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

Performance

FIE.TO vs. XEG.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 S&P/TSX Capped Energy Index ETF (XEG.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 14.46% return, which is significantly lower than XEG.TO's 26.17% return. Over the past 10 years, FIE.TO has outperformed XEG.TO with an annualized return of 12.30%, while XEG.TO has yielded a comparatively lower 10.58% annualized return.


FIE.TO

1D
-0.09%
1M
4.09%
YTD
14.46%
6M
11.02%
1Y
31.72%
3Y*
26.41%
5Y*
12.93%
10Y*
12.30%

XEG.TO

1D
-3.29%
1M
-11.04%
YTD
26.17%
6M
28.83%
1Y
44.15%
3Y*
24.36%
5Y*
25.47%
10Y*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
FIE.TO
iShares Canadian Financial Monthly Income ETF
14.46%24.36%27.62%12.58%-14.35%27.34%1.33%18.97%-9.12%12.01%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
26.17%16.72%14.04%3.55%53.25%83.71%-34.44%9.04%-27.05%-11.17%

Correlation

The correlation between FIE.TO and XEG.TO is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.19

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

0.09

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

0.27

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

0.38

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

0.44

The correlation between FIE.TO and XEG.TO shifts across timeframes, from -0.19 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FIE.TO vs. XEG.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: 9191
Overall Rank
FIE.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9696
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
FIE.TO Martin Ratio Rank: 8181
Martin Ratio Rank

XEG.TO
XEG.TO Risk / Return Rank: 6060
Overall Rank
XEG.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XEG.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XEG.TO Omega Ratio Rank: 5656
Omega Ratio Rank
XEG.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
XEG.TO Martin Ratio Rank: 6565
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. XEG.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 S&P/TSX Capped Energy Index ETF (XEG.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.TOXEG.TODifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.69

1.31

+0.38

Calmar ratioReturn relative to maximum drawdown

4.43

2.76

+1.67

Martin ratioReturn relative to average drawdown

14.40

10.50

+3.90

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

The current FIE.TO Sharpe Ratio is 3.54, which is higher than the XEG.TO Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FIE.TO and XEG.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. XEG.TO - Drawdown Comparison

The maximum FIE.TO drawdown since its inception was -42.24%, smaller than the maximum XEG.TO drawdown of -87.51%. Use the drawdown chart below to compare losses from any high point for FIE.TO and XEG.TO.


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Drawdown Indicators


FIE.TOXEG.TODifference

Max Drawdown

Largest peak-to-trough decline

-42.24%

-87.51%

+45.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-16.09%

+8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-10.70%

-25.67%

+14.97%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

-28.42%

+5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.24%

-79.66%

+37.42%

Current Drawdown

Current decline from peak

-0.09%

-16.09%

+16.00%

Average Drawdown

Average peak-to-trough decline

-4.88%

-34.56%

+29.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

4.22%

-2.01%

Volatility

FIE.TO vs. XEG.TO - Volatility Comparison

The current volatility for iShares Canadian Financial Monthly Income ETF (FIE.TO) is 2.46%, while iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a volatility of 8.92%. This indicates that FIE.TO experiences smaller price fluctuations and is considered to be less risky than XEG.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.TOXEG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

8.92%

-6.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

19.91%

-12.08%

Volatility (1Y)

Calculated over the trailing 1-year period

9.01%

23.42%

-14.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.55%

28.69%

-18.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

33.41%

-19.35%

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

FIE.TO has a 0.74% expense ratio, which is higher than XEG.TO's 0.60% expense ratio.


Dividends

FIE.TO vs. XEG.TO - Dividend Comparison

FIE.TO's dividend yield for the trailing twelve months is around 4.35%, more than XEG.TO's 3.03% yield.


PositionTTM20252024202320222021202020192018201720162015
FIE.TO
iShares Canadian Financial Monthly Income ETF
4.35%4.94%5.83%6.98%7.31%5.92%7.10%6.65%7.38%6.28%6.59%7.43%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
3.03%3.63%3.46%4.26%3.31%1.64%2.96%2.70%2.25%1.41%1.40%3.58%

Frequently Asked Questions


FIE.TO and XEG.TO have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEG.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEG.TO is cheaper with a 0.60% expense ratio, compared with 0.74% for FIE.TO.

FIE.TO is categorized as Financials Equities, while XEG.TO is Energy Equities. Their fees differ too: 0.74% for FIE.TO and 0.60% for XEG.TO.

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