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XAW.TO vs. TEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAW.TO vs. TEQT.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 TD All-Equity ETF Portfolio (TEQT.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, XAW.TO achieves a 13.70% return, which is significantly higher than TEQT.TO's 11.59% return.


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%

TEQT.TO

1D
-0.45%
1M
5.99%
YTD
11.59%
6M
11.36%
1Y
29.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between XAW.TO and TEQT.TO is 0.93, 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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2025

0.92

The correlation between XAW.TO and TEQT.TO has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

XAW.TO vs. TEQT.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

TEQT.TO
TEQT.TO Risk / Return Rank: 8181
Overall Rank
TEQT.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TEQT.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
TEQT.TO Omega Ratio Rank: 8383
Omega Ratio Rank
TEQT.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
TEQT.TO Martin Ratio Rank: 8080
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. TEQT.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 TD All-Equity ETF Portfolio (TEQT.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.TOTEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.48

1.51

-0.03

Calmar ratioReturn relative to maximum drawdown

3.76

3.93

-0.17

Martin ratioReturn relative to average drawdown

15.15

16.17

-1.02

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

The current XAW.TO Sharpe Ratio is 2.50, which is comparable to the TEQT.TO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of XAW.TO and TEQT.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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Sharpe Ratios by Period


XAW.TOTEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.70

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

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

2.99

-2.20

Drawdowns

XAW.TO vs. TEQT.TO - Drawdown Comparison

The maximum XAW.TO drawdown since its inception was -27.32%, which is greater than TEQT.TO's maximum drawdown of -7.62%. Use the drawdown chart below to compare losses from any high point for XAW.TO and TEQT.TO.


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Drawdown Indicators


XAW.TOTEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.32%

-7.62%

-19.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-7.62%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-16.66%

Max Drawdown (5Y)

Largest decline over 5 years

-21.02%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-0.37%

-0.45%

+0.08%

Average Drawdown

Average peak-to-trough decline

-3.91%

-1.00%

-2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.85%

+0.17%

Volatility

XAW.TO vs. TEQT.TO - Volatility Comparison

iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) has a higher volatility of 4.21% compared to TD All-Equity ETF Portfolio (TEQT.TO) at 3.03%. This indicates that XAW.TO's price experiences larger fluctuations and is considered to be riskier than TEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAW.TOTEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

3.03%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

8.80%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

11.10%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

12.18%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

12.18%

+2.94%

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

XAW.TO has a 0.22% expense ratio, which is higher than TEQT.TO's 0.17% 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. TEQT.TO - Dividend Comparison

XAW.TO's dividend yield for the trailing twelve months is around 1.17%, less than TEQT.TO's 1.31% yield.


PositionTTM20252024202320222021202020192018201720162015
TEQT.TO
TD All-Equity ETF Portfolio
1.31%1.14%0.00%0.00%0.00%0.00%0.00%0.00%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 0.93, XAW.TO and TEQT.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, TEQT.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TEQT.TO is cheaper with a 0.17% expense ratio, compared with 0.22% for XAW.TO.

XAW.TO tracks Morningstar Gbl GR CAD, while TEQT.TO tracks 25% Solactive Canada Broad Market Index (C$, Net Total Return); 55% Solactive US Large Cap CAD Index (C$, Net Total Return); 20% Solactive GBS Developed Markets ex. North America Large & Mid Cap CAD Index (C$, Net Total Return). They also come from different issuers: iShares and TD. Their fees differ too: 0.22% for XAW.TO and 0.17% for TEQT.TO.

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