FST.TO vs. XEI.TO
FST.TO (First Trust Canadian Capital Strength ETF) and XEI.TO (iShares S&P/TSX Composite High Dividend Index ETF) are both Canada Equities funds. FST.TO is actively managed, while XEI.TO is passively managed. Over the past 5 years, FST.TO returned 16.99%/yr vs 15.75%/yr for XEI.TO. At a 0.47 correlation, their price movements are largely independent. FST.TO charges 0.65%/yr vs 0.22%/yr for XEI.TO.
Performance
FST.TO vs. XEI.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FST.TO achieves a 9.83% return, which is significantly lower than XEI.TO's 23.25% return.
FST.TO
- 1D
- 0.93%
- 1M
- 2.44%
- YTD
- 9.83%
- 6M
- 10.32%
- 1Y
- 31.56%
- 3Y*
- 24.13%
- 5Y*
- 16.99%
- 10Y*
- —
XEI.TO
- 1D
- 0.85%
- 1M
- 3.41%
- YTD
- 23.25%
- 6M
- 23.82%
- 1Y
- 45.53%
- 3Y*
- 22.82%
- 5Y*
- 15.75%
- 10Y*
- 12.30%
FST.TO vs. XEI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FST.TO First Trust Canadian Capital Strength ETF | 9.83% | 29.77% | 26.23% | 12.01% | 2.26% | 19.40% | 2.56% | 16.10% | -8.07% | 15.56% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 23.25% | 25.96% | 15.42% | 6.69% | 0.41% | 35.88% | -7.53% | 25.44% | -10.85% | 7.24% |
Correlation
The correlation between FST.TO and XEI.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2016 | 0.47 |
The correlation between FST.TO and XEI.TO shifts across timeframes, from 0.35 (1 year) to 0.52 (3 years), reflecting how their relationship changes across market environments.
FST.TO vs. XEI.TO - Sectors Allocation Comparison
Sectors
FST.TO
XEI.TO
Financial Services
Industrials
Consumer Cyclical
Energy
Basic Materials
Technology
Consumer Defensive
Communication Services
-
Healthcare
-
Real Estate
-
Utilities
-
Financial Services
FST.TO
XEI.TO
Industrials
FST.TO
XEI.TO
Consumer Cyclical
FST.TO
XEI.TO
Energy
FST.TO
XEI.TO
Basic Materials
FST.TO
XEI.TO
Technology
FST.TO
XEI.TO
Consumer Defensive
FST.TO
XEI.TO
Communication Services
FST.TO
-
XEI.TO
Healthcare
FST.TO
-
XEI.TO
Real Estate
FST.TO
-
XEI.TO
Utilities
FST.TO
-
XEI.TO
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Return for Risk
FST.TO vs. XEI.TO — Risk / Return Rank
FST.TO
XEI.TO
FST.TO vs. XEI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Canadian Capital Strength ETF (FST.TO) and iShares S&P/TSX Composite High Dividend Index ETF (XEI.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.
| FST.TO | XEI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.79 | ||
| Sortino ratioReturn per unit of downside risk | -5.83 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 2.34 | -0.87 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 20.39 | -15.87 |
| Martin ratioReturn relative to average drawdown | 20.71 | 69.23 | -48.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FST.TO | XEI.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.56 | 6.34 | -3.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | 1.41 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.67 | +0.17 |
Drawdowns
FST.TO vs. XEI.TO - Drawdown Comparison
The maximum FST.TO drawdown since its inception was -38.15%, smaller than the maximum XEI.TO drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for FST.TO and XEI.TO.
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Drawdown Indicators
| FST.TO | XEI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.15% | -45.51% | +7.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -2.24% | -4.77% |
Max Drawdown (3Y)Largest decline over 3 years | -12.33% | -9.92% | -2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -14.73% | -17.32% | +2.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.51% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -5.05% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 0.66% | +0.87% |
Volatility
FST.TO vs. XEI.TO - Volatility Comparison
The current volatility for First Trust Canadian Capital Strength ETF (FST.TO) is 2.73%, while iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) has a volatility of 2.89%. This indicates that FST.TO experiences smaller price fluctuations and is considered to be less risky than XEI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FST.TO | XEI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.89% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 6.03% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 7.24% | +5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 11.24% | +2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 16.01% | -0.69% |
FST.TO vs. XEI.TO - Expense Ratio Comparison
FST.TO has a 0.65% expense ratio, which is higher than XEI.TO's 0.22% expense ratio.
Dividends
FST.TO vs. XEI.TO - Dividend Comparison
FST.TO's dividend yield for the trailing twelve months is around 0.92%, less than XEI.TO's 3.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FST.TO First Trust Canadian Capital Strength ETF | 0.92% | 1.01% | 1.16% | 1.63% | 2.03% | 1.87% | 1.85% | 1.91% | 1.37% | 1.30% | 0.00% | 0.00% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 3.53% | 4.39% | 5.56% | 5.08% | 4.78% | 3.65% | 5.13% | 4.71% | 5.53% | 4.37% | 4.51% | 5.75% |
Frequently Asked Questions
FST.TO and XEI.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XEI.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEI.TO is cheaper with a 0.22% expense ratio, compared with 0.65% for FST.TO.
They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FST.TO and 0.22% for XEI.TO.
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