PortfoliosLab logoPortfoliosLab logo
XAW.TO vs. HEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAW.TO vs. HEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) and Horizons All-Equity Asset Allocation ETF (HEQT.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with XAW.TO having a 13.70% return and HEQT.TO slightly lower at 13.56%.


XAW.TO

1D
-0.37%
1M
7.13%
YTD
13.70%
6M
12.70%
1Y
30.51%
3Y*
21.73%
5Y*
13.96%
10Y*
13.22%

HEQT.TO

1D
-0.58%
1M
6.87%
YTD
13.56%
6M
13.18%
1Y
31.58%
3Y*
25.58%
5Y*
16.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAW.TO vs. HEQT.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF
13.70%15.87%26.31%18.45%-11.84%18.38%12.37%5.21%
HEQT.TO
Horizons All-Equity Asset Allocation ETF
13.56%19.82%25.95%31.63%-12.65%23.11%16.34%7.76%

Correlation

The correlation between XAW.TO and HEQT.TO is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.94

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

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

0.83

The correlation between XAW.TO and HEQT.TO shifts across timeframes, from 0.83 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XAW.TO vs. HEQT.TO — Risk / Return Rank

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

XAW.TO
XAW.TO Risk / Return Rank: 7676
Overall Rank
XAW.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XAW.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
XAW.TO Omega Ratio Rank: 7878
Omega Ratio Rank
XAW.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
XAW.TO Martin Ratio Rank: 7777
Martin Ratio Rank

HEQT.TO
HEQT.TO Risk / Return Rank: 8080
Overall Rank
HEQT.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HEQT.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
HEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
HEQT.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
HEQT.TO Martin Ratio Rank: 8181
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.

XAW.TO vs. HEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) and Horizons All-Equity Asset Allocation ETF (HEQT.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.


XAW.TOHEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.48

1.50

-0.02

Calmar ratioReturn relative to maximum drawdown

3.76

3.74

+0.02

Martin ratioReturn relative to average drawdown

15.15

16.49

-1.33

XAW.TO vs. HEQT.TO - Sharpe Ratio Comparison

The current XAW.TO Sharpe Ratio is 2.50, which is comparable to the HEQT.TO Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of XAW.TO and HEQT.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.


Loading charts...

Sharpe Ratios by Period


XAW.TOHEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.65

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

1.10

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

1.05

-0.27

Drawdowns

XAW.TO vs. HEQT.TO - Drawdown Comparison

The maximum XAW.TO drawdown since its inception was -27.32%, smaller than the maximum HEQT.TO drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for XAW.TO and HEQT.TO.


Loading charts...

Drawdown Indicators


XAW.TOHEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.32%

-31.82%

+4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-8.49%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-16.66%

-15.33%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.02%

-24.25%

+3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-0.37%

-0.58%

+0.21%

Average Drawdown

Average peak-to-trough decline

-3.91%

-4.29%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.92%

+0.10%

Volatility

XAW.TO vs. HEQT.TO - Volatility Comparison

iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) has a higher volatility of 4.21% compared to Horizons All-Equity Asset Allocation ETF (HEQT.TO) at 3.53%. This indicates that XAW.TO's price experiences larger fluctuations and is considered to be riskier than HEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XAW.TOHEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

3.53%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

9.67%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

11.96%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

15.33%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

17.16%

-2.04%

XAW.TO vs. HEQT.TO - Expense Ratio Comparison

XAW.TO has a 0.22% expense ratio, which is higher than HEQT.TO's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XAW.TO vs. HEQT.TO - Dividend Comparison

XAW.TO's dividend yield for the trailing twelve months is around 1.17%, less than HEQT.TO's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
HEQT.TO
Horizons All-Equity Asset Allocation ETF
1.61%1.70%3.22%7.85%7.31%0.48%1.40%0.22%0.00%0.00%0.00%0.00%
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF
1.17%1.33%1.61%1.71%1.79%1.77%1.49%2.02%2.29%1.92%1.80%1.83%

Frequently Asked Questions


With a correlation of 0.94, XAW.TO and HEQT.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, HEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.22% for XAW.TO.

They also come from different issuers: iShares and Horizons. Their fees differ too: 0.22% for XAW.TO and 0.20% for HEQT.TO.

Portfolio Optimizer

Find the right allocation for XAW.TO and HEQT.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer