ENS.TO vs. XEQT.TO
ENS.TO (E Split Corp.) is a stock, while XEQT.TO (iShares Core Equity ETF Portfolio) is Global Equities fund actively managed by iShares. Over the past 5 years, ENS.TO returned 18.10%/yr vs 13.74%/yr for XEQT.TO. At a 0.36 correlation, their price movements are largely independent.
Performance
ENS.TO vs. XEQT.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ENS.TO achieves a 30.31% return, which is significantly higher than XEQT.TO's 14.14% return.
ENS.TO
- 1D
- -1.72%
- 1M
- 3.08%
- YTD
- 30.31%
- 6M
- 30.31%
- 1Y
- 47.12%
- 3Y*
- 20.93%
- 5Y*
- 18.10%
- 10Y*
- —
XEQT.TO
- 1D
- 0.40%
- 1M
- 1.69%
- YTD
- 14.14%
- 6M
- 14.14%
- 1Y
- 29.35%
- 3Y*
- 22.26%
- 5Y*
- 13.74%
- 10Y*
- —
ENS.TO vs. XEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ENS.TO E Split Corp. | 30.31% | 20.45% | 32.30% | -11.05% | 17.71% | 36.52% | -13.28% | 26.53% |
XEQT.TO iShares Core Equity ETF Portfolio | 14.14% | 20.57% | 24.38% | 17.27% | -10.99% | 18.98% | 11.85% | 8.56% |
Correlation
The correlation between ENS.TO and XEQT.TO is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2019 | 0.36 |
The correlation between ENS.TO and XEQT.TO shifts across timeframes, from -0.07 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ENS.TO vs. XEQT.TO — Risk / Return Rank
ENS.TO
XEQT.TO
ENS.TO vs. XEQT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for E Split Corp. (ENS.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.
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.
| ENS.TO | XEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.45 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | 3.57 | +0.92 |
| Martin ratioReturn relative to average drawdown | 13.02 | 15.30 | -2.28 |
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Drawdowns
ENS.TO vs. XEQT.TO - Drawdown Comparison
The maximum ENS.TO drawdown since its inception was -49.45%, 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 ENS.TO and XEQT.TO.
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Drawdown Indicators
| ENS.TO | XEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.45% | -29.74% | -19.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.54% | -8.25% | -2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -29.01% | -15.08% | -13.93% |
Max Drawdown (5Y)Largest decline over 5 years | -29.73% | -19.55% | -10.18% |
Current DrawdownCurrent decline from peak | -2.54% | -0.12% | -2.42% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -4.07% | -4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 1.92% | +1.72% |
Volatility
ENS.TO vs. XEQT.TO - Volatility Comparison
E Split Corp. (ENS.TO) has a higher volatility of 4.95% compared to iShares Core Equity ETF Portfolio (XEQT.TO) at 4.62%. This indicates that ENS.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
| ENS.TO | XEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.62% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 14.50% | 10.15% | +4.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 12.19% | +5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 13.24% | +5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.70% | 15.55% | +14.15% |
Dividends
ENS.TO vs. XEQT.TO - Dividend Comparison
ENS.TO's dividend yield for the trailing twelve months is around 8.55%, more than XEQT.TO's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ENS.TO E Split Corp. | 8.55% | 10.29% | 11.14% | 12.98% | 10.30% | 10.97% | 13.39% | 9.41% | 4.61% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.59% | 1.66% | 2.03% | 2.09% | 2.14% | 1.66% | 1.69% | 1.21% | 0.00% |
Frequently Asked Questions
ENS.TO and XEQT.TO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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