PortfoliosLab logoPortfoliosLab logo
EDGE.TO vs. XCHP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDGE.TO vs. XCHP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Innovation Index Fund (EDGE.TO) and iShares Semiconductor Index ETF (XCHP.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EDGE.TO achieves a 12.54% return, which is significantly lower than XCHP.TO's 79.46% return.


EDGE.TO

1D
-0.33%
1M
-3.20%
6M
11.39%
YTD
12.54%
1Y
12.02%
3Y*
14.86%
5Y*
4.25%
10Y*
ALL TIME*
11.58%

XCHP.TO

1D
-4.37%
1M
-13.43%
6M
57.16%
YTD
79.46%
1Y
125.65%
3Y*
5Y*
10Y*
ALL TIME*
52.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$27.25KCA$23.58KCA$26.33K
CA$7.28MCA$11.12MCA$9.49M

EDGE.TO vs. XCHP.TO - Yearly Performance Comparison


2026 (YTD)202520242023
EDGE.TO
Evolve Innovation Index Fund
12.54%11.95%17.11%7.36%
XCHP.TO
iShares Semiconductor Index ETF
79.46%32.93%21.39%15.07%

Correlation

The correlation between EDGE.TO and XCHP.TO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.47

Compare stocks, funds, or ETFs

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


Return for Risk

EDGE.TO vs. XCHP.TO — Risk / Return Rank

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

EDGE.TO
EDGE.TO Risk / Return Rank: 2424
Overall Rank
EDGE.TO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EDGE.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
EDGE.TO Omega Ratio Rank: 2525
Omega Ratio Rank
EDGE.TO Calmar Ratio Rank: 2323
Calmar Ratio Rank
EDGE.TO Martin Ratio Rank: 2222
Martin Ratio Rank

XCHP.TO
XCHP.TO Risk / Return Rank: 9494
Overall Rank
XCHP.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XCHP.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
XCHP.TO Omega Ratio Rank: 9191
Omega Ratio Rank
XCHP.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
XCHP.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.

EDGE.TO vs. XCHP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Innovation Index Fund (EDGE.TO) and iShares Semiconductor Index ETF (XCHP.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.


EDGE.TOXCHP.TODifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.12

1.43

-0.31

Calmar ratioReturn relative to maximum drawdown

0.66

5.96

-5.30

Martin ratioReturn relative to average drawdown

1.55

21.39

-19.84

EDGE.TO vs. XCHP.TO - Sharpe Ratio Comparison

The current EDGE.TO Sharpe Ratio is 0.58, which is lower than the XCHP.TO Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of EDGE.TO and XCHP.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.


Loading charts...

Drawdowns

EDGE.TO vs. XCHP.TO - Drawdown Comparison

The maximum EDGE.TO drawdown since its inception was -39.86%, roughly equal to the maximum XCHP.TO drawdown of -39.06%. Use the drawdown chart below to compare losses from any high point for EDGE.TO and XCHP.TO.


Loading charts...

Drawdown Indicators


EDGE.TOXCHP.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.86%

-39.06%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-18.43%

-21.21%

+2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-21.92%

Max Drawdown (5Y)

Largest decline over 5 years

-39.86%

Current Drawdown

Current decline from peak

-9.10%

-19.96%

+10.86%

Average Drawdown

Average peak-to-trough decline

-12.84%

-8.33%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.77%

5.90%

+1.87%

Volatility

EDGE.TO vs. XCHP.TO - Volatility Comparison

The current volatility for Evolve Innovation Index Fund (EDGE.TO) is 6.75%, while iShares Semiconductor Index ETF (XCHP.TO) has a volatility of 20.37%. This indicates that EDGE.TO experiences smaller price fluctuations and is considered to be less risky than XCHP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EDGE.TOXCHP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

20.37%

-13.62%

Volatility (6M)

Calculated over the trailing 6-month period

17.69%

36.77%

-19.08%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

42.66%

-21.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.81%

39.22%

-16.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

39.22%

-15.55%

EDGE.TO vs. XCHP.TO - Expense Ratio Comparison

EDGE.TO has a 0.67% expense ratio, which is higher than XCHP.TO's 0.39% expense ratio.


Dividends

EDGE.TO vs. XCHP.TO - Dividend Comparison

EDGE.TO's dividend yield for the trailing twelve months is around 0.44%, more than XCHP.TO's 0.05% yield.


PositionTTM20252024202320222021202020192018
EDGE.TO
Evolve Innovation Index Fund
0.44%0.36%0.53%0.06%0.08%0.05%0.06%0.09%0.09%
XCHP.TO
iShares Semiconductor Index ETF
0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EDGE.TO and XCHP.TO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCHP.TO is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCHP.TO is cheaper with a 0.39% expense ratio, compared with 0.67% for EDGE.TO.

EDGE.TO is categorized as Technology Equities, while XCHP.TO is Semiconductors. EDGE.TO tracks Solactive Global Innovation Index, while XCHP.TO tracks NYSE Semiconductor Index. They also come from different issuers: Evolve Funds Group Inc. and iShares. Their fees differ too: 0.67% for EDGE.TO and 0.39% for XCHP.TO.

Portfolio Optimizer

Find the right allocation for EDGE.TO and XCHP.TO

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

Open Portfolio Optimizer