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PLZ-UN.TO vs. XIC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLZ-UN.TO vs. XIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Plaza Retail REIT (PLZ-UN.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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PLZ-UN.TO vs. XIC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLZ-UN.TO
Plaza Retail REIT
-0.80%30.09%3.87%-11.82%1.15%39.55%-14.33%25.75%-2.54%-9.66%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
3.89%31.51%21.48%11.73%-5.82%23.42%5.61%22.76%-8.72%8.99%

Returns By Period

In the year-to-date period, PLZ-UN.TO achieves a -0.80% return, which is significantly lower than XIC.TO's 3.89% return. Over the past 10 years, PLZ-UN.TO has underperformed XIC.TO with an annualized return of 5.79%, while XIC.TO has yielded a comparatively higher 12.45% annualized return.


PLZ-UN.TO

1D
0.00%
1M
-6.65%
YTD
-0.80%
6M
3.78%
1Y
18.88%
3Y*
7.73%
5Y*
8.35%
10Y*
5.79%

XIC.TO

1D
2.55%
1M
-4.36%
YTD
3.89%
6M
10.31%
1Y
34.58%
3Y*
21.07%
5Y*
14.44%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PLZ-UN.TO vs. XIC.TO — Risk / Return Rank

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

PLZ-UN.TO
PLZ-UN.TO Risk / Return Rank: 8080
Overall Rank
PLZ-UN.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PLZ-UN.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
PLZ-UN.TO Omega Ratio Rank: 7777
Omega Ratio Rank
PLZ-UN.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
PLZ-UN.TO Martin Ratio Rank: 8484
Martin Ratio Rank

XIC.TO
XIC.TO Risk / Return Rank: 9494
Overall Rank
XIC.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 9595
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 9595
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.

PLZ-UN.TO vs. XIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Plaza Retail REIT (PLZ-UN.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.


PLZ-UN.TOXIC.TODifference

Sharpe ratio

Return per unit of total volatility

1.22

2.27

-1.06

Sortino ratio

Return per unit of downside risk

1.85

2.87

-1.02

Omega ratio

Gain probability vs. loss probability

1.24

1.45

-0.21

Calmar ratio

Return relative to maximum drawdown

2.46

3.25

-0.78

Martin ratio

Return relative to average drawdown

7.51

14.62

-7.11

PLZ-UN.TO vs. XIC.TO - Sharpe Ratio Comparison

The current PLZ-UN.TO Sharpe Ratio is 1.22, which is lower than the XIC.TO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of PLZ-UN.TO and XIC.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


PLZ-UN.TOXIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

2.27

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

1.11

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.84

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.53

-0.24

Correlation

The correlation between PLZ-UN.TO and XIC.TO is 0.17, 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

PLZ-UN.TO vs. XIC.TO - Dividend Comparison

PLZ-UN.TO's dividend yield for the trailing twelve months is around 6.65%, more than XIC.TO's 2.16% yield.


TTM20252024202320222021202020192018201720162015
PLZ-UN.TO
Plaza Retail REIT
6.65%6.53%7.91%7.61%6.25%5.93%7.76%6.13%7.21%6.34%5.20%5.64%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
2.16%2.23%2.64%2.95%3.10%2.44%3.03%3.01%3.19%2.49%2.72%3.21%

Drawdowns

PLZ-UN.TO vs. XIC.TO - Drawdown Comparison

The maximum PLZ-UN.TO drawdown since its inception was -54.55%, which is greater than XIC.TO's maximum drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for PLZ-UN.TO and XIC.TO.


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Drawdown Indicators


PLZ-UN.TOXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-54.55%

-48.21%

-6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-10.98%

+2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.22%

-16.24%

-9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-42.12%

-37.21%

-4.91%

Current Drawdown

Current decline from peak

-7.27%

-4.95%

-2.32%

Average Drawdown

Average peak-to-trough decline

-13.04%

-7.08%

-5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.44%

+0.20%

Volatility

PLZ-UN.TO vs. XIC.TO - Volatility Comparison

Plaza Retail REIT (PLZ-UN.TO) has a higher volatility of 6.35% compared to iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) at 5.98%. This indicates that PLZ-UN.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


PLZ-UN.TOXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

5.98%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.87%

10.89%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

15.30%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

13.07%

+4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

14.93%

+5.16%