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STPL.TO vs. KXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STPL.TO vs. KXI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Global Consumer Staples Hedged to CAD Index ETF (STPL.TO) and iShares Global Consumer Staples ETF (KXI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

STPL.TO is traded in CAD, while KXI is traded in USD. To make them comparable, the KXI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, STPL.TO achieves a 1.23% return, which is significantly lower than KXI's 4.58% return.


STPL.TO

1D
0.04%
1M
-0.74%
YTD
1.23%
6M
0.41%
1Y
-1.93%
3Y*
2.61%
5Y*
2.70%
10Y*

KXI

1D
0.56%
1M
0.14%
YTD
4.58%
6M
2.53%
1Y
3.00%
3Y*
7.03%
5Y*
6.71%
10Y*
6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STPL.TO vs. KXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STPL.TO
BMO Global Consumer Staples Hedged to CAD Index ETF
1.23%5.53%2.99%-2.50%-0.24%15.26%0.98%24.54%-10.98%4.78%
KXI
iShares Global Consumer Staples ETF
4.58%4.64%13.15%0.16%0.67%12.68%5.87%17.33%-3.13%2.11%

Correlation

The correlation between STPL.TO and KXI is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.72

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

0.66

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2017

0.54

Over the past year, STPL.TO and KXI have become more correlated (0.79) than their long-term average of 0.54, meaning their price movements have been converging.

STPL.TO vs. KXI - Sectors Allocation Comparison


Sectors
STPL.TO
KXI

Consumer Defensive

89.2%
96.9%

Healthcare

7.9%

-

Basic Materials

1.9%

-

Consumer Cyclical

0.9%
3.1%

Industrials

0.1%

-

Communication Services

-

-

Energy

-

-

Financial Services

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Defensive

STPL.TO
89.2%
KXI
96.9%

Healthcare

STPL.TO
7.9%
KXI

-

Basic Materials

STPL.TO
1.9%
KXI

-

Consumer Cyclical

STPL.TO
0.9%
KXI
3.1%

Industrials

STPL.TO
0.1%
KXI

-

Communication Services

STPL.TO

-

KXI

-

Energy

STPL.TO

-

KXI

-

Financial Services

STPL.TO

-

KXI

-

Real Estate

STPL.TO

-

KXI

-

Technology

STPL.TO

-

KXI

-

Utilities

STPL.TO

-

KXI

-

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Return for Risk

STPL.TO vs. KXI — Risk / Return Rank

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

STPL.TO
STPL.TO Risk / Return Rank: 77
Overall Rank
STPL.TO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
STPL.TO Sortino Ratio Rank: 77
Sortino Ratio Rank
STPL.TO Omega Ratio Rank: 77
Omega Ratio Rank
STPL.TO Calmar Ratio Rank: 77
Calmar Ratio Rank
STPL.TO Martin Ratio Rank: 77
Martin Ratio Rank

KXI
KXI Risk / Return Rank: 1010
Overall Rank
KXI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KXI Sortino Ratio Rank: 1010
Sortino Ratio Rank
KXI Omega Ratio Rank: 99
Omega Ratio Rank
KXI Calmar Ratio Rank: 1010
Calmar Ratio Rank
KXI Martin Ratio Rank: 1010
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.

STPL.TO vs. KXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Global Consumer Staples Hedged to CAD Index ETF (STPL.TO) and iShares Global Consumer Staples ETF (KXI). 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.


STPL.TOKXIDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

0.98

1.05

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.19

0.30

-0.49

Martin ratioReturn relative to average drawdown

-0.40

0.69

-1.10

STPL.TO vs. KXI - Sharpe Ratio Comparison

The current STPL.TO Sharpe Ratio is -0.16, which is lower than the KXI Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of STPL.TO and KXI, 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


STPL.TOKXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

0.25

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.60

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.84

-0.51

Drawdowns

STPL.TO vs. KXI - Drawdown Comparison

The maximum STPL.TO drawdown since its inception was -23.82%, which is greater than KXI's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for STPL.TO and KXI.


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Drawdown Indicators


STPL.TOKXIDifference

Max Drawdown

Largest peak-to-trough decline

-23.82%

-17.74%

-6.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-9.89%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-10.44%

-9.89%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-12.06%

-12.72%

+0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-17.74%

Current Drawdown

Current decline from peak

-9.69%

-7.72%

-1.97%

Average Drawdown

Average peak-to-trough decline

-3.90%

-3.19%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

4.36%

+0.44%

Volatility

STPL.TO vs. KXI - Volatility Comparison

BMO Global Consumer Staples Hedged to CAD Index ETF (STPL.TO) and iShares Global Consumer Staples ETF (KXI) have volatilities of 4.14% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STPL.TOKXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

4.08%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

9.54%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

11.85%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

11.17%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.75%

12.60%

+0.15%

STPL.TO vs. KXI - Expense Ratio Comparison

STPL.TO has a 0.40% expense ratio, which is lower than KXI's 0.46% expense ratio.


Dividends

STPL.TO vs. KXI - Dividend Comparison

STPL.TO's dividend yield for the trailing twelve months is around 2.17%, less than KXI's 2.22% yield.


PositionTTM20252024202320222021202020192018201720162015
KXI
iShares Global Consumer Staples ETF
2.22%2.29%2.51%2.99%1.98%2.26%2.34%2.17%2.97%2.17%2.34%2.20%
STPL.TO
BMO Global Consumer Staples Hedged to CAD Index ETF
2.17%2.22%2.42%2.43%2.32%2.10%2.18%2.02%2.30%1.33%0.00%0.00%

Frequently Asked Questions


STPL.TO and KXI have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, STPL.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

STPL.TO is cheaper with a 0.40% expense ratio, compared with 0.46% for KXI.

STPL.TO tracks FTSE Developed ex Korea Consumer Staples Capped 100% Hedged to CAD Index, while KXI tracks S&P Global Consumer Staples Index. They also come from different issuers: BMO and iShares. Their fees differ too: 0.40% for STPL.TO and 0.46% for KXI.

Portfolio Optimizer

Find the right allocation for STPL.TO and KXI

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