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TLV.TO vs. XEG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLV.TO vs. XEG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco S&P/TSX Composite Low Volatility Index ETF (TLV.TO) and iShares S&P/TSX Capped Energy Index ETF (XEG.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, TLV.TO achieves a 15.54% return, which is significantly lower than XEG.TO's 26.17% return. Over the past 10 years, TLV.TO has underperformed XEG.TO with an annualized return of 9.35%, while XEG.TO has yielded a comparatively higher 10.58% annualized return.


TLV.TO

1D
0.41%
1M
3.57%
YTD
15.54%
6M
15.89%
1Y
28.40%
3Y*
21.94%
5Y*
11.74%
10Y*
9.35%

XEG.TO

1D
-3.29%
1M
-11.04%
YTD
26.17%
6M
28.83%
1Y
44.15%
3Y*
24.36%
5Y*
25.47%
10Y*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLV.TO vs. XEG.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLV.TO
Invesco S&P/TSX Composite Low Volatility Index ETF
15.54%22.51%20.36%4.75%-10.22%21.67%-6.10%22.29%-6.62%10.15%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
26.17%16.72%14.04%3.55%53.25%83.71%-34.44%9.04%-27.05%-11.17%

Correlation

The correlation between TLV.TO and XEG.TO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.13

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

0.18

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

0.20

Correlation (All Time)
Calculated using the full available price history since May 3, 2012

0.24

The correlation between TLV.TO and XEG.TO shifts across timeframes, from -0.01 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

TLV.TO vs. XEG.TO - Sectors Allocation Comparison


Sectors
TLV.TO
XEG.TO

Real Estate

28.1%

-

Financial Services

24.4%

-

Utilities

12.1%

-

Energy

9.6%
100.0%

Consumer Defensive

9.6%

-

Communication Services

6.6%

-

Industrials

3.2%

-

Consumer Cyclical

3.1%

-

Healthcare

1.7%

-

Basic Materials

1.6%

-

Technology

-

-

Real Estate

TLV.TO
28.1%
XEG.TO

-

Financial Services

TLV.TO
24.4%
XEG.TO

-

Utilities

TLV.TO
12.1%
XEG.TO

-

Energy

TLV.TO
9.6%
XEG.TO
100.0%

Consumer Defensive

TLV.TO
9.6%
XEG.TO

-

Communication Services

TLV.TO
6.6%
XEG.TO

-

Industrials

TLV.TO
3.2%
XEG.TO

-

Consumer Cyclical

TLV.TO
3.1%
XEG.TO

-

Healthcare

TLV.TO
1.7%
XEG.TO

-

Basic Materials

TLV.TO
1.6%
XEG.TO

-

Technology

TLV.TO

-

XEG.TO

-

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Return for Risk

TLV.TO vs. XEG.TO — Risk / Return Rank

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

TLV.TO
TLV.TO Risk / Return Rank: 9696
Overall Rank
TLV.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TLV.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
TLV.TO Omega Ratio Rank: 9797
Omega Ratio Rank
TLV.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
TLV.TO Martin Ratio Rank: 9696
Martin Ratio Rank

XEG.TO
XEG.TO Risk / Return Rank: 6060
Overall Rank
XEG.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XEG.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XEG.TO Omega Ratio Rank: 5656
Omega Ratio Rank
XEG.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
XEG.TO Martin Ratio Rank: 6565
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.

TLV.TO vs. XEG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P/TSX Composite Low Volatility Index ETF (TLV.TO) and iShares S&P/TSX Capped Energy Index ETF (XEG.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.


TLV.TOXEG.TODifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+3.42

Omega ratioGain probability vs. loss probability

1.80

1.31

+0.49

Calmar ratioReturn relative to maximum drawdown

7.01

2.76

+4.25

Martin ratioReturn relative to average drawdown

32.41

10.50

+21.91

TLV.TO vs. XEG.TO - Sharpe Ratio Comparison

The current TLV.TO Sharpe Ratio is 3.85, which is higher than the XEG.TO Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of TLV.TO and XEG.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

TLV.TO vs. XEG.TO - Drawdown Comparison

The maximum TLV.TO drawdown since its inception was -37.68%, smaller than the maximum XEG.TO drawdown of -87.51%. Use the drawdown chart below to compare losses from any high point for TLV.TO and XEG.TO.


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Drawdown Indicators


TLV.TOXEG.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-87.51%

+49.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-16.09%

+12.02%

Max Drawdown (3Y)

Largest decline over 3 years

-9.83%

-25.67%

+15.84%

Max Drawdown (5Y)

Largest decline over 5 years

-19.36%

-28.42%

+9.06%

Max Drawdown (10Y)

Largest decline over 10 years

-37.68%

-79.66%

+41.98%

Current Drawdown

Current decline from peak

0.00%

-16.09%

+16.09%

Average Drawdown

Average peak-to-trough decline

-4.05%

-34.56%

+30.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

4.22%

-3.34%

Volatility

TLV.TO vs. XEG.TO - Volatility Comparison

The current volatility for Invesco S&P/TSX Composite Low Volatility Index ETF (TLV.TO) is 1.89%, while iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a volatility of 8.92%. This indicates that TLV.TO experiences smaller price fluctuations and is considered to be less risky than XEG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLV.TOXEG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

8.92%

-7.03%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

19.91%

-14.06%

Volatility (1Y)

Calculated over the trailing 1-year period

7.42%

23.42%

-16.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.95%

28.69%

-18.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.68%

33.41%

-20.73%

TLV.TO vs. XEG.TO - Expense Ratio Comparison

TLV.TO has a 0.33% expense ratio, which is lower than XEG.TO's 0.60% expense ratio.


Dividends

TLV.TO vs. XEG.TO - Dividend Comparison

TLV.TO's dividend yield for the trailing twelve months is around 2.90%, less than XEG.TO's 3.03% yield.


PositionTTM20252024202320222021202020192018201720162015
TLV.TO
Invesco S&P/TSX Composite Low Volatility Index ETF
2.90%3.25%3.40%4.12%4.01%2.49%2.75%3.74%4.28%3.58%3.46%4.08%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
3.03%3.63%3.46%4.26%3.31%1.64%2.96%2.70%2.25%1.41%1.40%3.58%

Frequently Asked Questions


TLV.TO and XEG.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLV.TO is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLV.TO is cheaper with a 0.33% expense ratio, compared with 0.60% for XEG.TO.

TLV.TO is categorized as Canada Equities, while XEG.TO is Energy Equities. TLV.TO tracks S&P/TSX Composite Low Volatility Index, while XEG.TO tracks S&P/TSX Capped Energy Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.33% for TLV.TO and 0.60% for XEG.TO.

Portfolio Optimizer

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