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EBNK.TO vs. FIE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBNK.TO vs. FIE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.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, EBNK.TO achieves a 14.12% return, which is significantly lower than FIE.TO's 17.43% return.


EBNK.TO

1D
0.89%
1M
5.66%
6M
10.88%
YTD
14.12%
1Y
36.44%
3Y*
36.18%
5Y*
10Y*

FIE.TO

1D
0.44%
1M
4.65%
6M
16.84%
YTD
17.43%
1Y
32.68%
3Y*
25.82%
5Y*
13.62%
10Y*
12.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBNK.TO vs. FIE.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
14.12%60.13%28.77%20.83%-5.46%
FIE.TO
iShares Canadian Financial Monthly Income ETF
17.43%24.36%27.62%12.58%-17.08%

Correlation

The correlation between EBNK.TO and FIE.TO is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2022

0.44

The correlation between EBNK.TO and FIE.TO shifts across timeframes, from 0.41 (3 years) to 0.58 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EBNK.TO vs. FIE.TO — Risk / Return Rank

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

EBNK.TO
EBNK.TO Risk / Return Rank: 6464
Overall Rank
EBNK.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EBNK.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
EBNK.TO Omega Ratio Rank: 6060
Omega Ratio Rank
EBNK.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
EBNK.TO Martin Ratio Rank: 6262
Martin Ratio Rank

FIE.TO
FIE.TO Risk / Return Rank: 9494
Overall Rank
FIE.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9696
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
FIE.TO Martin Ratio Rank: 8888
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.

EBNK.TO vs. FIE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.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.

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.


EBNK.TOFIE.TODifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-2.41

Omega ratioGain probability vs. loss probability

1.29

1.70

-0.41

Calmar ratioReturn relative to maximum drawdown

2.46

4.57

-2.10

Martin ratioReturn relative to average drawdown

8.83

14.83

-6.00

EBNK.TO vs. FIE.TO - Sharpe Ratio Comparison

The current EBNK.TO Sharpe Ratio is 1.75, which is lower than the FIE.TO Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of EBNK.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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Drawdowns

EBNK.TO vs. FIE.TO - Drawdown Comparison

The maximum EBNK.TO drawdown since its inception was -31.02%, smaller than the maximum FIE.TO drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for EBNK.TO and FIE.TO.


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Drawdown Indicators


EBNK.TOFIE.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.02%

-42.24%

+11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-14.87%

-7.19%

-7.68%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

-10.70%

-10.46%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

Max Drawdown (10Y)

Largest decline over 10 years

-42.24%

Current Drawdown

Current decline from peak

-0.87%

0.00%

-0.87%

Average Drawdown

Average peak-to-trough decline

-7.28%

-4.86%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

2.21%

+1.93%

Volatility

EBNK.TO vs. FIE.TO - Volatility Comparison

Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO) has a higher volatility of 5.49% compared to iShares Canadian Financial Monthly Income ETF (FIE.TO) at 2.07%. This indicates that EBNK.TO's price experiences larger fluctuations and is considered to be riskier than FIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBNK.TOFIE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

2.07%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

17.65%

7.24%

+10.41%

Volatility (1Y)

Calculated over the trailing 1-year period

20.97%

9.14%

+11.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.76%

10.56%

+16.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.76%

14.05%

+12.71%

EBNK.TO vs. FIE.TO - Expense Ratio Comparison

EBNK.TO has a 0.60% expense ratio, which is lower than FIE.TO's 0.74% expense ratio.


Dividends

EBNK.TO vs. FIE.TO - Dividend Comparison

EBNK.TO's dividend yield for the trailing twelve months is around 10.23%, more than FIE.TO's 4.24% yield.


PositionTTM20252024202320222021202020192018201720162015
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
10.23%11.05%12.56%7.32%7.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FIE.TO
iShares Canadian Financial Monthly Income ETF
4.24%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


EBNK.TO and FIE.TO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EBNK.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EBNK.TO is cheaper with a 0.60% expense ratio, compared with 0.74% for FIE.TO.

They also come from different issuers: Evolve and iShares. Their fees differ too: 0.60% for EBNK.TO and 0.74% for FIE.TO.

Portfolio Optimizer

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