QSR.TO vs. XIU.TO
Compare and contrast key facts about Restaurant Brands International Inc. (QSR.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO).
XIU.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX 60 Index. It was launched on Sep 28, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QSR.TO or XIU.TO.
Key characteristics
| QSR.TO | XIU.TO | |
|---|---|---|
| YTD Return | -7.10% | 20.47% |
| 1Y Return | 2.01% | 29.38% |
| 3Y Return (Ann) | 12.55% | 7.61% |
| 5Y Return (Ann) | 3.73% | 11.35% |
| Sharpe Ratio | 0.10 | 2.94 |
| Sortino Ratio | 0.29 | 4.09 |
| Omega Ratio | 1.03 | 1.55 |
| Calmar Ratio | 0.11 | 4.42 |
| Martin Ratio | 0.21 | 22.02 |
| Ulcer Index | 9.91% | 1.35% |
| Daily Std Dev | 20.66% | 10.15% |
| Max Drawdown | -60.30% | -52.31% |
| Current Drawdown | -13.74% | 0.00% |
Correlation
The correlation between QSR.TO and XIU.TO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QSR.TO vs. XIU.TO - Performance Comparison
In the year-to-date period, QSR.TO achieves a -7.10% return, which is significantly lower than XIU.TO's 20.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
QSR.TO vs. XIU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Restaurant Brands International Inc. (QSR.TO) and iShares S&P/TSX 60 Index ETF (XIU.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.
Dividends
QSR.TO vs. XIU.TO - Dividend Comparison
QSR.TO's dividend yield for the trailing twelve months is around 2.42%, less than XIU.TO's 2.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSR.TO Restaurant Brands International Inc. | 2.42% | 2.12% | 2.47% | 2.76% | 2.67% | 2.26% | 2.52% | 1.01% | 0.97% | 0.85% | 0.00% | 0.00% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.73% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% | 2.68% |
Drawdowns
QSR.TO vs. XIU.TO - Drawdown Comparison
The maximum QSR.TO drawdown since its inception was -60.30%, which is greater than XIU.TO's maximum drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for QSR.TO and XIU.TO. For additional features, visit the drawdowns tool.
Volatility
QSR.TO vs. XIU.TO - Volatility Comparison
Restaurant Brands International Inc. (QSR.TO) has a higher volatility of 6.25% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 3.03%. This indicates that QSR.TO's price experiences larger fluctuations and is considered to be riskier than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.