OEF vs. XEQT.TO
OEF (iShares S&P 100 ETF) and XEQT.TO (iShares Core Equity ETF Portfolio) are both exchange-traded funds - OEF is a Large Cap Blend Equities fund tracking the S&P 100 Index, while XEQT.TO is a Global Equities fund actively managed by iShares. OEF is passively managed, while XEQT.TO is actively managed. Over the past 5 years, OEF returned 15.21%/yr vs 10.44%/yr for XEQT.TO. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
OEF vs. XEQT.TO - Performance Comparison
Loading charts...
Different Trading Currencies
OEF is traded in USD, while XEQT.TO is traded in CAD. To make them comparable, the XEQT.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, OEF achieves a 7.18% return, which is significantly lower than XEQT.TO's 8.81% return.
OEF
- 1D
- 0.46%
- 1M
- -0.22%
- YTD
- 7.18%
- 6M
- 7.03%
- 1Y
- 26.17%
- 3Y*
- 23.53%
- 5Y*
- 15.21%
- 10Y*
- 16.47%
XEQT.TO
- 1D
- 0.22%
- 1M
- -0.42%
- YTD
- 8.81%
- 6M
- 10.35%
- 1Y
- 25.59%
- 3Y*
- 19.94%
- 5Y*
- 10.44%
- 10Y*
- —
OEF vs. XEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 7.18% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 12.25% |
XEQT.TO iShares Core Equity ETF Portfolio | 8.75% | 26.34% | 14.67% | 20.13% | -16.29% | 19.04% | 14.57% | 9.82% |
Correlation
The correlation between OEF and XEQT.TO is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2019 | 0.72 |
The correlation between OEF and XEQT.TO has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.
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
OEF vs. XEQT.TO — Risk / Return Rank
OEF
XEQT.TO
OEF vs. XEQT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) and iShares Core Equity ETF Portfolio (XEQT.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.
| OEF | XEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.81 | -0.43 |
| Martin ratioReturn relative to average drawdown | 9.94 | 12.30 | -2.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| OEF | XEQT.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 2.01 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.72 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.82 | -0.38 |
Drawdowns
OEF vs. XEQT.TO - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, which is greater than XEQT.TO's maximum drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for OEF and XEQT.TO.
Loading charts...
Drawdown Indicators
| OEF | XEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -35.81% | -18.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -9.15% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -15.08% | -4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -26.23% | -0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | — | — |
Current DrawdownCurrent decline from peak | -3.05% | -2.62% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -5.78% | -5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.09% | +0.55% |
Volatility
OEF vs. XEQT.TO - Volatility Comparison
iShares S&P 100 ETF (OEF) and iShares Core Equity ETF Portfolio (XEQT.TO) have volatilities of 4.09% and 4.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OEF | XEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 4.30% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 10.21% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 12.81% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 14.54% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 16.79% | +1.68% |
OEF vs. XEQT.TO - Expense Ratio Comparison
Both OEF and XEQT.TO have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
OEF vs. XEQT.TO - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.85%, less than XEQT.TO's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.85% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.51% | 1.66% | 2.03% | 2.09% | 2.14% | 1.66% | 1.69% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OEF and XEQT.TO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
OEF and XEQT.TO have the same expense ratio: 0.20% per year.
OEF is categorized as Large Cap Blend Equities, while XEQT.TO is Global Equities.
Find the right allocation for OEF and XEQT.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