EVO.TO vs. GEQT.TO
EVO.TO (Evovest Global Equity ETF) and GEQT.TO (iShares ESG Equity ETF Portfolio) are both Global Equities funds. Both are actively managed. Over the past year, EVO.TO returned 2.29% vs 29.22% for GEQT.TO. A 0.63 correlation means they provide meaningful diversification when combined. EVO.TO charges 1.15%/yr vs 0.25%/yr for GEQT.TO.
Performance
EVO.TO vs. GEQT.TO - Performance Comparison
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Returns By Period
In the year-to-date period, EVO.TO achieves a 13.09% return, which is significantly lower than GEQT.TO's 18.33% return.
EVO.TO
- 1D
- -0.26%
- 1M
- 4.32%
- YTD
- 13.09%
- 6M
- 12.64%
- 1Y
- 2.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GEQT.TO
- 1D
- 1.15%
- 1M
- 4.70%
- YTD
- 18.33%
- 6M
- 17.61%
- 1Y
- 29.22%
- 3Y*
- 23.67%
- 5Y*
- 14.52%
- 10Y*
- —
EVO.TO vs. GEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVO.TO Evovest Global Equity ETF | 13.09% | 4.38% | 1.04% |
GEQT.TO iShares ESG Equity ETF Portfolio | 18.33% | 17.86% | 12.54% |
Correlation
The correlation between EVO.TO and GEQT.TO is 0.72, 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 | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2024 | 0.63 |
The correlation between EVO.TO and GEQT.TO has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.
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Return for Risk
EVO.TO vs. GEQT.TO — Risk / Return Rank
EVO.TO
GEQT.TO
EVO.TO vs. GEQT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evovest Global Equity ETF (EVO.TO) and iShares ESG Equity ETF Portfolio (GEQT.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.
| EVO.TO | GEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.36 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 3.16 | -3.04 |
| Martin ratioReturn relative to average drawdown | 0.25 | 12.85 | -12.60 |
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Drawdowns
EVO.TO vs. GEQT.TO - Drawdown Comparison
The maximum EVO.TO drawdown since its inception was -19.36%, smaller than the maximum GEQT.TO drawdown of -23.66%. Use the drawdown chart below to compare losses from any high point for EVO.TO and GEQT.TO.
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Drawdown Indicators
| EVO.TO | GEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.36% | -23.66% | +4.30% |
Max Drawdown (1Y)Largest decline over 1 year | -19.36% | -9.29% | -10.07% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.02% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.66% | — |
Current DrawdownCurrent decline from peak | -6.35% | 0.00% | -6.35% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -5.06% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.35% | 2.28% | +7.07% |
Volatility
EVO.TO vs. GEQT.TO - Volatility Comparison
The current volatility for Evovest Global Equity ETF (EVO.TO) is 3.95%, while iShares ESG Equity ETF Portfolio (GEQT.TO) has a volatility of 5.93%. This indicates that EVO.TO experiences smaller price fluctuations and is considered to be less risky than GEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVO.TO | GEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 5.93% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 12.28% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.97% | 14.61% | +6.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.83% | 17.66% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.83% | 17.35% | +2.48% |
EVO.TO vs. GEQT.TO - Expense Ratio Comparison
EVO.TO has a 1.15% expense ratio, which is higher than GEQT.TO's 0.25% expense ratio.
Dividends
EVO.TO vs. GEQT.TO - Dividend Comparison
EVO.TO's dividend yield for the trailing twelve months is around 0.59%, less than GEQT.TO's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EVO.TO Evovest Global Equity ETF | 0.59% | 0.67% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% |
GEQT.TO iShares ESG Equity ETF Portfolio | 1.12% | 1.26% | 1.38% | 1.58% | 1.82% | 1.32% | 0.87% |
Frequently Asked Questions
EVO.TO and GEQT.TO have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GEQT.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GEQT.TO is cheaper with a 0.25% expense ratio, compared with 1.15% for EVO.TO.
They also come from different issuers: National Bank Investments and iShares. Their fees differ too: 1.15% for EVO.TO and 0.25% for GEQT.TO.
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