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FTG.TO vs. XEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FTG.TO vs. XEQT.TO

Last updated Jun 4, 2026

FTG.TO (Firan Technology Group Corporation) is a stock, while XEQT.TO (iShares Core Equity ETF Portfolio) is Global Equities fund actively managed by iShares. Over the past 5 years, FTG.TO returned 52.56%/yr vs 13.72%/yr for XEQT.TO. At a 0.24 correlation, their price movements are largely independent.

Performance

FTG.TO vs. XEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Firan Technology Group Corporation (FTG.TO) and iShares Core Equity ETF Portfolio (XEQT.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, FTG.TO achieves a 111.08% return, which is significantly higher than XEQT.TO's 12.29% return.

FTG.TO

1D
-0.97%
1M
18.46%
YTD
111.08%
6M
117.68%
1Y
130.00%
3Y*
94.57%
5Y*
52.56%
10Y*
24.71%

XEQT.TO

1D
-0.56%
1M
5.98%
YTD
12.29%
6M
11.20%
1Y
29.24%
3Y*
21.78%
5Y*
13.72%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTG.TO vs. XEQT.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
FTG.TO
Firan Technology Group Corporation		111.08%58.44%71.53%80.85%-11.32%29.27%-49.63%12.74%
XEQT.TO
iShares Core Equity ETF Portfolio		12.29%19.47%24.36%17.25%-11.01%18.94%11.82%9.89%

Correlation

The correlation between FTG.TO and XEQT.TO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.37

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

0.24

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

0.24

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2019

0.24

The correlation between FTG.TO and XEQT.TO shifts across timeframes, from 0.24 (5 years) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Firan Technology Group Corporation

iShares Core Equity ETF Portfolio

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Often compared with XEQT.TO:
XEQT.TO vs. VFV.TOXEQT.TO vs. VEQT.TOXEQT.TO vs. XGRO.TOXEQT.TO vs. ZEQT.TOXEQT.TO vs. VGRO.TOXEQT.TO vs. XEI.TOXEQT.TO vs. VOO

Return for Risk

FTG.TO vs. XEQT.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FTG.TO
FTG.TO Risk / Return Rank: 9090
Overall Rank
FTG.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FTG.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
FTG.TO Omega Ratio Rank: 8787
Omega Ratio Rank
FTG.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
FTG.TO Martin Ratio Rank: 9191
Martin Ratio Rank
XEQT.TO
XEQT.TO Risk / Return Rank: 7575
Overall Rank
XEQT.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 7676
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 7878
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.

FTG.TO vs. XEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Firan Technology Group Corporation (FTG.TO) and iShares Core Equity ETF Portfolio (XEQT.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.

FTG.TOXEQT.TODifference
Sharpe ratioReturn per unit of total volatility
2.64
2.53

+0.11

Sortino ratioReturn per unit of downside risk
3.11
3.49

-0.38

Omega ratioGain probability vs. loss probability

1.39

1.47

-0.08

Calmar ratioReturn relative to maximum drawdown

5.79

3.56

+2.23

Martin ratioReturn relative to average drawdown

13.37

15.50

-2.14

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTG.TO vs. XEQT.TO - Sharpe Ratio Comparison

The current FTG.TO Sharpe Ratio is 2.64, which is comparable to the XEQT.TO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of FTG.TO and XEQT.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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Sharpe Ratios by Period

FTG.TOXEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

2.53

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

1.05

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.95

-0.99

Drawdowns

FTG.TO vs. XEQT.TO - Drawdown Comparison

The maximum FTG.TO drawdown since its inception was -99.96%, which is greater than XEQT.TO's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for FTG.TO and XEQT.TO.

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Drawdown Indicators

FTG.TOXEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-29.74%

-70.22%

Max Drawdown (1Y)

Largest decline over 1 year

-22.58%

-8.25%

-14.33%

Max Drawdown (3Y)

Largest decline over 3 years

-24.88%

-15.08%

-9.80%

Max Drawdown (5Y)

Largest decline over 5 years

-47.21%

-19.56%

-27.65%

Max Drawdown (10Y)

Largest decline over 10 years

-68.78%

—

—

Current Drawdown

Current decline from peak

-94.70%

-0.56%

-94.14%

Average Drawdown

Average peak-to-trough decline

-91.08%

-4.11%

-86.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.76%

1.89%

+7.87%

Volatility

FTG.TO vs. XEQT.TO - Volatility Comparison

Firan Technology Group Corporation (FTG.TO) has a higher volatility of 16.86% compared to iShares Core Equity ETF Portfolio (XEQT.TO) at 3.70%. This indicates that FTG.TO's price experiences larger fluctuations and is considered to be riskier than XEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FTG.TOXEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.86%

3.70%

+13.16%

Volatility (6M)

Calculated over the trailing 6-month period

39.45%

9.38%

+30.07%

Volatility (1Y)

Calculated over the trailing 1-year period

49.64%

11.63%

+38.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.34%

13.12%

+29.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.18%

15.56%

+29.62%

Dividends

FTG.TO vs. XEQT.TO - Dividend Comparison

FTG.TO has not paid dividends to shareholders, while XEQT.TO's dividend yield for the trailing twelve months is around 1.48%.

PositionTTM2025202420232022202120202019
FTG.TO
Firan Technology Group Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XEQT.TO
iShares Core Equity ETF Portfolio		1.48%1.66%2.01%2.07%2.12%1.64%1.66%1.19%

Frequently Asked Questions

FTG.TO and XEQT.TO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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