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ICAE.TO vs. XIC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICAE.TO vs. XIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco S&P/TSX Canadian Dividend Aristocrats ESG Index ETF (ICAE.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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, ICAE.TO achieves a 18.85% return, which is significantly higher than XIC.TO's 12.55% return.


ICAE.TO

1D
0.25%
1M
2.32%
6M
17.35%
YTD
18.85%
1Y
18.52%
3Y*
15.95%
5Y*
10Y*
ALL TIME*
15.49%

XIC.TO

1D
-0.76%
1M
0.04%
6M
10.65%
YTD
12.55%
1Y
33.33%
3Y*
23.01%
5Y*
14.56%
10Y*
12.41%
ALL TIME*
9.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$1.16KCA$2.33KCA$4.66K
CA$23.72MCA$28.51MCA$27.00M

ICAE.TO vs. XIC.TO - Yearly Performance Comparison


2026 (YTD)202520242023
ICAE.TO
Invesco S&P/TSX Canadian Dividend Aristocrats ESG Index ETF
18.85%10.02%17.62%5.84%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
12.55%31.51%21.48%8.91%

Correlation

The correlation between ICAE.TO and XIC.TO is 0.26, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.26

Correlation (3Y)
Balances recent behavior with more history.

0.34

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2023

0.32

ICAE.TO vs. XIC.TO - Sectors Allocation Comparison


Sectors
ICAE.TO
XIC.TO

Financial Services

45.5%
36.2%

Energy

16.3%
16.6%

Industrials

10.3%
10.5%

Basic Materials

9.9%
16.0%

Consumer Defensive

6.4%
2.9%

Consumer Cyclical

4.5%
3.9%

Utilities

4.4%
3.3%

Communication Services

1.3%
1.6%

Technology

0.4%
7.2%

Real Estate

0.4%
1.5%

Healthcare

-

0.2%

Financial Services

ICAE.TO
45.5%
XIC.TO
36.2%

Energy

ICAE.TO
16.3%
XIC.TO
16.6%

Industrials

ICAE.TO
10.3%
XIC.TO
10.5%

Basic Materials

ICAE.TO
9.9%
XIC.TO
16.0%

Consumer Defensive

ICAE.TO
6.4%
XIC.TO
2.9%

Consumer Cyclical

ICAE.TO
4.5%
XIC.TO
3.9%

Utilities

ICAE.TO
4.4%
XIC.TO
3.3%

Communication Services

ICAE.TO
1.3%
XIC.TO
1.6%

Technology

ICAE.TO
0.4%
XIC.TO
7.2%

Real Estate

ICAE.TO
0.4%
XIC.TO
1.5%

Healthcare

ICAE.TO

-

XIC.TO
0.2%

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Return for Risk

ICAE.TO vs. XIC.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ICAE.TO
ICAE.TO Risk / Return Rank: 3636
Overall Rank
ICAE.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ICAE.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
ICAE.TO Omega Ratio Rank: 5959
Omega Ratio Rank
ICAE.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
ICAE.TO Martin Ratio Rank: 2626
Martin Ratio Rank

XIC.TO
XIC.TO Risk / Return Rank: 9090
Overall Rank
XIC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 9090
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ICAE.TO vs. XIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P/TSX Canadian Dividend Aristocrats ESG Index ETF (ICAE.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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.


ICAE.TOXIC.TODifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.29

1.42

-0.13

Calmar ratioReturn relative to maximum drawdown

1.11

3.47

-2.37

Martin ratioReturn relative to average drawdown

2.21

15.70

-13.49

ICAE.TO vs. XIC.TO - Sharpe Ratio Comparison

The current ICAE.TO Sharpe Ratio is 0.92, which is lower than the XIC.TO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of ICAE.TO and XIC.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

ICAE.TO vs. XIC.TO - Drawdown Comparison

The maximum ICAE.TO drawdown since its inception was -16.49%, smaller than the maximum XIC.TO drawdown of -47.27%. Use the drawdown chart below to compare losses from any high point for ICAE.TO and XIC.TO.


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Drawdown Indicators


ICAE.TOXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.49%

-47.27%

+30.78%

Max Drawdown (1Y)

Largest decline over 1 year

-16.49%

-9.29%

-7.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-12.27%

-4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-16.24%

Max Drawdown (10Y)

Largest decline over 10 years

-37.21%

Current Drawdown

Current decline from peak

-1.02%

-1.56%

+0.54%

Average Drawdown

Average peak-to-trough decline

-3.48%

-6.72%

+3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.23%

2.05%

+6.18%

Volatility

ICAE.TO vs. XIC.TO - Volatility Comparison

The current volatility for Invesco S&P/TSX Canadian Dividend Aristocrats ESG Index ETF (ICAE.TO) is 2.78%, while iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) has a volatility of 3.10%. This indicates that ICAE.TO experiences smaller price fluctuations and is considered to be less risky than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICAE.TOXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

3.10%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.14%

10.35%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

19.82%

13.34%

+6.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

13.23%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

14.96%

+0.94%

ICAE.TO vs. XIC.TO - Expense Ratio Comparison

ICAE.TO has a 0.23% expense ratio, which is higher than XIC.TO's 0.06% 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

ICAE.TO vs. XIC.TO - Dividend Comparison

ICAE.TO's dividend yield for the trailing twelve months is around 2.71%, more than XIC.TO's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
ICAE.TO
Invesco S&P/TSX Canadian Dividend Aristocrats ESG Index ETF
2.71%3.29%3.33%2.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
2.00%2.23%2.64%2.96%3.10%2.45%3.03%3.01%3.19%2.49%2.72%3.21%

Frequently Asked Questions


ICAE.TO and XIC.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIC.TO is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIC.TO is cheaper with a 0.06% expense ratio, compared with 0.23% for ICAE.TO.

ICAE.TO is categorized as Dividend, while XIC.TO is Canada Equities. ICAE.TO tracks S&P/TSX Canadian Dividend Aristocrats ESG Index, while XIC.TO tracks S&P/TSX Capped Composite Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.23% for ICAE.TO and 0.06% for XIC.TO.

Portfolio Optimizer

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