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GIB vs. XIU.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GIB and XIU.TO is 0.44, 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.

GIB vs. XIU.TO

Last updated May 31, 2025

Compare and contrast key facts about CGI Inc (GIB) 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.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GIB or XIU.TO.

Performance

GIB vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CGI Inc (GIB) 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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Key characteristics

Sharpe Ratio

GIB:

0.47

XIU.TO:

1.59

Sortino Ratio

GIB:

0.44

XIU.TO:

2.24

Omega Ratio

GIB:

1.06

XIU.TO:

1.33

Calmar Ratio

GIB:

0.22

XIU.TO:

1.91

Martin Ratio

GIB:

0.57

XIU.TO:

8.53

Ulcer Index

GIB:

8.38%

XIU.TO:

2.76%

Daily Std Dev

GIB:

21.34%

XIU.TO:

14.15%

Max Drawdown

GIB:

-86.78%

XIU.TO:

-52.31%

Current Drawdown

GIB:

-11.98%

XIU.TO:

-0.38%

Returns By Period

In the year-to-date period, GIB achieves a -1.43% return, which is significantly lower than XIU.TO's 7.00% return. Over the past 10 years, GIB has outperformed XIU.TO with an annualized return of 9.78%, while XIU.TO has yielded a comparatively lower 9.20% annualized return.

GIB

YTD

-1.43%

1M

1.52%

6M

-4.15%

1Y

10.01%

3Y*

8.08%

5Y*

11.09%

10Y*

9.78%

XIU.TO

YTD

7.00%

1M

5.19%

6M

3.39%

1Y

22.36%

3Y*

11.16%

5Y*

14.81%

10Y*

9.20%

*Annualized

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CGI Inc

iShares S&P/TSX 60 Index ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GIB vs. XIU.TO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GIB
The Risk-Adjusted Performance Rank of GIB is 5757
Overall Rank
The Sharpe Ratio Rank of GIB is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of GIB is 4949
Sortino Ratio Rank
The Omega Ratio Rank of GIB is 4848
Omega Ratio Rank
The Calmar Ratio Rank of GIB is 6262
Calmar Ratio Rank
The Martin Ratio Rank of GIB is 5858
Martin Ratio Rank
XIU.TO
The Risk-Adjusted Performance Rank of XIU.TO is 9191
Overall Rank
The Sharpe Ratio Rank of XIU.TO is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of XIU.TO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of XIU.TO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of XIU.TO is 9292
Calmar Ratio Rank
The Martin Ratio Rank of XIU.TO is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GIB vs. XIU.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CGI Inc (GIB) 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.

The current GIB Sharpe Ratio is 0.47, which is lower than the XIU.TO Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of GIB 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GIB vs. XIU.TO - Dividend Comparison

GIB's dividend yield for the trailing twelve months is around 0.30%, less than XIU.TO's 2.85% yield.

TTM20242023202220212020201920182017201620152014
GIB
CGI Inc		0.30%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.85%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%2.65%

Drawdowns

GIB vs. XIU.TO - Drawdown Comparison

The maximum GIB drawdown since its inception was -86.78%, 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 GIB and XIU.TO.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GIB vs. XIU.TO - Volatility Comparison

CGI Inc (GIB) has a higher volatility of 3.97% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 2.23%. This indicates that GIB's price experiences larger fluctuations and is considered to be riskier than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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