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

SIS.TO vs. XEI.TO

Last updated Jun 4, 2026

SIS.TO (Savaria Corporation) 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, SIS.TO returned 16.24%/yr vs 12.32%/yr for XEI.TO. At a 0.26 correlation, their price movements are largely independent.

Performance

SIS.TO vs. XEI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Savaria Corporation (SIS.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, SIS.TO achieves a 25.56% return, which is significantly higher than XEI.TO's 22.21% return. Over the past 10 years, SIS.TO has outperformed XEI.TO with an annualized return of 16.24%, while XEI.TO has yielded a comparatively lower 12.32% annualized return.

SIS.TO

1D
1.36%
1M
-2.55%
YTD
25.56%
6M
34.55%
1Y
51.84%
3Y*
22.62%
5Y*
10.46%
10Y*
16.24%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
SIS.TO
Savaria Corporation		25.56%17.78%34.84%12.13%-24.44%35.93%7.35%10.41%-26.61%71.44%
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 SIS.TO and XEI.TO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

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

0.38

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

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2011

0.26

The correlation between SIS.TO and XEI.TO shifts across timeframes, from 0.26 (all time) to 0.38 (3 years), reflecting how their relationship changes across market environments.

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Savaria Corporation

iShares S&P/TSX Composite High Dividend Index ETF

Often compared with SIS.TO:
SIS.TO vs. KXS.TOSIS.TO vs. POW.TOSIS.TO vs. ^GSPTSESIS.TO vs. CNR.TOSIS.TO vs. CLSSIS.TO vs. VOOSIS.TO vs. H.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

SIS.TO vs. XEI.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SIS.TO
SIS.TO Risk / Return Rank: 9191
Overall Rank
SIS.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SIS.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
SIS.TO Omega Ratio Rank: 8787
Omega Ratio Rank
SIS.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
SIS.TO Martin Ratio Rank: 9393
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: 9898
Sortino Ratio Rank
XEI.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XEI.TO Calmar Ratio Rank: 9898
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.

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

This table presents a comparison of risk-adjusted performance metrics for Savaria Corporation (SIS.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.

SIS.TOXEI.TODifference
Sharpe ratioReturn per unit of total volatility
2.22
6.08

-3.86

Sortino ratioReturn per unit of downside risk
3.40
9.07

-5.67

Omega ratioGain probability vs. loss probability

1.39

2.27

-0.88

Calmar ratioReturn relative to maximum drawdown

5.36

19.53

-14.17

Martin ratioReturn relative to average drawdown

15.80

66.28

-50.48

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

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

The current SIS.TO Sharpe Ratio is 2.22, which is lower than the XEI.TO Sharpe Ratio of 6.08. The chart below compares the historical Sharpe Ratios of SIS.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

SIS.TOXEI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

6.08

-3.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

1.39

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.77

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.67

-0.26

Drawdowns

SIS.TO vs. XEI.TO - Drawdown Comparison

The maximum SIS.TO drawdown since its inception was -84.00%, 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 SIS.TO and XEI.TO.

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Drawdown Indicators

SIS.TOXEI.TODifference

Max Drawdown

Largest peak-to-trough decline

-84.00%

-45.51%

-38.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-2.24%

-7.48%

Max Drawdown (3Y)

Largest decline over 3 years

-33.99%

-9.92%

-24.07%

Max Drawdown (5Y)

Largest decline over 5 years

-44.21%

-17.32%

-26.89%

Max Drawdown (10Y)

Largest decline over 10 years

-62.17%

-45.51%

-16.66%

Current Drawdown

Current decline from peak

-6.16%

-0.76%

-5.40%

Average Drawdown

Average peak-to-trough decline

-30.71%

-5.05%

-25.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

0.66%

+2.63%

Volatility

SIS.TO vs. XEI.TO - Volatility Comparison

Savaria Corporation (SIS.TO) has a higher volatility of 7.00% compared to iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) at 2.87%. This indicates that SIS.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

SIS.TOXEI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

2.87%

+4.13%

Volatility (6M)

Calculated over the trailing 6-month period

19.26%

6.01%

+13.25%

Volatility (1Y)

Calculated over the trailing 1-year period

23.49%

7.21%

+16.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.93%

11.24%

+15.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.31%

16.01%

+16.30%

Dividends

SIS.TO vs. XEI.TO - Dividend Comparison

SIS.TO's dividend yield for the trailing twelve months is around 1.97%, less than XEI.TO's 3.56% yield.

PositionTTM20252024202320222021202020192018201720162015
SIS.TO
Savaria Corporation		1.97%2.41%2.63%3.40%3.63%2.55%3.21%3.10%2.91%1.73%1.98%3.09%
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

SIS.TO and XEI.TO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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