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

JWEL.TO vs. XIC.TO

Last updated Jun 5, 2026

JWEL.TO (Jamieson Wellness Inc.) is a stock, while XIC.TO (iShares Core S&P/TSX Capped Composite Index ETF) is Canada Equities fund tracking the S&P/TSX Capped Composite Index. Over the past 5 years, JWEL.TO returned 1.65%/yr vs 14.88%/yr for XIC.TO. At a 0.21 correlation, their price movements are largely independent.

Performance

JWEL.TO vs. XIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Jamieson Wellness Inc. (JWEL.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, JWEL.TO achieves a 6.05% return, which is significantly lower than XIC.TO's 12.10% return.

JWEL.TO

1D
2.03%
1M
5.38%
YTD
6.05%
6M
4.74%
1Y
-0.33%
3Y*
7.62%
5Y*
1.65%
10Y*
—

XIC.TO

1D
1.22%
1M
5.07%
YTD
12.10%
6M
13.12%
1Y
36.92%
3Y*
24.30%
5Y*
14.88%
10Y*
12.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
JWEL.TO
Jamieson Wellness Inc.		6.05%-5.89%18.75%-7.34%-10.92%12.79%42.35%22.84%-3.09%469,077.94%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		12.10%31.51%21.48%11.73%-5.82%23.42%5.61%22.76%-8.72%9.36%

Correlation

The correlation between JWEL.TO and XIC.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

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

0.27

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2017

0.21

The correlation between JWEL.TO and XIC.TO shifts across timeframes, from 0.21 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Jamieson Wellness Inc.

iShares Core S&P/TSX Capped Composite Index ETF

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Often compared with XIC.TO:
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Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JWEL.TO
JWEL.TO Risk / Return Rank: 3737
Overall Rank
JWEL.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JWEL.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
JWEL.TO Omega Ratio Rank: 3333
Omega Ratio Rank
JWEL.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
JWEL.TO Martin Ratio Rank: 4040
Martin Ratio Rank
XIC.TO
XIC.TO Risk / Return Rank: 8585
Overall Rank
XIC.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 8686
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 8787
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.

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

This table presents a comparison of risk-adjusted performance metrics for Jamieson Wellness Inc. (JWEL.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.

JWEL.TOXIC.TODifference
Sharpe ratioReturn per unit of total volatility
-0.02
2.92

-2.94

Sortino ratioReturn per unit of downside risk
0.13
3.75

-3.62

Omega ratioGain probability vs. loss probability

1.01

1.53

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.02

3.99

-4.02

Martin ratioReturn relative to average drawdown

-0.04

18.51

-18.55

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current JWEL.TO Sharpe Ratio is -0.02, which is lower than the XIC.TO Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of JWEL.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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Sharpe Ratios by Period

JWEL.TOXIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

2.92

-2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

1.14

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.84

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.54

-0.54

Drawdowns

JWEL.TO vs. XIC.TO - Drawdown Comparison

The maximum JWEL.TO drawdown since its inception was -45.81%, roughly equal to the maximum XIC.TO drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for JWEL.TO and XIC.TO.

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Drawdown Indicators

JWEL.TOXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.81%

-48.21%

+2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.62%

-9.29%

-5.33%

Max Drawdown (3Y)

Largest decline over 3 years

-27.52%

-12.27%

-15.25%

Max Drawdown (5Y)

Largest decline over 5 years

-44.47%

-16.24%

-28.23%

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.21%

—

Current Drawdown

Current decline from peak

-8.62%

0.00%

-8.62%

Average Drawdown

Average peak-to-trough decline

-14.86%

-7.04%

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.13%

2.00%

+6.13%

Volatility

JWEL.TO vs. XIC.TO - Volatility Comparison

Jamieson Wellness Inc. (JWEL.TO) has a higher volatility of 6.24% compared to iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) at 3.61%. This indicates that JWEL.TO's price experiences larger fluctuations and is considered to be riskier 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

JWEL.TOXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

3.61%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

14.07%

10.39%

+3.68%

Volatility (1Y)

Calculated over the trailing 1-year period

20.03%

12.71%

+7.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.48%

13.14%

+12.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

122,393.68%

14.96%

+122,378.72%

Dividends

JWEL.TO vs. XIC.TO - Dividend Comparison

JWEL.TO's dividend yield for the trailing twelve months is around 2.61%, more than XIC.TO's 2.00% yield.

PositionTTM20252024202320222021202020192018201720162015
JWEL.TO
Jamieson Wellness Inc.		2.61%2.62%2.18%2.27%1.82%1.37%1.30%1.48%1.59%0.72%0.00%0.00%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		2.00%2.23%2.64%2.95%3.10%2.44%3.03%3.01%3.19%2.49%2.72%3.21%

Frequently Asked Questions

JWEL.TO and XIC.TO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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