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

GEQT.TO vs. XCH.TO

Last updated Jun 14, 2026

GEQT.TO (iShares ESG Equity ETF Portfolio) and XCH.TO (iShares China Index ETF) are both exchange-traded funds - GEQT.TO is a Global Equities fund actively managed by iShares, while XCH.TO is a China Equities fund tracking the Morningstar China GR CAD. GEQT.TO is actively managed, while XCH.TO is passively managed. Over the past 5 years, GEQT.TO returned 14.25%/yr vs -0.72%/yr for XCH.TO. At a 0.30 correlation, their price movements are largely independent. GEQT.TO charges 0.25%/yr vs 0.87%/yr for XCH.TO.

Performance

GEQT.TO vs. XCH.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 iShares China Index ETF (XCH.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 14.29% return, which is significantly higher than XCH.TO's -6.21% return.

GEQT.TO

1D
0.73%
1M
3.38%
YTD
14.29%
6M
12.50%
1Y
30.11%
3Y*
22.29%
5Y*
14.25%
10Y*
—

XCH.TO

1D
1.21%
1M
-3.47%
YTD
-6.21%
6M
-7.43%
1Y
1.29%
3Y*
11.77%
5Y*
-0.72%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
GEQT.TO
iShares ESG Equity ETF Portfolio		14.29%17.86%25.42%22.35%-15.19%21.99%7.15%
XCH.TO
iShares China Index ETF		-6.21%22.48%39.50%-14.76%-15.40%-20.56%3.51%

Correlation

The correlation between GEQT.TO and XCH.TO is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.50

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

0.31

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

0.30

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2020

0.30

The correlation between GEQT.TO and XCH.TO shifts across timeframes, from 0.30 (5 years) to 0.50 (1 year), reflecting how their relationship changes across market environments.

GEQT.TO vs. XCH.TO - Sectors Allocation Comparison

Sectors
GEQT.TO
XCH.TO

Technology

34.2%
9.0%

Financial Services

29.0%
34.5%

Industrials

8.6%
3.9%

Basic Materials

7.0%
3.8%

Consumer Cyclical

5.0%
25.6%

Healthcare

4.9%
2.1%

Real Estate

2.9%
1.1%

Communication Services

2.8%
12.5%

Consumer Defensive

2.7%
0.8%

Utilities

1.0%
0.4%

Energy

0.1%
5.2%

Technology

GEQT.TO
34.2%
XCH.TO
9.0%

Financial Services

GEQT.TO
29.0%
XCH.TO
34.5%

Industrials

GEQT.TO
8.6%
XCH.TO
3.9%

Basic Materials

GEQT.TO
7.0%
XCH.TO
3.8%

Consumer Cyclical

GEQT.TO
5.0%
XCH.TO
25.6%

Healthcare

GEQT.TO
4.9%
XCH.TO
2.1%

Real Estate

GEQT.TO
2.9%
XCH.TO
1.1%

Communication Services

GEQT.TO
2.8%
XCH.TO
12.5%

Consumer Defensive

GEQT.TO
2.7%
XCH.TO
0.8%

Utilities

GEQT.TO
1.0%
XCH.TO
0.4%

Energy

GEQT.TO
0.1%
XCH.TO
5.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG Equity ETF Portfolio

iShares China Index ETF

Often compared with GEQT.TO:
GEQT.TO vs. XEQT.TOGEQT.TO vs. GGRO.TOGEQT.TO vs. ZAG.TOGEQT.TO vs. GBAL.TOGEQT.TO vs. XEN.TOGEQT.TO vs. XBAL.TOGEQT.TO vs. VT
Often compared with XCH.TO:
XCH.TO vs. VEE.TOXCH.TO vs. XEC.TOXCH.TO vs. XAW.TOXCH.TO vs. ZCH.TOXCH.TO vs. VFV.TOXCH.TO vs. XIC.TOXCH.TO vs. FBRT

Return for Risk

GEQT.TO vs. XCH.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: 7070
Overall Rank
GEQT.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GEQT.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
GEQT.TO Omega Ratio Rank: 6969
Omega Ratio Rank
GEQT.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
GEQT.TO Martin Ratio Rank: 7575
Martin Ratio Rank
XCH.TO
XCH.TO Risk / Return Rank: 99
Overall Rank
XCH.TO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XCH.TO Sortino Ratio Rank: 99
Sortino Ratio Rank
XCH.TO Omega Ratio Rank: 99
Omega Ratio Rank
XCH.TO Calmar Ratio Rank: 99
Calmar Ratio Rank
XCH.TO Martin Ratio Rank: 99
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. XCH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Equity ETF Portfolio (GEQT.TO) and iShares China Index ETF (XCH.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.

GEQT.TOXCH.TODifference
Sharpe ratioReturn per unit of total volatility
1.97
-0.04

+2.01

Sortino ratioReturn per unit of downside risk
2.71
0.08

+2.63

Omega ratioGain probability vs. loss probability

1.36

1.01

+0.35

Calmar ratioReturn relative to maximum drawdown

3.06

-0.05

+3.11

Martin ratioReturn relative to average drawdown

12.49

-0.09

+12.58

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

The current GEQT.TO Sharpe Ratio is 1.97, which is higher than the XCH.TO Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of GEQT.TO and XCH.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

GEQT.TO vs. XCH.TO - Drawdown Comparison

The maximum GEQT.TO drawdown since its inception was -23.66%, smaller than the maximum XCH.TO drawdown of -58.02%. Use the drawdown chart below to compare losses from any high point for GEQT.TO and XCH.TO.

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Drawdown Indicators

GEQT.TOXCH.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.66%

-58.02%

+34.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-16.51%

+7.22%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-27.28%

+9.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-50.32%

+26.66%

Max Drawdown (10Y)

Largest decline over 10 years

—

-58.02%

—

Current Drawdown

Current decline from peak

-0.75%

-21.70%

+20.95%

Average Drawdown

Average peak-to-trough decline

-5.10%

-20.40%

+15.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

8.55%

-6.28%

Volatility

GEQT.TO vs. XCH.TO - Volatility Comparison

iShares ESG Equity ETF Portfolio (GEQT.TO) and iShares China Index ETF (XCH.TO) have volatilities of 5.72% and 5.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GEQT.TOXCH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

5.94%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

13.42%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

19.18%

-4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

29.79%

-12.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

25.71%

-8.35%

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

GEQT.TO has a 0.25% expense ratio, which is lower than XCH.TO's 0.87% expense ratio.

Dividends

GEQT.TO vs. XCH.TO - Dividend Comparison

GEQT.TO's dividend yield for the trailing twelve months is around 1.11%, less than XCH.TO's 2.25% yield.

PositionTTM20252024202320222021202020192018201720162015
GEQT.TO
iShares ESG Equity ETF Portfolio		1.11%1.26%1.38%1.58%1.82%1.32%0.87%0.00%0.00%0.00%0.00%0.00%
XCH.TO
iShares China Index ETF		2.25%2.11%1.54%2.86%2.35%1.51%2.17%2.50%2.45%2.41%2.21%2.58%

Frequently Asked Questions

GEQT.TO and XCH.TO have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GEQT.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GEQT.TO is cheaper with a 0.25% expense ratio, compared with 0.87% for XCH.TO.

GEQT.TO is categorized as Global Equities, while XCH.TO is China Equities. Their fees differ too: 0.25% for GEQT.TO and 0.87% for XCH.TO.

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