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WMT vs. XIC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WMT vs. XIC.TO

Last updated Jun 13, 2026

WMT (Walmart Inc.) is a stock, while XIC.TO (iShares Core S&P/TSX Capped Composite Index ETF) is Canada Equities fund tracking the S&P/TSX Capped Composite Index. Over the past 10 years, WMT returned 19.77%/yr vs 11.82%/yr for XIC.TO. At a 0.21 correlation, their price movements are largely independent.

Performance

WMT vs. XIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Walmart Inc. (WMT) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with WMT having a 9.07% return and XIC.TO slightly lower at 9.00%. Over the past 10 years, WMT has outperformed XIC.TO with an annualized return of 19.77%, while XIC.TO has yielded a comparatively lower 11.82% annualized return.

WMT

1D
0.45%
1M
-7.93%
YTD
9.07%
6M
4.13%
1Y
28.71%
3Y*
34.18%
5Y*
22.42%
10Y*
19.77%

XIC.TO

1D
0.56%
1M
0.81%
YTD
9.00%
6M
10.36%
1Y
31.39%
3Y*
22.02%
5Y*
11.30%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMT vs. XIC.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WMT
Walmart Inc.		9.07%24.49%73.99%12.88%-0.46%1.97%23.32%30.16%-3.43%46.56%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		8.94%37.80%12.00%14.46%-11.43%23.49%8.18%28.04%-15.80%16.91%

Correlation

The correlation between WMT and XIC.TO is -0.02, 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

-0.02

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

0.15

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

0.23

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.21

The correlation between WMT and XIC.TO shifts across timeframes, from -0.02 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.

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Walmart Inc.

iShares Core S&P/TSX Capped Composite Index ETF

Often compared with WMT:
WMT vs. COSTWMT vs. TGTWMT vs. VOOWMT vs. KRWMT vs. XLPWMT vs. SCHDWMT vs. ABBV
Often compared with XIC.TO:
XIC.TO vs. XIU.TOXIC.TO vs. VDY.TOXIC.TO vs. ZCN.TOXIC.TO vs. VCE.TOXIC.TO vs. XEF.TOXIC.TO vs. VEQT.TOXIC.TO vs. VO

Return for Risk

WMT vs. XIC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WMT
WMT Risk / Return Rank: 7676
Overall Rank
WMT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WMT Sortino Ratio Rank: 7373
Sortino Ratio Rank
WMT Omega Ratio Rank: 7474
Omega Ratio Rank
WMT Calmar Ratio Rank: 7575
Calmar Ratio Rank
WMT Martin Ratio Rank: 8080
Martin Ratio Rank
XIC.TO
XIC.TO Risk / Return Rank: 8787
Overall Rank
XIC.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 8787
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 8989
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.

WMT vs. XIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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.

WMTXIC.TODifference
Sharpe ratioReturn per unit of total volatility
1.22
2.28

-1.06

Sortino ratioReturn per unit of downside risk
1.79
2.98

-1.18

Omega ratioGain probability vs. loss probability

1.23

1.40

-0.17

Calmar ratioReturn relative to maximum drawdown

1.83

3.24

-1.41

Martin ratioReturn relative to average drawdown

5.82

13.85

-8.03

WMT vs. XIC.TO - Sharpe Ratio Comparison

The current WMT Sharpe Ratio is 1.22, which is lower than the XIC.TO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of WMT and XIC.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

WMT vs. XIC.TO - Drawdown Comparison

The maximum WMT drawdown since its inception was -77.14%, which is greater than XIC.TO's maximum drawdown of -59.65%. Use the drawdown chart below to compare losses from any high point for WMT and XIC.TO.

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Drawdown Indicators

WMTXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.14%

-59.65%

-17.49%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-9.73%

-6.02%

Max Drawdown (3Y)

Largest decline over 3 years

-21.93%

-12.76%

-9.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-24.02%

-1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-25.74%

-42.59%

+16.85%

Current Drawdown

Current decline from peak

-9.81%

-1.58%

-8.23%

Average Drawdown

Average peak-to-trough decline

-14.63%

-10.99%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

2.27%

+2.67%

Volatility

WMT vs. XIC.TO - Volatility Comparison

Walmart Inc. (WMT) has a higher volatility of 9.86% compared to iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) at 4.49%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WMTXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

4.49%

+5.37%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

11.13%

+7.36%

Volatility (1Y)

Calculated over the trailing 1-year period

23.67%

13.83%

+9.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

14.84%

+6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

16.48%

+5.25%

Dividends

WMT vs. XIC.TO - Dividend Comparison

WMT's dividend yield for the trailing twelve months is around 0.80%, less than XIC.TO's 2.01% yield.

PositionTTM20252024202320222021202020192018201720162015
WMT
Walmart Inc.		0.80%0.84%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		2.01%2.23%2.64%2.96%3.10%2.45%3.03%3.01%3.19%2.49%2.72%3.21%

Frequently Asked Questions

WMT and XIC.TO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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