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TRZ.TO vs. XEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TRZ.TO vs. XEQT.TO

Last updated Jun 6, 2026

TRZ.TO (Transat A.T. Inc.) is a stock, while XEQT.TO (iShares Core Equity ETF Portfolio) is Global Equities fund actively managed by iShares. At a 0.30 correlation, their price movements are largely independent.

Performance

TRZ.TO vs. XEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Transat A.T. Inc. (TRZ.TO) and iShares Core Equity ETF Portfolio (XEQT.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, TRZ.TO achieves a -2.37% return, which is significantly lower than XEQT.TO's 10.25% return.

TRZ.TO

1D
-1.59%
1M
-6.79%
YTD
-2.37%
6M
-2.76%
1Y
28.65%
3Y*
-20.03%
5Y*
-13.22%
10Y*
-10.92%

XEQT.TO

1D
-2.62%
1M
1.43%
YTD
10.25%
6M
9.51%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRZ.TO vs. XEQT.TO - Yearly Performance Comparison

2026 (YTD)2025
TRZ.TO
Transat A.T. Inc.		-2.37%24.02%
XEQT.TO
iShares Core Equity ETF Portfolio		10.25%14.62%

Correlation

The correlation between TRZ.TO and XEQT.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.30

Compare stocks, funds, or ETFs

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Transat A.T. Inc.

iShares Core Equity ETF Portfolio

Often compared with XEQT.TO:
XEQT.TO vs. VFV.TOXEQT.TO vs. VEQT.TOXEQT.TO vs. XGRO.TOXEQT.TO vs. ZEQT.TOXEQT.TO vs. VGRO.TOXEQT.TO vs. XEI.TOXEQT.TO vs. VOO

Return for Risk

TRZ.TO vs. XEQT.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TRZ.TO
TRZ.TO Risk / Return Rank: 6060
Overall Rank
TRZ.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TRZ.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
TRZ.TO Omega Ratio Rank: 6060
Omega Ratio Rank
TRZ.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
TRZ.TO Martin Ratio Rank: 5757
Martin Ratio Rank
XEQT.TO
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.

TRZ.TO vs. XEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transat A.T. Inc. (TRZ.TO) and iShares Core Equity ETF Portfolio (XEQT.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.

TRZ.TOXEQT.TODifference
Sharpe ratioReturn per unit of total volatility
0.56

—

—

Sortino ratioReturn per unit of downside risk
1.25

—

—

Omega ratioGain probability vs. loss probability

1.16

—

—

Calmar ratioReturn relative to maximum drawdown

0.82

—

—

Martin ratioReturn relative to average drawdown

1.44

—

—

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

TRZ.TO vs. XEQT.TO - Sharpe Ratio Comparison

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Sharpe Ratios by Period

TRZ.TOXEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

2.23

-2.37

Drawdowns

TRZ.TO vs. XEQT.TO - Drawdown Comparison

The maximum TRZ.TO drawdown since its inception was -94.08%, which is greater than XEQT.TO's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for TRZ.TO and XEQT.TO.

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Drawdown Indicators

TRZ.TOXEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-94.08%

-8.25%

-85.83%

Max Drawdown (1Y)

Largest decline over 1 year

-35.08%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-71.82%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-80.17%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-91.45%

—

—

Current Drawdown

Current decline from peak

-89.84%

-2.62%

-87.22%

Average Drawdown

Average peak-to-trough decline

-67.59%

-1.04%

-66.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.87%

—

—

Volatility

TRZ.TO vs. XEQT.TO - Volatility Comparison

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Volatility by Period

TRZ.TOXEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

24.17%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

54.09%

11.98%

+42.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.92%

11.98%

+31.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.77%

11.98%

+37.79%

Dividends

TRZ.TO vs. XEQT.TO - Dividend Comparison

TRZ.TO has not paid dividends to shareholders, while XEQT.TO's dividend yield for the trailing twelve months is around 1.51%.

PositionTTM20252024
TRZ.TO
Transat A.T. Inc.		0.00%0.00%0.00%
XEQT.TO
iShares Core Equity ETF Portfolio		1.51%1.66%0.00%

Frequently Asked Questions

TRZ.TO and XEQT.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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