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RS.TO vs. XEI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RS.TO vs. XEI.TO

Last updated Jun 5, 2026

RS.TO (Real Estate Split Corp.) 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 5 years, RS.TO returned 25.20%/yr vs 15.75%/yr for XEI.TO. At a 0.28 correlation, their price movements are largely independent.

Performance

RS.TO vs. XEI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Real Estate Split Corp. (RS.TO) and iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RS.TO achieves a 14.65% return, which is significantly lower than XEI.TO's 23.25% return.

RS.TO

1D
-0.41%
1M
-0.01%
YTD
14.65%
6M
18.22%
1Y
18.12%
3Y*
21.65%
5Y*
25.20%
10Y*
—

XEI.TO

1D
0.85%
1M
3.41%
YTD
23.25%
6M
23.82%
1Y
45.53%
3Y*
22.82%
5Y*
15.75%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RS.TO vs. XEI.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
RS.TO
Real Estate Split Corp.		14.65%-5.54%46.43%39.95%1.16%68.30%-1.68%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		23.25%25.96%15.42%6.69%0.41%35.88%2.60%

Correlation

The correlation between RS.TO and XEI.TO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2020

0.28

Compare stocks, funds, or ETFs

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Real Estate Split Corp.

iShares S&P/TSX Composite High Dividend Index ETF

Often compared with RS.TO:
RS.TO vs. RMAXRS.TO vs. SRU-UN.TORS.TO vs. CGR.TORS.TO vs. BK.TORS.TO vs. ENS.TORS.TO vs. FTN.TORS.TO vs. DFN.TO
Often compared with XEI.TO:
XEI.TO vs. VDY.TOXEI.TO vs. XDIV.TOXEI.TO vs. XEQT.TOXEI.TO vs. VFV.TOXEI.TO vs. ZDV.TOXEI.TO vs. CDZ.TOXEI.TO vs. XDV.TO

Return for Risk

RS.TO vs. XEI.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RS.TO
RS.TO Risk / Return Rank: 7373
Overall Rank
RS.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
RS.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
RS.TO Omega Ratio Rank: 7272
Omega Ratio Rank
RS.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
RS.TO Martin Ratio Rank: 7373
Martin Ratio Rank
XEI.TO
XEI.TO Risk / Return Rank: 9898
Overall Rank
XEI.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XEI.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
XEI.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XEI.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XEI.TO Martin Ratio Rank: 9898
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.

RS.TO vs. XEI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Real Estate Split Corp. (RS.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.

RS.TOXEI.TODifference
Sharpe ratioReturn per unit of total volatility
1.30
6.34

-5.04

Sortino ratioReturn per unit of downside risk
1.92
9.47

-7.55

Omega ratioGain probability vs. loss probability

1.24

2.34

-1.11

Calmar ratioReturn relative to maximum drawdown

1.41

20.39

-18.99

Martin ratioReturn relative to average drawdown

4.28

69.23

-64.95

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

RS.TO vs. XEI.TO - Sharpe Ratio Comparison

The current RS.TO Sharpe Ratio is 1.30, which is lower than the XEI.TO Sharpe Ratio of 6.34. The chart below compares the historical Sharpe Ratios of RS.TO and XEI.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

RS.TOXEI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

6.34

-5.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.41

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.67

+0.37

Drawdowns

RS.TO vs. XEI.TO - Drawdown Comparison

The maximum RS.TO drawdown since its inception was -28.91%, smaller than the maximum XEI.TO drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for RS.TO and XEI.TO.

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Drawdown Indicators

RS.TOXEI.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.91%

-45.51%

+16.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-2.24%

-10.70%

Max Drawdown (3Y)

Largest decline over 3 years

-28.91%

-9.92%

-18.99%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

-17.32%

-11.59%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.51%

—

Current Drawdown

Current decline from peak

-1.31%

0.00%

-1.31%

Average Drawdown

Average peak-to-trough decline

-6.90%

-5.05%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

0.66%

+3.59%

Volatility

RS.TO vs. XEI.TO - Volatility Comparison

The current volatility for Real Estate Split Corp. (RS.TO) is 2.32%, while iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) has a volatility of 2.89%. This indicates that RS.TO experiences smaller price fluctuations and is considered to be less risky 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

RS.TOXEI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

2.89%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

6.03%

+5.18%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

7.24%

+6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.54%

11.24%

+14.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.87%

16.01%

+9.86%

Dividends

RS.TO vs. XEI.TO - Dividend Comparison

RS.TO's dividend yield for the trailing twelve months is around 15.95%, more than XEI.TO's 3.53% yield.

PositionTTM20252024202320222021202020192018201720162015
RS.TO
Real Estate Split Corp.		15.95%17.11%52.56%43.23%36.14%21.58%5.00%0.00%0.00%0.00%0.00%0.00%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		3.53%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

RS.TO and XEI.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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