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XCH.TO vs. XGRO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCH.TO vs. XGRO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares China Index ETF (XCH.TO) and iShares Core Growth ETF Portfolio (XGRO.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, XCH.TO achieves a -6.01% return, which is significantly lower than XGRO.TO's 10.38% return. Over the past 10 years, XCH.TO has underperformed XGRO.TO with an annualized return of 3.34%, while XGRO.TO has yielded a comparatively higher 10.20% annualized return.


XCH.TO

1D
-1.76%
1M
-0.68%
YTD
-6.01%
6M
-8.84%
1Y
2.81%
3Y*
12.55%
5Y*
-0.79%
10Y*
3.34%

XGRO.TO

1D
-0.18%
1M
5.42%
YTD
10.38%
6M
8.74%
1Y
23.44%
3Y*
17.87%
5Y*
10.83%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCH.TO vs. XGRO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCH.TO
iShares China Index ETF
-6.01%22.48%39.50%-14.76%-15.40%-20.56%7.17%8.11%-6.28%27.28%
XGRO.TO
iShares Core Growth ETF Portfolio
10.38%15.59%19.53%15.01%-11.08%14.29%11.51%17.97%-6.73%11.61%

Correlation

The correlation between XCH.TO and XGRO.TO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.41

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

0.39

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2010

0.44

XCH.TO vs. XGRO.TO - Sectors Allocation Comparison


Sectors
XCH.TO
XGRO.TO

Financial Services

34.5%
20.3%

Consumer Cyclical

25.8%
6.3%

Communication Services

12.2%
6.8%

Technology

9.2%
25.8%

Energy

5.2%
7.2%

Basic Materials

3.9%
5.6%

Industrials

3.9%
7.3%

Healthcare

2.2%
5.1%

Real Estate

1.1%
0.4%

Consumer Defensive

0.8%
3.8%

Utilities

0.4%
1.5%

Financial Services

XCH.TO
34.5%
XGRO.TO
20.3%

Consumer Cyclical

XCH.TO
25.8%
XGRO.TO
6.3%

Communication Services

XCH.TO
12.2%
XGRO.TO
6.8%

Technology

XCH.TO
9.2%
XGRO.TO
25.8%

Energy

XCH.TO
5.2%
XGRO.TO
7.2%

Basic Materials

XCH.TO
3.9%
XGRO.TO
5.6%

Industrials

XCH.TO
3.9%
XGRO.TO
7.3%

Healthcare

XCH.TO
2.2%
XGRO.TO
5.1%

Real Estate

XCH.TO
1.1%
XGRO.TO
0.4%

Consumer Defensive

XCH.TO
0.8%
XGRO.TO
3.8%

Utilities

XCH.TO
0.4%
XGRO.TO
1.5%

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Return for Risk

XCH.TO vs. XGRO.TO — Risk / Return Rank

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

XCH.TO
XCH.TO Risk / Return Rank: 1010
Overall Rank
XCH.TO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XCH.TO Sortino Ratio Rank: 1010
Sortino Ratio Rank
XCH.TO Omega Ratio Rank: 1010
Omega Ratio Rank
XCH.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
XCH.TO Martin Ratio Rank: 1010
Martin Ratio Rank

XGRO.TO
XGRO.TO Risk / Return Rank: 6767
Overall Rank
XGRO.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XGRO.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
XGRO.TO Omega Ratio Rank: 6767
Omega Ratio Rank
XGRO.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
XGRO.TO Martin Ratio Rank: 7575
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.

XCH.TO vs. XGRO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Index ETF (XCH.TO) and iShares Core Growth ETF Portfolio (XGRO.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.


XCH.TOXGRO.TODifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.74

Omega ratioGain probability vs. loss probability

1.04

1.41

-0.37

Calmar ratioReturn relative to maximum drawdown

0.17

3.30

-3.13

Martin ratioReturn relative to average drawdown

0.35

14.67

-14.33

XCH.TO vs. XGRO.TO - Sharpe Ratio Comparison

The current XCH.TO Sharpe Ratio is 0.15, which is lower than the XGRO.TO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of XCH.TO and XGRO.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


XCH.TOXGRO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

2.18

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.99

-1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.84

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.35

-0.22

Drawdowns

XCH.TO vs. XGRO.TO - Drawdown Comparison

The maximum XCH.TO drawdown since its inception was -58.02%, which is greater than XGRO.TO's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for XCH.TO and XGRO.TO.


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Drawdown Indicators


XCH.TOXGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.02%

-47.97%

-10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-7.12%

-9.39%

Max Drawdown (3Y)

Largest decline over 3 years

-27.28%

-12.47%

-14.81%

Max Drawdown (5Y)

Largest decline over 5 years

-50.32%

-18.40%

-31.92%

Max Drawdown (10Y)

Largest decline over 10 years

-58.02%

-25.85%

-32.17%

Current Drawdown

Current decline from peak

-21.53%

-0.18%

-21.35%

Average Drawdown

Average peak-to-trough decline

-20.41%

-8.49%

-11.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

1.60%

+6.55%

Volatility

XCH.TO vs. XGRO.TO - Volatility Comparison

iShares China Index ETF (XCH.TO) has a higher volatility of 6.91% compared to iShares Core Growth ETF Portfolio (XGRO.TO) at 3.43%. This indicates that XCH.TO's price experiences larger fluctuations and is considered to be riskier than XGRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCH.TOXGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

3.43%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

9.19%

+4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.20%

10.78%

+8.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.81%

11.05%

+18.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.73%

12.26%

+13.47%

XCH.TO vs. XGRO.TO - Expense Ratio Comparison

XCH.TO has a 0.87% expense ratio, which is higher than XGRO.TO's 0.20% expense ratio.


Dividends

XCH.TO vs. XGRO.TO - Dividend Comparison

XCH.TO's dividend yield for the trailing twelve months is around 2.25%, more than XGRO.TO's 1.76% yield.


PositionTTM20252024202320222021202020192018201720162015
XCH.TO
iShares China Index ETF
2.25%2.11%1.54%2.86%2.35%1.50%2.17%2.50%2.45%2.41%2.21%2.58%
XGRO.TO
iShares Core Growth ETF Portfolio
1.76%1.92%1.98%2.22%1.86%1.66%1.94%2.21%7.42%2.04%2.65%2.15%

Frequently Asked Questions


XCH.TO and XGRO.TO have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XGRO.TO is cheaper with a 0.20% expense ratio, compared with 0.87% for XCH.TO.

XCH.TO is categorized as China Equities, while XGRO.TO is Diversified Portfolio. Their fees differ too: 0.87% for XCH.TO and 0.20% for XGRO.TO.

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