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GEI.TO vs. XIU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

GEI.TO vs. XIU.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Gibson Energy Inc. (GEI.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO).

XIU.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX 60 Index. It was launched on Sep 28, 1999.

Performance

GEI.TO vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Gibson Energy Inc. (GEI.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO). The values are adjusted to include any dividend payments, if applicable.

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GEI.TO vs. XIU.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GEI.TO
Gibson Energy Inc.		18.37%10.05%30.48%-8.16%12.19%15.92%-17.02%50.39%10.63%3.07%
XIU.TO
iShares S&P/TSX 60 Index ETF		3.54%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-7.82%9.58%

Returns By Period

In the year-to-date period, GEI.TO achieves a 18.37% return, which is significantly higher than XIU.TO's 3.54% return. Both investments have delivered pretty close results over the past 10 years, with GEI.TO having a 12.79% annualized return and XIU.TO not far behind at 12.57%.

GEI.TO

1D
-1.31%
1M
-0.05%
YTD
18.37%
6M
16.81%
1Y
39.23%
3Y*
18.83%
5Y*
13.11%
10Y*
12.79%

XIU.TO

1D
0.48%
1M
-3.36%
YTD
3.54%
6M
9.18%
1Y
30.55%
3Y*
20.11%
5Y*
14.34%
10Y*
12.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Gibson Energy Inc.

iShares S&P/TSX 60 Index ETF

Often compared with GEI.TO:
GEI.TO vs. CVE.TOGEI.TO vs. PEY.TOGEI.TO vs. CCA.TOGEI.TO vs. SES.TOGEI.TO vs. AMZNGEI.TO vs. ALA.TOGEI.TO vs. KEY.TO
Often compared with XIU.TO:
XIU.TO vs. XIC.TOXIU.TO vs. ZCN.TOXIU.TO vs. XDIV.TOXIU.TO vs. XSP.TOXIU.TO vs. HXT.TOXIU.TO vs. SPYXIU.TO vs. XIT.TO

Return for Risk

GEI.TO vs. XIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GEI.TO
GEI.TO Risk / Return Rank: 8686
Overall Rank
GEI.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GEI.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
GEI.TO Omega Ratio Rank: 8787
Omega Ratio Rank
GEI.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
GEI.TO Martin Ratio Rank: 8686
Martin Ratio Rank
XIU.TO
XIU.TO Risk / Return Rank: 9191
Overall Rank
XIU.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 9393
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9393
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.

GEI.TO vs. XIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gibson Energy Inc. (GEI.TO) and iShares S&P/TSX 60 Index ETF (XIU.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.

GEI.TOXIU.TODifference

Sharpe ratio

Return per unit of total volatility

2.04

2.12

-0.08

Sortino ratio

Return per unit of downside risk

2.56

2.74

-0.18

Omega ratio

Gain probability vs. loss probability

1.35

1.42

-0.07

Calmar ratio

Return relative to maximum drawdown

2.65

2.88

-0.23

Martin ratio

Return relative to average drawdown

8.60

14.02

-5.42

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

GEI.TO vs. XIU.TO - Sharpe Ratio Comparison

The current GEI.TO Sharpe Ratio is 2.04, which is comparable to the XIU.TO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of GEI.TO and XIU.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

GEI.TOXIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.12

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

1.13

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.84

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.50

-0.12

Correlation

The correlation between GEI.TO and XIU.TO is 0.41, 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

GEI.TO vs. XIU.TO - Dividend Comparison

GEI.TO's dividend yield for the trailing twelve months is around 5.94%, more than XIU.TO's 2.33% yield.

TTM20252024202320222021202020192018201720162015
GEI.TO
Gibson Energy Inc.		5.94%6.85%6.70%7.75%6.26%6.24%6.61%4.96%7.07%7.26%6.95%9.26%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.33%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Drawdowns

GEI.TO vs. XIU.TO - Drawdown Comparison

The maximum GEI.TO drawdown since its inception was -63.58%, which is greater than XIU.TO's maximum drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for GEI.TO and XIU.TO.

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Drawdown Indicators

GEI.TOXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-63.58%

-52.31%

-11.27%

Max Drawdown (1Y)

Largest decline over 1 year

-15.16%

-10.79%

-4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.67%

-16.36%

-8.31%

Max Drawdown (10Y)

Largest decline over 10 years

-54.88%

-35.46%

-19.42%

Current Drawdown

Current decline from peak

-1.67%

-3.36%

+1.69%

Average Drawdown

Average peak-to-trough decline

-17.99%

-11.69%

-6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

2.22%

+2.45%

Volatility

GEI.TO vs. XIU.TO - Volatility Comparison

The current volatility for Gibson Energy Inc. (GEI.TO) is 4.38%, while iShares S&P/TSX 60 Index ETF (XIU.TO) has a volatility of 5.11%. This indicates that GEI.TO experiences smaller price fluctuations and is considered to be less risky than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GEI.TOXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

5.11%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

9.79%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.37%

14.50%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

12.71%

+8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.99%

14.99%

+14.00%