN.TO.

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Drawdown Indicators

DIV.TOXFN.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.64%

-56.55%

-43.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-9.66%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

-21.90%

-3.42%

Max Drawdown (10Y)

Largest decline over 10 years

-64.32%

-39.93%

-24.39%

Current Drawdown

Current decline from peak

-62.14%

-4.91%

-57.23%

Average Drawdown

Average peak-to-trough decline

-73.63%

-6.64%

-66.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.40%

+0.69%

Volatility

DIV.TO vs. XFN.TO - Volatility Comparison

Diversified Royalty Corp. (DIV.TO) has a higher volatility of 8.80% compared to iShares S&P/TSX Capped Financials Index ETF (XFN.TO) at 5.58%. This indicates that DIV.TO's price experiences larger fluctuations and is considered to be riskier than XFN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DIV.TOXFN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

5.58%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.12%

9.44%

+4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

14.05%

+6.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.40%

13.29%

+7.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.76%

16.47%

+11.29%