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SUI vs. XEH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUI vs. XEH.TO

Last updated Jun 16, 2026

SUI (Sun Communities, Inc.) is a stock, while XEH.TO (iShares MSCI Europe IMI Index ETF (CAD-Hedged)) is Europe Equities fund tracking the Morningstar Eur GR CAD. Over the past 10 years, SUI returned 8.84%/yr vs 9.61%/yr for XEH.TO. At a 0.22 correlation, their price movements are largely independent.

Performance

SUI vs. XEH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sun Communities, Inc. (SUI) and iShares MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SUI achieves a 1.30% return, which is significantly lower than XEH.TO's 6.87% return. Over the past 10 years, SUI has underperformed XEH.TO with an annualized return of 8.84%, while XEH.TO has yielded a comparatively higher 9.61% annualized return.

SUI

1D
-2.00%
1M
3.32%
YTD
1.30%
6M
2.17%
1Y
4.08%
3Y*
1.51%
5Y*
-3.23%
10Y*
8.84%

XEH.TO

1D
0.41%
1M
3.05%
YTD
6.87%
6M
8.57%
1Y
15.91%
3Y*
11.57%
5Y*
6.47%
10Y*
9.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUI vs. XEH.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SUI
Sun Communities, Inc.		1.30%7.49%-5.19%-3.81%-30.32%40.79%3.58%50.91%12.89%24.94%
XEH.TO
iShares MSCI Europe IMI Index ETF (CAD-Hedged)		6.87%26.19%-0.69%18.69%-13.77%21.84%0.02%31.73%-16.65%24.07%

Correlation

The correlation between SUI and XEH.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.16

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

0.22

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

0.29

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

0.22

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2014

0.22

The correlation between SUI and XEH.TO shifts across timeframes, from 0.16 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

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Sun Communities, Inc.

iShares MSCI Europe IMI Index ETF (CAD-Hedged)

Often compared with SUI:
SUI vs. BTC-USDSUI vs. ELSSUI vs. NVDASUI vs. SOLSUI vs. VOOSUI vs. SGO.PASUI vs. SCHD
Often compared with XEH.TO:
XEH.TO vs. XEU.TOXEH.TO vs. XEF.TOXEH.TO vs. VEF.TOXEH.TO vs. IWYXEH.TO vs. IEURXEH.TO vs. XEQT.TOXEH.TO vs. ZEA.TO

Return for Risk

SUI vs. XEH.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUI
SUI Risk / Return Rank: 4747
Overall Rank
SUI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SUI Sortino Ratio Rank: 4242
Sortino Ratio Rank
SUI Omega Ratio Rank: 4040
Omega Ratio Rank
SUI Calmar Ratio Rank: 5151
Calmar Ratio Rank
SUI Martin Ratio Rank: 5252
Martin Ratio Rank
XEH.TO
XEH.TO Risk / Return Rank: 4646
Overall Rank
XEH.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XEH.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XEH.TO Omega Ratio Rank: 4747
Omega Ratio Rank
XEH.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
XEH.TO Martin Ratio Rank: 4949
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.

SUI vs. XEH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sun Communities, Inc. (SUI) and iShares MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SUIXEH.TODifference
Sharpe ratioReturn per unit of total volatility
0.21
1.15

-0.94

Sortino ratioReturn per unit of downside risk
0.45
1.70

-1.25

Omega ratioGain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratioReturn relative to maximum drawdown

0.36

1.48

-1.13

Martin ratioReturn relative to average drawdown

0.87

5.68

-4.81

SUI vs. XEH.TO - Sharpe Ratio Comparison

The current SUI Sharpe Ratio is 0.21, which is lower than the XEH.TO Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of SUI and XEH.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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Drawdowns

SUI vs. XEH.TO - Drawdown Comparison

The maximum SUI drawdown since its inception was -74.04%, which is greater than XEH.TO's maximum drawdown of -40.46%. Use the drawdown chart below to compare losses from any high point for SUI and XEH.TO.

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Drawdown Indicators

SUIXEH.TODifference

Max Drawdown

Largest peak-to-trough decline

-74.04%

-40.46%

-33.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-10.77%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-26.48%

-14.66%

-11.82%

Max Drawdown (5Y)

Largest decline over 5 years

-48.72%

-27.32%

-21.40%

Max Drawdown (10Y)

Largest decline over 10 years

-48.72%

-40.46%

-8.26%

Current Drawdown

Current decline from peak

-30.80%

-1.13%

-29.67%

Average Drawdown

Average peak-to-trough decline

-11.77%

-7.86%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

2.81%

+1.90%

Volatility

SUI vs. XEH.TO - Volatility Comparison

Sun Communities, Inc. (SUI) has a higher volatility of 6.72% compared to iShares MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.TO) at 4.54%. This indicates that SUI's price experiences larger fluctuations and is considered to be riskier than XEH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUIXEH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

4.54%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

11.29%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

19.47%

13.91%

+5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.92%

15.60%

+9.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.66%

17.46%

+8.20%

Dividends

SUI vs. XEH.TO - Dividend Comparison

SUI's dividend yield for the trailing twelve months is around 3.41%, more than XEH.TO's 2.30% yield.

PositionTTM20252024202320222021202020192018201720162015
SUI
Sun Communities, Inc.		3.41%6.50%3.06%2.78%2.46%1.58%2.08%2.00%2.79%2.89%3.39%3.79%
XEH.TO
iShares MSCI Europe IMI Index ETF (CAD-Hedged)		2.30%2.50%2.71%2.98%3.12%2.40%2.01%3.52%3.39%2.22%2.39%2.27%

Frequently Asked Questions

SUI and XEH.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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