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EIF.TO vs. XEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EIF.TO vs. XEQT.TO

Last updated Jun 5, 2026

EIF.TO (Exchange Income Corporation) is a stock, while XEQT.TO (iShares Core Equity ETF Portfolio) is Global Equities fund actively managed by iShares. Over the past 5 years, EIF.TO returned 31.92%/yr vs 13.90%/yr for XEQT.TO. At a 0.48 correlation, their price movements are largely independent.

Performance

EIF.TO vs. XEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Exchange Income Corporation (EIF.TO) and iShares Core Equity ETF Portfolio (XEQT.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, EIF.TO achieves a 53.02% return, which is significantly higher than XEQT.TO's 13.22% return.

EIF.TO

1D
0.57%
1M
20.74%
YTD
53.02%
6M
57.34%
1Y
126.96%
3Y*
38.20%
5Y*
31.92%
10Y*
21.47%

XEQT.TO

1D
0.83%
1M
6.02%
YTD
13.22%
6M
11.68%
1Y
30.42%
3Y*
22.22%
5Y*
13.90%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIF.TO vs. XEQT.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
EIF.TO
Exchange Income Corporation		53.02%45.29%37.59%-9.76%31.82%21.59%-11.59%16.50%
XEQT.TO
iShares Core Equity ETF Portfolio		13.22%19.47%24.36%17.25%-11.01%18.94%11.82%9.89%

Correlation

The correlation between EIF.TO and XEQT.TO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

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

0.47

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

0.51

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2019

0.48

The correlation between EIF.TO and XEQT.TO has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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Exchange Income Corporation

iShares Core Equity ETF Portfolio

Often compared with EIF.TO:
EIF.TO vs. ^GSPTSEEIF.TO vs. BIP-UN.TOEIF.TO vs. TFII.TOEIF.TO vs. VALMT.HEEIF.TO vs. DIV.TOEIF.TO vs. CHE-UN.TOEIF.TO vs. ^TNX
Often compared with XEQT.TO:
XEQT.TO vs. VFV.TOXEQT.TO vs. VEQT.TOXEQT.TO vs. XGRO.TOXEQT.TO vs. ZEQT.TOXEQT.TO vs. VGRO.TOXEQT.TO vs. XEI.TOXEQT.TO vs. VOO

Return for Risk

EIF.TO vs. XEQT.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EIF.TO
EIF.TO Risk / Return Rank: 9898
Overall Rank
EIF.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EIF.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
EIF.TO Omega Ratio Rank: 9898
Omega Ratio Rank
EIF.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
EIF.TO Martin Ratio Rank: 9898
Martin Ratio Rank
XEQT.TO
XEQT.TO Risk / Return Rank: 8080
Overall Rank
XEQT.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 8282
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.

EIF.TO vs. XEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exchange Income Corporation (EIF.TO) and iShares Core Equity ETF Portfolio (XEQT.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.

EIF.TOXEQT.TODifference
Sharpe ratioReturn per unit of total volatility
5.09
2.62

+2.47

Sortino ratioReturn per unit of downside risk
6.36
3.61

+2.75

Omega ratioGain probability vs. loss probability

1.82

1.48

+0.34

Calmar ratioReturn relative to maximum drawdown

13.06

3.70

+9.35

Martin ratioReturn relative to average drawdown

38.38

16.13

+22.25

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

EIF.TO vs. XEQT.TO - Sharpe Ratio Comparison

The current EIF.TO Sharpe Ratio is 5.09, which is higher than the XEQT.TO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of EIF.TO and XEQT.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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Sharpe Ratios by Period

EIF.TOXEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.09

2.62

+2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.34

1.07

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.96

-0.29

Drawdowns

EIF.TO vs. XEQT.TO - Drawdown Comparison

The maximum EIF.TO drawdown since its inception was -68.18%, which is greater than XEQT.TO's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for EIF.TO and XEQT.TO.

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Drawdown Indicators

EIF.TOXEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-68.18%

-29.74%

-38.44%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-8.25%

-1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-20.90%

-15.08%

-5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-19.56%

-1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-68.18%

—

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.70%

-4.11%

-5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

1.89%

+1.43%

Volatility

EIF.TO vs. XEQT.TO - Volatility Comparison

Exchange Income Corporation (EIF.TO) has a higher volatility of 11.38% compared to iShares Core Equity ETF Portfolio (XEQT.TO) at 3.70%. This indicates that EIF.TO's price experiences larger fluctuations and is considered to be riskier than XEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EIF.TOXEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.38%

3.70%

+7.68%

Volatility (6M)

Calculated over the trailing 6-month period

20.35%

9.41%

+10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

25.08%

11.65%

+13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.91%

13.13%

+10.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.67%

15.56%

+17.11%

Dividends

EIF.TO vs. XEQT.TO - Dividend Comparison

EIF.TO's dividend yield for the trailing twelve months is around 2.18%, more than XEQT.TO's 1.47% yield.

PositionTTM20252024202320222021202020192018201720162015
EIF.TO
Exchange Income Corporation		2.18%3.25%4.49%5.63%4.58%5.41%6.22%4.99%7.71%5.89%4.79%6.37%
XEQT.TO
iShares Core Equity ETF Portfolio		1.47%1.66%2.01%2.07%2.12%1.64%1.66%1.19%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EIF.TO and XEQT.TO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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