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FCCQ.TO vs. XIC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCCQ.TO vs. XIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Canadian High Quality ETF (FCCQ.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO). The values are adjusted to include any dividend payments, if applicable.

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FCCQ.TO vs. XIC.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FCCQ.TO
Fidelity Canadian High Quality ETF
2.76%31.01%21.58%11.02%-7.52%22.24%2.30%10.49%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
3.89%31.51%21.48%11.73%-5.82%23.42%5.61%15.04%

Returns By Period

In the year-to-date period, FCCQ.TO achieves a 2.76% return, which is significantly lower than XIC.TO's 3.89% return.


FCCQ.TO

1D
2.44%
1M
-6.06%
YTD
2.76%
6M
10.61%
1Y
33.98%
3Y*
20.39%
5Y*
13.68%
10Y*

XIC.TO

1D
2.55%
1M
-4.36%
YTD
3.89%
6M
10.31%
1Y
34.58%
3Y*
21.07%
5Y*
14.44%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCCQ.TO vs. XIC.TO - Expense Ratio Comparison

FCCQ.TO has a 0.35% expense ratio, which is higher than XIC.TO's 0.06% expense ratio.


Return for Risk

FCCQ.TO vs. XIC.TO — Risk / Return Rank

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

FCCQ.TO
FCCQ.TO Risk / Return Rank: 9191
Overall Rank
FCCQ.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FCCQ.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
FCCQ.TO Omega Ratio Rank: 9292
Omega Ratio Rank
FCCQ.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
FCCQ.TO Martin Ratio Rank: 9191
Martin Ratio Rank

XIC.TO
XIC.TO Risk / Return Rank: 9494
Overall Rank
XIC.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 9595
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
XIC.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.

FCCQ.TO vs. XIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian High Quality ETF (FCCQ.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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.


FCCQ.TOXIC.TODifference

Sharpe ratio

Return per unit of total volatility

2.06

2.27

-0.22

Sortino ratio

Return per unit of downside risk

2.61

2.87

-0.26

Omega ratio

Gain probability vs. loss probability

1.41

1.45

-0.04

Calmar ratio

Return relative to maximum drawdown

3.03

3.25

-0.22

Martin ratio

Return relative to average drawdown

12.74

14.62

-1.88

FCCQ.TO vs. XIC.TO - Sharpe Ratio Comparison

The current FCCQ.TO Sharpe Ratio is 2.06, which is comparable to the XIC.TO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of FCCQ.TO and XIC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCCQ.TOXIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

2.27

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

1.11

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.53

+0.26

Correlation

The correlation between FCCQ.TO and XIC.TO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCCQ.TO vs. XIC.TO - Dividend Comparison

FCCQ.TO's dividend yield for the trailing twelve months is around 1.53%, less than XIC.TO's 2.16% yield.


TTM20252024202320222021202020192018201720162015
FCCQ.TO
Fidelity Canadian High Quality ETF
1.53%1.45%1.83%2.40%2.31%1.90%2.10%2.30%0.00%0.00%0.00%0.00%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
2.16%2.23%2.64%2.95%3.10%2.44%3.03%3.01%3.19%2.49%2.72%3.21%

Drawdowns

FCCQ.TO vs. XIC.TO - Drawdown Comparison

The maximum FCCQ.TO drawdown since its inception was -35.31%, smaller than the maximum XIC.TO drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for FCCQ.TO and XIC.TO.


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Drawdown Indicators


FCCQ.TOXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-48.21%

+12.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-10.98%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.97%

-16.24%

-1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-37.21%

Current Drawdown

Current decline from peak

-6.21%

-4.95%

-1.26%

Average Drawdown

Average peak-to-trough decline

-4.01%

-7.08%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.44%

+0.32%

Volatility

FCCQ.TO vs. XIC.TO - Volatility Comparison

Fidelity Canadian High Quality ETF (FCCQ.TO) has a higher volatility of 6.71% compared to iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) at 5.98%. This indicates that FCCQ.TO's price experiences larger fluctuations and is considered to be riskier than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCCQ.TOXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

5.98%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

10.89%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

16.62%

15.30%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

13.07%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

14.93%

+1.16%