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MART vs. XST.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

MART vs. XST.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO).

MART and XST.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MART is an actively managed fund by Allianz. It was launched on Feb 28, 2023. XST.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Apr 12, 2011.

Performance

MART vs. XST.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO). The values are adjusted to include any dividend payments, if applicable.

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MART vs. XST.TO - Yearly Performance Comparison

2026 (YTD)202520242023
MART
Allianzim U.S. Large Cap Buffer10 Mar ETF		-0.96%14.93%15.60%16.94%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF		1.00%21.96%10.36%7.12%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, MART achieves a -0.96% return, which is significantly lower than XST.TO's 1.00% return.

MART

1D
2.09%
1M
-3.15%
YTD
-0.96%
6M
1.74%
1Y
14.62%
3Y*
14.33%
5Y*
—
10Y*
—

XST.TO

1D
0.57%
1M
-4.01%
YTD
1.00%
6M
9.15%
1Y
19.83%
3Y*
11.61%
5Y*
11.19%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Allianzim U.S. Large Cap Buffer10 Mar ETF

iShares S&P/TSX Capped Consumer Staples Index ETF

Often compared with MART:
MART vs. MAYTMART vs. ZMMK.TOMART vs. EOCTMART vs. ZLB.TOMART vs. XIU.TOMART vs. ARLUMART vs. APRT
Often compared with XST.TO:
XST.TO vs. VDCXST.TO vs. VOOXST.TO vs. BALTXST.TO vs. XQQ.TOXST.TO vs. CHSCPXST.TO vs. XSTP.TOXST.TO vs. XMU.TO

MART vs. XST.TO - Expense Ratio Comparison

MART has a 0.74% expense ratio, which is higher than XST.TO's 0.61% expense ratio.

MART
Allianzim U.S. Large Cap Buffer10 Mar ETF
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF

Return for Risk

MART vs. XST.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MART
MART Risk / Return Rank: 7474
Overall Rank
MART Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MART Sortino Ratio Rank: 7171
Sortino Ratio Rank
MART Omega Ratio Rank: 8080
Omega Ratio Rank
MART Calmar Ratio Rank: 6666
Calmar Ratio Rank
MART Martin Ratio Rank: 8383
Martin Ratio Rank
XST.TO
XST.TO Risk / Return Rank: 6161
Overall Rank
XST.TO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XST.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
XST.TO Omega Ratio Rank: 4949
Omega Ratio Rank
XST.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
XST.TO Martin Ratio Rank: 6161
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.

MART vs. XST.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.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.

MARTXST.TODifference

Sharpe ratio

Return per unit of total volatility

1.21

1.12

+0.08

Sortino ratio

Return per unit of downside risk

1.81

1.68

+0.14

Omega ratio

Gain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratio

Return relative to maximum drawdown

1.71

2.58

-0.87

Martin ratio

Return relative to average drawdown

9.61

6.42

+3.19

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

MART vs. XST.TO - Sharpe Ratio Comparison

The current MART Sharpe Ratio is 1.21, which is comparable to the XST.TO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of MART and XST.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

MARTXST.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.12

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.70

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.53

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

-1.35

+2.88

Correlation

The correlation between MART and XST.TO is 0.31, 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

MART vs. XST.TO - Dividend Comparison

MART has not paid dividends to shareholders, while XST.TO's dividend yield for the trailing twelve months is around 0.68%.

TTM20252024202320222021202020192018201720162015
MART
Allianzim U.S. Large Cap Buffer10 Mar ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF		0.68%0.67%0.86%0.79%0.74%0.68%0.74%0.73%0.81%0.90%0.52%0.62%

Drawdowns

MART vs. XST.TO - Drawdown Comparison

The maximum MART drawdown since its inception was -11.61%, smaller than the maximum XST.TO drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for MART and XST.TO.

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Drawdown Indicators

MARTXST.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.61%

-99.99%

+88.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-8.12%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

—

-10.86%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-22.65%

—

Current Drawdown

Current decline from peak

-3.33%

-99.95%

+96.62%

Average Drawdown

Average peak-to-trough decline

-0.93%

-96.77%

+95.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

3.17%

-1.61%

Volatility

MART vs. XST.TO - Volatility Comparison

The current volatility for Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) is 3.90%, while iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a volatility of 5.61%. This indicates that MART experiences smaller price fluctuations and is considered to be less risky than XST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MARTXST.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

5.61%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

12.54%

-6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

17.76%

-5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

16.01%

-6.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

17.03%

-7.21%