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

Performance

WN.TO vs. XEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in George Weston Limited (WN.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, WN.TO achieves a 11.33% return, which is significantly lower than XEQT.TO's 12.34% return.


WN.TO

1D
0.87%
1M
3.38%
6M
9.44%
YTD
11.33%
1Y
20.45%
3Y*
30.89%
5Y*
25.71%
10Y*
16.18%
ALL TIME*
15.70%

XEQT.TO

1D
-0.20%
1M
-1.69%
6M
7.98%
YTD
12.34%
1Y
25.34%
3Y*
20.80%
5Y*
13.11%
10Y*
ALL TIME*
14.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
WN.TO
George Weston Limited
11.33%30.61%42.28%3.27%20.32%63.23%-1.41%-1.11%
XEQT.TO
iShares Core Equity ETF Portfolio
12.34%20.57%24.38%17.27%-10.99%18.98%11.85%8.56%

Correlation

The correlation between WN.TO and XEQT.TO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.16

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

0.21

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2019

0.24

The correlation between WN.TO and XEQT.TO shifts across timeframes, from -0.13 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

WN.TO
WN.TO Risk / Return Rank: 7575
Overall Rank
WN.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
WN.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
WN.TO Omega Ratio Rank: 6969
Omega Ratio Rank
WN.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
WN.TO Martin Ratio Rank: 7878
Martin Ratio Rank

XEQT.TO
XEQT.TO Risk / Return Rank: 8484
Overall Rank
XEQT.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 8484
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 8686
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.

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

This table presents a comparison of risk-adjusted performance metrics for George Weston Limited (WN.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.

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.


WN.TOXEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.18

1.38

-0.20

Calmar ratioReturn relative to maximum drawdown

2.25

3.08

-0.84

Martin ratioReturn relative to average drawdown

4.65

13.07

-8.42

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

The current WN.TO Sharpe Ratio is 1.01, which is lower than the XEQT.TO Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of WN.TO and XEQT.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

WN.TO vs. XEQT.TO - Drawdown Comparison

The maximum WN.TO drawdown since its inception was -43.54%, which is greater than XEQT.TO's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for WN.TO and XEQT.TO.


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Drawdown Indicators


WN.TOXEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-43.54%

-29.74%

-13.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-8.25%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-9.73%

-15.08%

+5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-19.55%

+1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-22.93%

Current Drawdown

Current decline from peak

-0.02%

-2.55%

+2.53%

Average Drawdown

Average peak-to-trough decline

-7.61%

-4.04%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

1.94%

+2.47%

Volatility

WN.TO vs. XEQT.TO - Volatility Comparison

George Weston Limited (WN.TO) has a higher volatility of 6.37% compared to iShares Core Equity ETF Portfolio (XEQT.TO) at 2.55%. This indicates that WN.TO's price experiences larger fluctuations and is considered to be riskier than XEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WN.TOXEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

2.55%

+3.82%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

10.20%

+5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

12.31%

+8.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

13.25%

+5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

15.51%

+3.62%

Dividends

WN.TO vs. XEQT.TO - Dividend Comparison

WN.TO's dividend yield for the trailing twelve months is around 1.16%, less than XEQT.TO's 1.62% yield.


PositionTTM20252024202320222021202020192018201720162015
WN.TO
George Weston Limited
1.16%2.44%4.26%5.10%4.61%4.70%6.71%6.09%6.50%4.96%4.61%4.75%
XEQT.TO
iShares Core Equity ETF Portfolio
1.62%1.66%2.03%2.09%2.14%1.66%1.69%1.21%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WN.TO and XEQT.TO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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