IS.TO vs. SIXY.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Infrastructure Dividend Split Corp (IS.TO) and Evolve Big Six Canadian Banks UltraYield Index ETF (SIXY.TO).

SIXY.TO is a passively managed fund by Evolve that tracks the performance of the Solactive Equal Weight Canada Banks Index. It was launched on Dec 1, 2025.

Performance

IS.TO vs. SIXY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Infrastructure Dividend Split Corp (IS.TO) and Evolve Big Six Canadian Banks UltraYield Index ETF (SIXY.TO). The values are adjusted to include any dividend payments, if applicable.

IS.TO vs. SIXY.TO - Yearly Performance Comparison

	2026 (YTD)	2025
IS.TO Infrastructure Dividend Split Corp	16.75%	-1.23%
SIXY.TO Evolve Big Six Canadian Banks UltraYield Index ETF	0.37%	5.33%

Returns By Period

In the year-to-date period, IS.TO achieves a 16.75% return, which is significantly higher than SIXY.TO's 0.37% return.

IS.TO

• 1D: 0.00%
• 1M: -2.56%
• YTD: 16.75%
• 6M: 18.68%
• 1Y: 37.38%
• 3Y*: 14.87%
• 5Y*: 3.03%
• 10Y*: —

SIXY.TO

• 1D: 2.33%
• 1M: -5.44%
• YTD: 0.37%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IS.TO vs. SIXY.TO — Risk / Return Rank

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

IS.TO

IS.TO Risk / Return Rank: 91
IS.TO Sharpe Ratio Rank: 90
IS.TO Sortino Ratio Rank: 88
IS.TO Omega Ratio Rank: 92
IS.TO Calmar Ratio Rank: 90
IS.TO Martin Ratio Rank: 94

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.

IS.TO vs. SIXY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Infrastructure Dividend Split Corp (IS.TO) and Evolve Big Six Canadian Banks UltraYield Index ETF (SIXY.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.

	IS.TO	SIXY.TO	Difference
Sharpe ratio Return per unit of total volatility	2.02	—	—
Sortino ratio Return per unit of downside risk	2.65	—	—
Omega ratio Gain probability vs. loss probability	1.43	—	—
Calmar ratio Return relative to maximum drawdown	3.87	—	—
Martin ratio Return relative to average drawdown	15.12	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IS.TO	SIXY.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	1.07	-0.92

Correlation

The correlation between IS.TO and SIXY.TO is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IS.TO vs. SIXY.TO - Dividend Comparison

IS.TO's dividend yield for the trailing twelve months is around 8.49%, more than SIXY.TO's 5.76% yield.

	TTM	2025	2024	2023	2022	2021
IS.TO Infrastructure Dividend Split Corp	8.49%	10.57%	8.69%	3.60%	3.07%	1.74%
SIXY.TO Evolve Big Six Canadian Banks UltraYield Index ETF	5.76%	1.59%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IS.TO vs. SIXY.TO - Drawdown Comparison

The maximum IS.TO drawdown since its inception was -37.89%, which is greater than SIXY.TO's maximum drawdown of -9.64%. Use the drawdown chart below to compare losses from any high point for IS.TO and SIXY.TO.

Drawdown Indicators

	IS.TO	SIXY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-37.89%	-9.64%	-28.25%
Max Drawdown (1Y) Largest decline over 1 year	-9.14%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-37.89%	—	—
Current Drawdown Current decline from peak	-2.56%	-7.31%	+4.75%
Average Drawdown Average peak-to-trough decline	-17.72%	-2.19%	-15.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	—	—

Volatility

Volatility by Period

	IS.TO	SIXY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.55%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.62%	17.71%	+0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.32%	17.71%	+4.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.25%	17.71%	+4.54%