PortfoliosLab logoPortfoliosLab logo
KXI vs. XBAL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KXI vs. XBAL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Consumer Staples ETF (KXI) and iShares Core Balanced ETF Portfolio (XBAL.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, KXI achieves a 3.99% return, which is significantly lower than XBAL.TO's 5.15% return. Over the past 10 years, KXI has underperformed XBAL.TO with an annualized return of 5.67%, while XBAL.TO has yielded a comparatively higher 6.67% annualized return.


KXI

1D
-0.27%
1M
-2.04%
YTD
3.99%
6M
5.03%
1Y
3.34%
3Y*
6.25%
5Y*
4.04%
10Y*
5.67%

XBAL.TO

1D
-1.22%
1M
-0.75%
YTD
5.15%
6M
5.10%
1Y
14.15%
3Y*
12.52%
5Y*
4.97%
10Y*
6.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KXI vs. XBAL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KXI
iShares Global Consumer Staples ETF
3.99%9.68%4.20%2.41%-6.02%13.71%7.69%23.40%-10.71%17.60%
XBAL.TO
iShares Core Balanced ETF Portfolio
5.09%17.26%6.76%15.80%-16.45%10.21%13.42%20.29%-10.28%13.21%

Correlation

The correlation between KXI and XBAL.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.30

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

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2007

0.33

The correlation between KXI and XBAL.TO shifts across timeframes, from 0.15 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

KXI vs. XBAL.TO - Sectors Allocation Comparison


Sectors
KXI
XBAL.TO

Consumer Defensive

96.9%
4.6%

Consumer Cyclical

3.1%
8.0%

Basic Materials

-

7.4%

Communication Services

-

6.4%

Energy

-

7.5%

Financial Services

-

20.5%

Healthcare

-

6.6%

Industrials

-

12.4%

Real Estate

-

2.3%

Technology

-

21.6%

Utilities

-

2.9%

Consumer Defensive

KXI
96.9%
XBAL.TO
4.6%

Consumer Cyclical

KXI
3.1%
XBAL.TO
8.0%

Basic Materials

KXI

-

XBAL.TO
7.4%

Communication Services

KXI

-

XBAL.TO
6.4%

Energy

KXI

-

XBAL.TO
7.5%

Financial Services

KXI

-

XBAL.TO
20.5%

Healthcare

KXI

-

XBAL.TO
6.6%

Industrials

KXI

-

XBAL.TO
12.4%

Real Estate

KXI

-

XBAL.TO
2.3%

Technology

KXI

-

XBAL.TO
21.6%

Utilities

KXI

-

XBAL.TO
2.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KXI vs. XBAL.TO — Risk / Return Rank

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

KXI
KXI Risk / Return Rank: 1313
Overall Rank
KXI Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
KXI Sortino Ratio Rank: 1313
Sortino Ratio Rank
KXI Omega Ratio Rank: 1313
Omega Ratio Rank
KXI Calmar Ratio Rank: 1313
Calmar Ratio Rank
KXI Martin Ratio Rank: 1313
Martin Ratio Rank

XBAL.TO
XBAL.TO Risk / Return Rank: 6464
Overall Rank
XBAL.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XBAL.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
XBAL.TO Omega Ratio Rank: 6666
Omega Ratio Rank
XBAL.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
XBAL.TO Martin Ratio Rank: 6868
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.

KXI vs. XBAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) and iShares Core Balanced ETF Portfolio (XBAL.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.


KXIXBAL.TODifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.06

1.27

-0.21

Calmar ratioReturn relative to maximum drawdown

0.33

2.04

-1.71

Martin ratioReturn relative to average drawdown

0.71

8.55

-7.84

KXI vs. XBAL.TO - Sharpe Ratio Comparison

The current KXI Sharpe Ratio is 0.28, which is lower than the XBAL.TO Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of KXI and XBAL.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.


Loading charts...

Sharpe Ratios by Period


KXIXBAL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.47

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.46

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.57

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.37

+0.12

Drawdowns

KXI vs. XBAL.TO - Drawdown Comparison

The maximum KXI drawdown since its inception was -42.27%, smaller than the maximum XBAL.TO drawdown of -47.75%. Use the drawdown chart below to compare losses from any high point for KXI and XBAL.TO.


Loading charts...

Drawdown Indicators


KXIXBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-42.27%

-47.75%

+5.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-6.98%

-3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-11.92%

-9.87%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

-24.50%

+7.05%

Max Drawdown (10Y)

Largest decline over 10 years

-24.59%

-27.62%

+3.03%

Current Drawdown

Current decline from peak

-8.61%

-1.84%

-6.77%

Average Drawdown

Average peak-to-trough decline

-5.37%

-7.47%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

1.66%

+3.03%

Volatility

KXI vs. XBAL.TO - Volatility Comparison

iShares Global Consumer Staples ETF (KXI) has a higher volatility of 3.85% compared to iShares Core Balanced ETF Portfolio (XBAL.TO) at 3.07%. This indicates that KXI's price experiences larger fluctuations and is considered to be riskier than XBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KXIXBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

3.07%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

7.95%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

9.67%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.46%

10.83%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.75%

11.81%

+1.94%

KXI vs. XBAL.TO - Expense Ratio Comparison

KXI has a 0.46% expense ratio, which is higher than XBAL.TO's 0.20% expense ratio.


Dividends

KXI vs. XBAL.TO - Dividend Comparison

KXI's dividend yield for the trailing twelve months is around 2.21%, more than XBAL.TO's 2.13% yield.


PositionTTM20252024202320222021202020192018201720162015
KXI
iShares Global Consumer Staples ETF
2.21%2.29%2.51%2.99%1.98%2.26%2.34%2.17%2.97%2.17%2.34%2.20%
XBAL.TO
iShares Core Balanced ETF Portfolio
2.13%2.27%2.72%2.43%2.12%1.78%2.04%2.31%3.47%3.00%3.72%3.38%

Frequently Asked Questions


KXI and XBAL.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBAL.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBAL.TO is cheaper with a 0.20% expense ratio, compared with 0.46% for KXI.

KXI is categorized as Consumer Staples Equities, while XBAL.TO is Diversified Portfolio. Their fees differ too: 0.46% for KXI and 0.20% for XBAL.TO.

Portfolio Optimizer

Find the right allocation for KXI and XBAL.TO

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

Open Portfolio Optimizer