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XBAL.TO vs. XEG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBAL.TO vs. XEG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Balanced ETF Portfolio (XBAL.TO) and iShares S&P/TSX Capped Energy Index ETF (XEG.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, XBAL.TO achieves a 7.66% return, which is significantly lower than XEG.TO's 38.19% return. Over the past 10 years, XBAL.TO has underperformed XEG.TO with an annualized return of 7.39%, while XEG.TO has yielded a comparatively higher 11.04% annualized return.


XBAL.TO

1D
-0.20%
1M
-3.15%
6M
4.86%
YTD
7.66%
1Y
14.76%
3Y*
13.46%
5Y*
7.56%
10Y*
7.39%
ALL TIME*
6.58%

XEG.TO

1D
0.34%
1M
7.34%
6M
30.45%
YTD
38.19%
1Y
57.58%
3Y*
24.44%
5Y*
30.86%
10Y*
11.04%
ALL TIME*
4.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBAL.TO vs. XEG.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBAL.TO
iShares Core Balanced ETF Portfolio
7.66%11.90%15.80%13.05%-11.16%10.16%10.73%15.34%-2.73%5.55%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
38.19%16.72%14.04%3.55%53.25%83.71%-34.44%9.04%-27.05%-11.17%

Correlation

The correlation between XBAL.TO and XEG.TO is -0.11, 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

-0.11

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

0.12

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

0.21

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2007

0.30

The correlation between XBAL.TO and XEG.TO shifts across timeframes, from -0.11 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XBAL.TO vs. XEG.TO — Risk / Return Rank

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

XBAL.TO
XBAL.TO Risk / Return Rank: 6767
Overall Rank
XBAL.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XBAL.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
XBAL.TO Omega Ratio Rank: 6868
Omega Ratio Rank
XBAL.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
XBAL.TO Martin Ratio Rank: 7070
Martin Ratio Rank

XEG.TO
XEG.TO Risk / Return Rank: 8585
Overall Rank
XEG.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XEG.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
XEG.TO Omega Ratio Rank: 8585
Omega Ratio Rank
XEG.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
XEG.TO Martin Ratio Rank: 7878
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.

XBAL.TO vs. XEG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Balanced ETF Portfolio (XBAL.TO) and iShares S&P/TSX Capped Energy Index ETF (XEG.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.


XBAL.TOXEG.TODifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.30

1.39

-0.09

Calmar ratioReturn relative to maximum drawdown

2.44

3.51

-1.07

Martin ratioReturn relative to average drawdown

9.35

10.68

-1.33

XBAL.TO vs. XEG.TO - Sharpe Ratio Comparison

The current XBAL.TO Sharpe Ratio is 1.61, which is lower than the XEG.TO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of XBAL.TO and XEG.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

XBAL.TO vs. XEG.TO - Drawdown Comparison

The maximum XBAL.TO drawdown since its inception was -28.55%, smaller than the maximum XEG.TO drawdown of -87.51%. Use the drawdown chart below to compare losses from any high point for XBAL.TO and XEG.TO.


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Drawdown Indicators


XBAL.TOXEG.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-87.51%

+58.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-16.47%

+10.41%

Max Drawdown (3Y)

Largest decline over 3 years

-9.34%

-25.67%

+16.33%

Max Drawdown (5Y)

Largest decline over 5 years

-17.10%

-28.42%

+11.32%

Max Drawdown (10Y)

Largest decline over 10 years

-20.93%

-79.66%

+58.73%

Current Drawdown

Current decline from peak

-3.15%

-8.10%

+4.95%

Average Drawdown

Average peak-to-trough decline

-3.35%

-34.53%

+31.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

5.41%

-3.83%

Volatility

XBAL.TO vs. XEG.TO - Volatility Comparison

The current volatility for iShares Core Balanced ETF Portfolio (XBAL.TO) is 3.28%, while iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a volatility of 7.36%. This indicates that XBAL.TO experiences smaller price fluctuations and is considered to be less risky than XEG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBAL.TOXEG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

7.36%

-4.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.90%

19.84%

-11.94%

Volatility (1Y)

Calculated over the trailing 1-year period

9.22%

23.99%

-14.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.96%

28.58%

-19.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.80%

33.42%

-23.62%

XBAL.TO vs. XEG.TO - Expense Ratio Comparison

XBAL.TO has a 0.20% expense ratio, which is lower than XEG.TO's 0.60% expense ratio.


Dividends

XBAL.TO vs. XEG.TO - Dividend Comparison

XBAL.TO's dividend yield for the trailing twelve months is around 2.23%, less than XEG.TO's 2.67% yield.


PositionTTM20252024202320222021202020192018201720162015
XBAL.TO
iShares Core Balanced ETF Portfolio
2.23%2.27%2.72%2.43%2.12%1.78%2.04%2.31%3.47%3.00%3.72%3.38%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
2.67%3.63%3.46%4.26%3.31%1.64%2.96%2.70%2.25%1.41%1.40%3.58%

Frequently Asked Questions


XBAL.TO and XEG.TO have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XBAL.TO is cheaper with a 0.20% expense ratio, compared with 0.60% for XEG.TO.

XBAL.TO is categorized as Diversified Portfolio, while XEG.TO is Energy Equities. Their fees differ too: 0.20% for XBAL.TO and 0.60% for XEG.TO.

Portfolio Optimizer

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