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HEQT.TO vs. XEF-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEQT.TO vs. XEF-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Horizons All-Equity Asset Allocation ETF (HEQT.TO) and iShares Core MSCI EAFE IMI Index ETF (XEF-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HEQT.TO is traded in CAD, while XEF-U.TO is traded in USD. To make them comparable, the XEF-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HEQT.TO achieves a 14.13% return, which is significantly higher than XEF-U.TO's 10.75% return.


HEQT.TO

1D
0.50%
1M
6.41%
YTD
14.13%
6M
13.38%
1Y
32.17%
3Y*
25.88%
5Y*
16.89%
10Y*

XEF-U.TO

1D
0.97%
1M
4.89%
YTD
10.75%
6M
11.16%
1Y
23.21%
3Y*
17.45%
5Y*
10.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEQT.TO vs. XEF-U.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HEQT.TO
Horizons All-Equity Asset Allocation ETF
14.13%19.82%25.95%31.63%-12.65%23.11%16.34%6.48%
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
10.75%25.22%11.01%13.32%-9.54%9.81%6.64%2.91%

Correlation

The correlation between HEQT.TO and XEF-U.TO is 0.82, 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

0.82

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

0.59

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

0.43

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2019

0.37

Over the past year, HEQT.TO and XEF-U.TO have become more correlated (0.82) than their long-term average of 0.37, meaning their price movements have been converging.

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Return for Risk

HEQT.TO vs. XEF-U.TO — Risk / Return Rank

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

HEQT.TO
HEQT.TO Risk / Return Rank: 8282
Overall Rank
HEQT.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HEQT.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
HEQT.TO Omega Ratio Rank: 8484
Omega Ratio Rank
HEQT.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
HEQT.TO Martin Ratio Rank: 8383
Martin Ratio Rank

XEF-U.TO
XEF-U.TO Risk / Return Rank: 4040
Overall Rank
XEF-U.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XEF-U.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
XEF-U.TO Omega Ratio Rank: 4040
Omega Ratio Rank
XEF-U.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
XEF-U.TO Martin Ratio Rank: 4444
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.

HEQT.TO vs. XEF-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizons All-Equity Asset Allocation ETF (HEQT.TO) and iShares Core MSCI EAFE IMI Index ETF (XEF-U.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.


HEQT.TOXEF-U.TODifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.51

1.30

+0.20

Calmar ratioReturn relative to maximum drawdown

3.81

2.07

+1.74

Martin ratioReturn relative to average drawdown

16.80

8.33

+8.47

HEQT.TO vs. XEF-U.TO - Sharpe Ratio Comparison

The current HEQT.TO Sharpe Ratio is 2.70, which is higher than the XEF-U.TO Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of HEQT.TO and XEF-U.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


HEQT.TOXEF-U.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

1.65

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.92

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.92

+0.14

Drawdowns

HEQT.TO vs. XEF-U.TO - Drawdown Comparison

The maximum HEQT.TO drawdown since its inception was -31.82%, which is greater than XEF-U.TO's maximum drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for HEQT.TO and XEF-U.TO.


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Drawdown Indicators


HEQT.TOXEF-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.82%

-27.28%

-4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-11.37%

+2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-15.33%

-13.81%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-25.05%

+0.80%

Current Drawdown

Current decline from peak

-0.08%

-0.09%

+0.01%

Average Drawdown

Average peak-to-trough decline

-4.28%

-3.89%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

2.81%

-0.89%

Volatility

HEQT.TO vs. XEF-U.TO - Volatility Comparison

The current volatility for Horizons All-Equity Asset Allocation ETF (HEQT.TO) is 3.48%, while iShares Core MSCI EAFE IMI Index ETF (XEF-U.TO) has a volatility of 4.63%. This indicates that HEQT.TO experiences smaller price fluctuations and is considered to be less risky than XEF-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEQT.TOXEF-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

4.63%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

11.86%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.96%

14.28%

-2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

17.82%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

20.34%

-3.18%

HEQT.TO vs. XEF-U.TO - Expense Ratio Comparison

HEQT.TO has a 0.20% expense ratio, which is lower than XEF-U.TO's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HEQT.TO vs. XEF-U.TO - Dividend Comparison

HEQT.TO's dividend yield for the trailing twelve months is around 1.61%, which matches XEF-U.TO's 1.62% yield.


PositionTTM2025202420232022202120202019
HEQT.TO
Horizons All-Equity Asset Allocation ETF
1.61%1.70%3.22%7.85%7.31%0.48%1.40%0.22%
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
1.62%1.77%2.05%2.09%2.27%1.94%1.41%0.77%

Frequently Asked Questions


HEQT.TO and XEF-U.TO have a correlation of 0.82, 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 0.21% for XEF-U.TO.

They also come from different issuers: Horizons and iShares. Their fees differ too: 0.20% for HEQT.TO and 0.21% for XEF-U.TO.

Portfolio Optimizer

Find the right allocation for HEQT.TO and XEF-U.TO

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