PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DREIX vs. XIC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DREIX vs. XIC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about DFA World Core Equity Portfolio (DREIX) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO).

DREIX is managed by Dimensional. It was launched on Mar 6, 2012. XIC.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Feb 16, 2001.

Performance

DREIX vs. XIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA World Core Equity Portfolio (DREIX) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DREIX vs. XIC.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DREIX
DFA World Core Equity Portfolio		-2.71%21.88%14.91%20.52%-14.84%19.09%13.43%25.48%-12.30%24.27%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		2.56%37.82%11.89%14.28%-12.12%24.33%7.73%28.89%-15.81%16.52%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, DREIX achieves a -2.71% return, which is significantly lower than XIC.TO's 2.56% return. Over the past 10 years, DREIX has underperformed XIC.TO with an annualized return of 10.91%, while XIC.TO has yielded a comparatively higher 11.69% annualized return.

DREIX

1D
-0.43%
1M
-8.69%
YTD
-2.71%
6M
0.65%
1Y
19.92%
3Y*
15.63%
5Y*
9.12%
10Y*
10.91%

XIC.TO

1D
2.66%
1M
-6.14%
YTD
2.56%
6M
10.45%
1Y
39.24%
3Y*
19.94%
5Y*
12.11%
10Y*
11.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

DFA World Core Equity Portfolio

iShares Core S&P/TSX Capped Composite Index ETF

Often compared with DREIX:
DREIX vs. VTDREIX vs. VTIDREIX vs. SWDA.LDREIX vs. GVALDREIX vs. XEQT.TODREIX vs. DGEIXDREIX vs. SPGM
Often compared with XIC.TO:
XIC.TO vs. XIU.TOXIC.TO vs. VDY.TOXIC.TO vs. ZCN.TOXIC.TO vs. VCE.TOXIC.TO vs. XEF.TOXIC.TO vs. VEQT.TOXIC.TO vs. VO

DREIX vs. XIC.TO - Expense Ratio Comparison

DREIX has a 0.27% expense ratio, which is higher than XIC.TO's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

DREIX
DFA World Core Equity Portfolio
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF

Return for Risk

DREIX vs. XIC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DREIX
DREIX Risk / Return Rank: 6969
Overall Rank
DREIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DREIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
DREIX Omega Ratio Rank: 7474
Omega Ratio Rank
DREIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
DREIX Martin Ratio Rank: 6666
Martin Ratio Rank
XIC.TO
XIC.TO Risk / Return Rank: 9494
Overall Rank
XIC.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 9595
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 9595
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.

DREIX vs. XIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA World Core Equity Portfolio (DREIX) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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.

DREIXXIC.TODifference

Sharpe ratio

Return per unit of total volatility

1.28

2.31

-1.03

Sortino ratio

Return per unit of downside risk

1.85

2.99

-1.14

Omega ratio

Gain probability vs. loss probability

1.28

1.45

-0.17

Calmar ratio

Return relative to maximum drawdown

1.31

3.63

-2.32

Martin ratio

Return relative to average drawdown

6.30

16.45

-10.15

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

DREIX vs. XIC.TO - Sharpe Ratio Comparison

The current DREIX Sharpe Ratio is 1.28, which is lower than the XIC.TO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of DREIX and XIC.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.

Loading graphics...

Sharpe Ratios by Period

DREIXXIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

2.31

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.72

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.63

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.55

+0.13

Correlation

The correlation between DREIX and XIC.TO is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DREIX vs. XIC.TO - Dividend Comparison

DREIX's dividend yield for the trailing twelve months is around 5.43%, more than XIC.TO's 2.16% yield.

TTM20252024202320222021202020192018201720162015
DREIX
DFA World Core Equity Portfolio		5.43%5.06%3.22%3.23%3.54%1.40%1.47%2.12%2.88%1.42%1.77%2.11%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		2.16%2.23%2.64%2.95%3.10%2.44%3.03%3.01%3.19%2.49%2.72%3.21%

Drawdowns

DREIX vs. XIC.TO - Drawdown Comparison

The maximum DREIX drawdown since its inception was -36.65%, smaller than the maximum XIC.TO drawdown of -42.80%. Use the drawdown chart below to compare losses from any high point for DREIX and XIC.TO.

Loading graphics...

Drawdown Indicators

DREIXXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.65%

-48.21%

+11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-10.98%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

-16.24%

-8.59%

Max Drawdown (10Y)

Largest decline over 10 years

-36.65%

-37.21%

+0.56%

Current Drawdown

Current decline from peak

-9.15%

-4.95%

-4.20%

Average Drawdown

Average peak-to-trough decline

-4.86%

-7.08%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.44%

+0.20%

Volatility

DREIX vs. XIC.TO - Volatility Comparison

The current volatility for DFA World Core Equity Portfolio (DREIX) is 4.80%, while iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) has a volatility of 6.21%. This indicates that DREIX experiences smaller price fluctuations and is considered to be less risky than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

DREIXXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

6.21%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

12.03%

-3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

17.05%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

17.02%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

18.65%

-2.23%