PortfoliosLab logoPortfoliosLab logo
XBM.TO vs. XST.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBM.TO vs. XST.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Global Base Metals Index ETF (XBM.TO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XBM.TO achieves a 31.10% return, which is significantly higher than XST.TO's 4.80% return. Both investments have delivered pretty close results over the past 10 years, with XBM.TO having a 19.65% annualized return and XST.TO not far behind at 19.03%.


XBM.TO

1D
2.73%
1M
-1.40%
YTD
31.10%
6M
38.65%
1Y
103.40%
3Y*
26.59%
5Y*
17.84%
10Y*
19.65%

XST.TO

1D
-0.98%
1M
7.14%
YTD
4.80%
6M
5.68%
1Y
10.57%
3Y*
47.03%
5Y*
30.79%
10Y*
19.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBM.TO vs. XST.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBM.TO
iShares S&P/TSX Global Base Metals Index ETF
31.10%50.69%5.96%2.84%3.63%27.94%31.53%9.95%-22.42%32.48%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
4.80%16.38%140.92%7.25%9.63%21.31%4.28%12.92%2.53%7.95%

Correlation

The correlation between XBM.TO and XST.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

0.06

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

0.11

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.11

The correlation between XBM.TO and XST.TO shifts across timeframes, from -0.02 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.

XBM.TO vs. XST.TO - Sectors Allocation Comparison


Sectors
XBM.TO
XST.TO

Basic Materials

99.8%

-

Industrials

0.2%

-

Communication Services

-

-

Consumer Cyclical

-

25.1%

Consumer Defensive

-

74.9%

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Basic Materials

XBM.TO
99.8%
XST.TO

-

Industrials

XBM.TO
0.2%
XST.TO

-

Communication Services

XBM.TO

-

XST.TO

-

Consumer Cyclical

XBM.TO

-

XST.TO
25.1%

Consumer Defensive

XBM.TO

-

XST.TO
74.9%

Energy

XBM.TO

-

XST.TO

-

Financial Services

XBM.TO

-

XST.TO

-

Healthcare

XBM.TO

-

XST.TO

-

Real Estate

XBM.TO

-

XST.TO

-

Technology

XBM.TO

-

XST.TO

-

Utilities

XBM.TO

-

XST.TO

-

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

XBM.TO vs. XST.TO — Risk / Return Rank

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

XBM.TO
XBM.TO Risk / Return Rank: 8585
Overall Rank
XBM.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XBM.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
XBM.TO Omega Ratio Rank: 8181
Omega Ratio Rank
XBM.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
XBM.TO Martin Ratio Rank: 8787
Martin Ratio Rank

XST.TO
XST.TO Risk / Return Rank: 2222
Overall Rank
XST.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XST.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
XST.TO Omega Ratio Rank: 2121
Omega Ratio Rank
XST.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
XST.TO Martin Ratio Rank: 2222
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.

XBM.TO vs. XST.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Global Base Metals Index ETF (XBM.TO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.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.


XBM.TOXST.TODifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.42

1.13

+0.30

Calmar ratioReturn relative to maximum drawdown

4.35

1.01

+3.34

Martin ratioReturn relative to average drawdown

16.08

2.37

+13.71

XBM.TO vs. XST.TO - Sharpe Ratio Comparison

The current XBM.TO Sharpe Ratio is 2.76, which is higher than the XST.TO Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of XBM.TO and XST.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...

Drawdowns

XBM.TO vs. XST.TO - Drawdown Comparison

The maximum XBM.TO drawdown since its inception was -67.53%, which is greater than XST.TO's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for XBM.TO and XST.TO.


Loading charts...

Drawdown Indicators


XBM.TOXST.TODifference

Max Drawdown

Largest peak-to-trough decline

-67.53%

-25.42%

-42.11%

Max Drawdown (1Y)

Largest decline over 1 year

-23.88%

-10.52%

-13.36%

Max Drawdown (3Y)

Largest decline over 3 years

-37.45%

-10.86%

-26.59%

Max Drawdown (5Y)

Largest decline over 5 years

-40.57%

-10.86%

-29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-57.25%

-25.42%

-31.83%

Current Drawdown

Current decline from peak

-8.34%

-3.60%

-4.74%

Average Drawdown

Average peak-to-trough decline

-26.09%

-3.66%

-22.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.46%

4.48%

+1.98%

Volatility

XBM.TO vs. XST.TO - Volatility Comparison

iShares S&P/TSX Global Base Metals Index ETF (XBM.TO) has a higher volatility of 17.03% compared to iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) at 4.89%. This indicates that XBM.TO's price experiences larger fluctuations and is considered to be riskier than XST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XBM.TOXST.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.03%

4.89%

+12.14%

Volatility (6M)

Calculated over the trailing 6-month period

32.15%

12.47%

+19.68%

Volatility (1Y)

Calculated over the trailing 1-year period

37.63%

16.38%

+21.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.55%

47.19%

-13.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.88%

35.42%

-2.54%

XBM.TO vs. XST.TO - Expense Ratio Comparison

XBM.TO has a 0.60% expense ratio, which is lower than XST.TO's 0.61% expense ratio.


Dividends

XBM.TO vs. XST.TO - Dividend Comparison

XBM.TO's dividend yield for the trailing twelve months is around 0.65%, less than XST.TO's 0.66% yield.


PositionTTM20252024202320222021202020192018201720162015
XBM.TO
iShares S&P/TSX Global Base Metals Index ETF
0.65%0.86%1.25%2.09%4.78%3.05%1.81%3.73%3.38%1.65%2.41%5.75%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
0.66%0.68%0.87%1.57%1.48%1.37%1.48%1.46%1.62%1.80%1.03%1.24%

Frequently Asked Questions


XBM.TO and XST.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.

On fees, XBM.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBM.TO is cheaper with a 0.60% expense ratio, compared with 0.61% for XST.TO.

XBM.TO is categorized as Energy Equities, while XST.TO is Consumer Staples Equities. XBM.TO tracks Morningstar Can Natural Resource NR CAD, while XST.TO tracks Morningstar Gbl GR CAD. Their fees differ too: 0.60% for XBM.TO and 0.61% for XST.TO.

Portfolio Optimizer

Find the right allocation for XBM.TO and XST.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