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HEB.TO vs. FIE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEB.TO vs. FIE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Canadian Bank Equal-Weight Index ETF (HEB.TO) and iShares Canadian Financial Monthly Income ETF (FIE.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, HEB.TO achieves a 30.59% return, which is significantly higher than FIE.TO's 14.56% return.


HEB.TO

1D
0.49%
1M
8.34%
YTD
30.59%
6M
30.46%
1Y
74.14%
3Y*
37.74%
5Y*
10Y*

FIE.TO

1D
0.09%
1M
4.86%
YTD
14.56%
6M
11.23%
1Y
32.60%
3Y*
26.44%
5Y*
13.03%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEB.TO vs. FIE.TO - Yearly Performance Comparison


2026 (YTD)202520242023
HEB.TO
Hamilton Canadian Bank Equal-Weight Index ETF
30.59%44.00%23.55%7.23%
FIE.TO
iShares Canadian Financial Monthly Income ETF
14.56%24.36%27.62%8.34%

Correlation

The correlation between HEB.TO and FIE.TO is 0.84, 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

0.84

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

0.77

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2023

0.77

The correlation between HEB.TO and FIE.TO has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

HEB.TO vs. FIE.TO — Risk / Return Rank

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

HEB.TO
HEB.TO Risk / Return Rank: 9797
Overall Rank
HEB.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HEB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
HEB.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HEB.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
HEB.TO Martin Ratio Rank: 9797
Martin Ratio Rank

FIE.TO
FIE.TO Risk / Return Rank: 9090
Overall Rank
FIE.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9595
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
FIE.TO Martin Ratio Rank: 7979
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.

HEB.TO vs. FIE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Canadian Bank Equal-Weight Index ETF (HEB.TO) and iShares Canadian Financial Monthly Income ETF (FIE.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.


HEB.TOFIE.TODifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+2.66

Omega ratioGain probability vs. loss probability

2.04

1.71

+0.33

Calmar ratioReturn relative to maximum drawdown

8.54

4.55

+3.99

Martin ratioReturn relative to average drawdown

38.25

14.80

+23.45

HEB.TO vs. FIE.TO - Sharpe Ratio Comparison

The current HEB.TO Sharpe Ratio is 5.69, which is higher than the FIE.TO Sharpe Ratio of 3.64. The chart below compares the historical Sharpe Ratios of HEB.TO and FIE.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

HEB.TO vs. FIE.TO - Drawdown Comparison

The maximum HEB.TO drawdown since its inception was -14.77%, smaller than the maximum FIE.TO drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for HEB.TO and FIE.TO.


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Drawdown Indicators


HEB.TOFIE.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.77%

-42.24%

+27.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-7.19%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-14.77%

-10.70%

-4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

Max Drawdown (10Y)

Largest decline over 10 years

-42.24%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.40%

-4.88%

+2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.21%

-0.25%

Volatility

HEB.TO vs. FIE.TO - Volatility Comparison

Hamilton Canadian Bank Equal-Weight Index ETF (HEB.TO) has a higher volatility of 3.75% compared to iShares Canadian Financial Monthly Income ETF (FIE.TO) at 2.54%. This indicates that HEB.TO's price experiences larger fluctuations and is considered to be riskier than FIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEB.TOFIE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

2.54%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

7.83%

+3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

13.30%

9.02%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.04%

10.55%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.04%

14.06%

-1.02%

HEB.TO vs. FIE.TO - Expense Ratio Comparison

HEB.TO has a 0.19% expense ratio, which is lower than FIE.TO's 0.74% expense ratio.


Dividends

HEB.TO vs. FIE.TO - Dividend Comparison

HEB.TO's dividend yield for the trailing twelve months is around 2.60%, less than FIE.TO's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
FIE.TO
iShares Canadian Financial Monthly Income ETF
4.34%4.94%5.83%6.98%7.31%5.92%7.10%6.65%7.38%6.28%6.59%7.43%
HEB.TO
Hamilton Canadian Bank Equal-Weight Index ETF
2.60%3.20%4.24%3.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HEB.TO and FIE.TO have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEB.TO is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEB.TO is cheaper with a 0.19% expense ratio, compared with 0.74% for FIE.TO.

They also come from different issuers: Hamilton and iShares. Their fees differ too: 0.19% for HEB.TO and 0.74% for FIE.TO.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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