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GEQT.TO vs. HEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEQT.TO vs. HEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Equity ETF Portfolio (GEQT.TO) and Horizons All-Equity Asset Allocation ETF (HEQT.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, GEQT.TO achieves a 14.67% return, which is significantly higher than HEQT.TO's 13.56% return.


GEQT.TO

1D
-0.42%
1M
8.79%
YTD
14.67%
6M
12.80%
1Y
29.64%
3Y*
23.50%
5Y*
14.52%
10Y*

HEQT.TO

1D
-0.58%
1M
6.87%
YTD
13.56%
6M
13.18%
1Y
31.58%
3Y*
25.58%
5Y*
16.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEQT.TO vs. HEQT.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GEQT.TO
iShares ESG Equity ETF Portfolio
14.67%17.85%25.42%22.35%-15.18%21.99%9.67%
HEQT.TO
Horizons All-Equity Asset Allocation ETF
13.56%19.82%25.95%31.63%-12.65%23.11%11.95%

Correlation

The correlation between GEQT.TO and HEQT.TO is 0.87, 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

0.87

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

0.79

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

0.76

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

0.75

The correlation between GEQT.TO and HEQT.TO shifts across timeframes, from 0.75 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GEQT.TO vs. HEQT.TO — Risk / Return Rank

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

GEQT.TO
GEQT.TO Risk / Return Rank: 6565
Overall Rank
GEQT.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GEQT.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
GEQT.TO Omega Ratio Rank: 6363
Omega Ratio Rank
GEQT.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
GEQT.TO Martin Ratio Rank: 7171
Martin Ratio Rank

HEQT.TO
HEQT.TO Risk / Return Rank: 8080
Overall Rank
HEQT.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HEQT.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
HEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
HEQT.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
HEQT.TO Martin Ratio Rank: 8181
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.

GEQT.TO vs. HEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Equity ETF Portfolio (GEQT.TO) and Horizons All-Equity Asset Allocation ETF (HEQT.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.


GEQT.TOHEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.39

1.50

-0.11

Calmar ratioReturn relative to maximum drawdown

3.21

3.74

-0.53

Martin ratioReturn relative to average drawdown

13.28

16.49

-3.21

GEQT.TO vs. HEQT.TO - Sharpe Ratio Comparison

The current GEQT.TO Sharpe Ratio is 2.17, which is comparable to the HEQT.TO Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of GEQT.TO and HEQT.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


GEQT.TOHEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.65

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.10

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

1.05

+0.11

Drawdowns

GEQT.TO vs. HEQT.TO - Drawdown Comparison

The maximum GEQT.TO drawdown since its inception was -23.64%, smaller than the maximum HEQT.TO drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for GEQT.TO and HEQT.TO.


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Drawdown Indicators


GEQT.TOHEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.64%

-31.82%

+8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-8.49%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-17.01%

-15.33%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.64%

-24.25%

+0.61%

Current Drawdown

Current decline from peak

-0.42%

-0.58%

+0.16%

Average Drawdown

Average peak-to-trough decline

-4.94%

-4.29%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.92%

+0.32%

Volatility

GEQT.TO vs. HEQT.TO - Volatility Comparison

iShares ESG Equity ETF Portfolio (GEQT.TO) has a higher volatility of 4.08% compared to Horizons All-Equity Asset Allocation ETF (HEQT.TO) at 3.53%. This indicates that GEQT.TO's price experiences larger fluctuations and is considered to be riskier than HEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GEQT.TOHEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

3.53%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.44%

9.67%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.71%

11.96%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

15.33%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

17.16%

-3.24%

GEQT.TO vs. HEQT.TO - Expense Ratio Comparison

GEQT.TO has a 0.25% expense ratio, which is higher than HEQT.TO's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GEQT.TO vs. HEQT.TO - Dividend Comparison

GEQT.TO's dividend yield for the trailing twelve months is around 1.10%, less than HEQT.TO's 1.61% yield.


PositionTTM2025202420232022202120202019
GEQT.TO
iShares ESG Equity ETF Portfolio
1.10%1.25%1.38%1.58%1.82%1.32%0.87%0.00%
HEQT.TO
Horizons All-Equity Asset Allocation ETF
1.61%1.70%3.22%7.85%7.31%0.48%1.40%0.22%

Frequently Asked Questions


GEQT.TO and HEQT.TO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.25% for GEQT.TO.

They also come from different issuers: iShares and Horizons. Their fees differ too: 0.25% for GEQT.TO and 0.20% for HEQT.TO.

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