POW.TO vs. XEI.TO
POW.TO (Power Corporation of Canada) is a stock, while XEI.TO (iShares S&P/TSX Composite High Dividend Index ETF) is Canada Equities fund tracking the S&P/TSX Composite High Dividend Index. Over the past 10 years, POW.TO returned 17.18%/yr vs 12.32%/yr for XEI.TO. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
POW.TO vs. XEI.TO - Performance Comparison
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Returns By Period
In the year-to-date period, POW.TO achieves a 14.49% return, which is significantly lower than XEI.TO's 22.21% return. Over the past 10 years, POW.TO has outperformed XEI.TO with an annualized return of 17.18%, while XEI.TO has yielded a comparatively lower 12.32% annualized return.
POW.TO
- 1D
- -1.45%
- 1M
- 9.18%
- YTD
- 14.49%
- 6M
- 20.06%
- 1Y
- 66.43%
- 3Y*
- 39.60%
- 5Y*
- 21.72%
- 10Y*
- 17.18%
XEI.TO
- 1D
- 0.00%
- 1M
- 3.33%
- YTD
- 22.21%
- 6M
- 23.56%
- 1Y
- 43.59%
- 3Y*
- 22.26%
- 5Y*
- 15.55%
- 10Y*
- 12.32%
POW.TO vs. XEI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
POW.TO Power Corporation of Canada | 14.49% | 69.74% | 25.05% | 26.19% | -19.21% | 49.93% | -4.77% | 44.07% | -20.08% | 12.80% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 22.21% | 25.96% | 15.42% | 6.69% | 0.41% | 35.88% | -7.53% | 25.44% | -10.85% | 7.24% |
Correlation
The correlation between POW.TO and XEI.TO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2011 | 0.53 |
The correlation between POW.TO and XEI.TO shifts across timeframes, from -0.01 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
POW.TO vs. XEI.TO — Risk / Return Rank
POW.TO
XEI.TO
POW.TO vs. XEI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Power Corporation of Canada (POW.TO) and iShares S&P/TSX Composite High Dividend Index ETF (XEI.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.
| POW.TO | XEI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -4.81 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 2.27 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | 4.66 | 19.53 | -14.87 |
| Martin ratioReturn relative to average drawdown | 14.18 | 66.28 | -52.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| POW.TO | XEI.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.61 | 6.08 | -2.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.28 | 1.39 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.77 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.67 | -0.15 |
Drawdowns
POW.TO vs. XEI.TO - Drawdown Comparison
The maximum POW.TO drawdown since its inception was -62.40%, which is greater than XEI.TO's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for POW.TO and XEI.TO.
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Drawdown Indicators
| POW.TO | XEI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -45.51% | -16.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.33% | -2.24% | -12.09% |
Max Drawdown (3Y)Largest decline over 3 years | -15.10% | -9.92% | -5.18% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -17.32% | -8.77% |
Max Drawdown (10Y)Largest decline over 10 years | -49.16% | -45.51% | -3.65% |
Current DrawdownCurrent decline from peak | -1.45% | -0.76% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -11.60% | -5.05% | -6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 0.66% | +4.04% |
Volatility
POW.TO vs. XEI.TO - Volatility Comparison
Power Corporation of Canada (POW.TO) has a higher volatility of 6.02% compared to iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) at 2.87%. This indicates that POW.TO's price experiences larger fluctuations and is considered to be riskier than XEI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| POW.TO | XEI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 2.87% | +3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 15.24% | 6.01% | +9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 7.21% | +11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 11.24% | +5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.20% | 16.01% | +7.19% |
Dividends
POW.TO vs. XEI.TO - Dividend Comparison
POW.TO's dividend yield for the trailing twelve months is around 3.03%, less than XEI.TO's 3.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POW.TO Power Corporation of Canada | 3.03% | 3.36% | 5.02% | 5.54% | 6.22% | 4.40% | 7.51% | 4.77% | 6.13% | 4.36% | 4.38% | 4.23% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 3.56% | 4.39% | 5.56% | 5.08% | 4.78% | 3.65% | 5.13% | 4.71% | 5.53% | 4.37% | 4.51% | 5.75% |
Frequently Asked Questions
POW.TO and XEI.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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