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FIE.TO vs. CEW.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIE.TO vs. CEW.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Financial Monthly Income ETF (FIE.TO) and iShares Equal Weight Banc & Lifeco ETF (CEW.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, FIE.TO achieves a 14.56% return, which is significantly lower than CEW.TO's 26.79% return. Over the past 10 years, FIE.TO has underperformed CEW.TO with an annualized return of 12.31%, while CEW.TO has yielded a comparatively higher 16.59% annualized return.


FIE.TO

1D
0.09%
1M
4.86%
YTD
14.56%
6M
11.23%
1Y
32.60%
3Y*
26.44%
5Y*
13.03%
10Y*
12.31%

CEW.TO

1D
0.00%
1M
8.49%
YTD
26.79%
6M
23.07%
1Y
56.83%
3Y*
35.13%
5Y*
20.07%
10Y*
16.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIE.TO vs. CEW.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIE.TO
iShares Canadian Financial Monthly Income ETF
14.56%24.36%27.62%12.58%-14.35%27.34%1.33%18.97%-9.12%12.01%
CEW.TO
iShares Equal Weight Banc & Lifeco ETF
26.79%32.70%29.62%17.18%-6.76%29.51%-0.38%25.64%-12.71%12.06%

Correlation

The correlation between FIE.TO and CEW.TO is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.90

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

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2010

0.85

The correlation between FIE.TO and CEW.TO has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

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Return for Risk

FIE.TO vs. CEW.TO — Risk / Return Rank

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

FIE.TO
FIE.TO Risk / Return Rank: 9090
Overall Rank
FIE.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9595
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
FIE.TO Martin Ratio Rank: 7979
Martin Ratio Rank

CEW.TO
CEW.TO Risk / Return Rank: 9797
Overall Rank
CEW.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CEW.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CEW.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CEW.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
CEW.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.

FIE.TO vs. CEW.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Financial Monthly Income ETF (FIE.TO) and iShares Equal Weight Banc & Lifeco ETF (CEW.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.


FIE.TOCEW.TODifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.71

1.89

-0.18

Calmar ratioReturn relative to maximum drawdown

4.55

8.02

-3.46

Martin ratioReturn relative to average drawdown

14.80

29.59

-14.79

FIE.TO vs. CEW.TO - Sharpe Ratio Comparison

The current FIE.TO Sharpe Ratio is 3.64, which is comparable to the CEW.TO Sharpe Ratio of 4.85. The chart below compares the historical Sharpe Ratios of FIE.TO and CEW.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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Drawdowns

FIE.TO vs. CEW.TO - Drawdown Comparison

The maximum FIE.TO drawdown since its inception was -42.24%, smaller than the maximum CEW.TO drawdown of -53.50%. Use the drawdown chart below to compare losses from any high point for FIE.TO and CEW.TO.


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Drawdown Indicators


FIE.TOCEW.TODifference

Max Drawdown

Largest peak-to-trough decline

-42.24%

-53.50%

+11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-7.13%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-10.70%

-12.72%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

-22.41%

-0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-42.24%

-43.66%

+1.42%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.88%

-6.93%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.93%

+0.28%

Volatility

FIE.TO vs. CEW.TO - Volatility Comparison

The current volatility for iShares Canadian Financial Monthly Income ETF (FIE.TO) is 2.54%, while iShares Equal Weight Banc & Lifeco ETF (CEW.TO) has a volatility of 3.63%. This indicates that FIE.TO experiences smaller price fluctuations and is considered to be less risky than CEW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIE.TOCEW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

3.63%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

10.17%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

9.02%

11.79%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.55%

13.57%

-3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

17.01%

-2.95%

FIE.TO vs. CEW.TO - Expense Ratio Comparison

FIE.TO has a 0.74% expense ratio, which is higher than CEW.TO's 0.61% expense ratio.


Dividends

FIE.TO vs. CEW.TO - Dividend Comparison

FIE.TO's dividend yield for the trailing twelve months is around 4.34%, more than CEW.TO's 2.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CEW.TO
iShares Equal Weight Banc & Lifeco ETF
2.25%2.82%3.41%3.98%3.95%3.10%3.83%3.39%3.13%2.62%2.70%2.91%
FIE.TO
iShares Canadian Financial Monthly Income ETF
4.34%4.94%5.83%6.98%7.31%5.92%7.10%6.65%7.38%6.28%6.59%7.43%

Frequently Asked Questions


With a correlation of 0.93, FIE.TO and CEW.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CEW.TO is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEW.TO is cheaper with a 0.61% expense ratio, compared with 0.74% for FIE.TO.

Their fees differ too: 0.74% for FIE.TO and 0.61% for CEW.TO.

Portfolio Optimizer

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