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XCNS.TO vs. XTR.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCNS.TO vs. XTR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) and iShares Diversified Monthly Income ETF (XTR.TO). The values are adjusted to include any dividend payments, if applicable.

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XCNS.TO vs. XTR.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XCNS.TO
iShares Core Conservative Balanced ETF Portfolio
0.28%9.44%11.73%10.66%-11.25%5.93%10.28%3.45%
XTR.TO
iShares Diversified Monthly Income ETF
2.91%5.04%12.59%4.85%-4.61%10.02%2.26%4.07%

Returns By Period

In the year-to-date period, XCNS.TO achieves a 0.28% return, which is significantly lower than XTR.TO's 2.91% return.


XCNS.TO

1D
1.49%
1M
-2.82%
YTD
0.28%
6M
0.46%
1Y
8.57%
3Y*
9.16%
5Y*
4.95%
10Y*

XTR.TO

1D
0.59%
1M
-1.56%
YTD
2.91%
6M
0.80%
1Y
4.31%
3Y*
7.99%
5Y*
5.12%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCNS.TO vs. XTR.TO - Expense Ratio Comparison

XCNS.TO has a 0.20% expense ratio, which is lower than XTR.TO's 0.61% expense ratio.


Return for Risk

XCNS.TO vs. XTR.TO — Risk / Return Rank

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

XCNS.TO
XCNS.TO Risk / Return Rank: 6565
Overall Rank
XCNS.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XCNS.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
XCNS.TO Omega Ratio Rank: 6565
Omega Ratio Rank
XCNS.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
XCNS.TO Martin Ratio Rank: 6262
Martin Ratio Rank

XTR.TO
XTR.TO Risk / Return Rank: 3333
Overall Rank
XTR.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XTR.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
XTR.TO Omega Ratio Rank: 3535
Omega Ratio Rank
XTR.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
XTR.TO Martin Ratio Rank: 3333
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.

XCNS.TO vs. XTR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) and iShares Diversified Monthly Income ETF (XTR.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.


XCNS.TOXTR.TODifference

Sharpe ratio

Return per unit of total volatility

1.14

0.61

+0.53

Sortino ratio

Return per unit of downside risk

1.56

0.79

+0.76

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

1.58

0.86

+0.72

Martin ratio

Return relative to average drawdown

5.83

2.88

+2.96

XCNS.TO vs. XTR.TO - Sharpe Ratio Comparison

The current XCNS.TO Sharpe Ratio is 1.14, which is higher than the XTR.TO Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of XCNS.TO and XTR.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XCNS.TOXTR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.61

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.81

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.37

+0.41

Correlation

The correlation between XCNS.TO and XTR.TO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XCNS.TO vs. XTR.TO - Dividend Comparison

XCNS.TO's dividend yield for the trailing twelve months is around 2.63%, less than XTR.TO's 4.03% yield.


TTM20252024202320222021202020192018201720162015
XCNS.TO
iShares Core Conservative Balanced ETF Portfolio
2.63%2.55%2.58%2.49%2.26%1.81%2.15%0.92%0.00%0.00%0.00%0.00%
XTR.TO
iShares Diversified Monthly Income ETF
4.03%4.10%4.14%4.46%4.47%4.08%5.39%5.21%5.57%5.08%5.14%6.59%

Drawdowns

XCNS.TO vs. XTR.TO - Drawdown Comparison

The maximum XCNS.TO drawdown since its inception was -16.96%, smaller than the maximum XTR.TO drawdown of -51.58%. Use the drawdown chart below to compare losses from any high point for XCNS.TO and XTR.TO.


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Drawdown Indicators


XCNS.TOXTR.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.96%

-51.58%

+34.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.60%

-5.90%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-9.87%

-6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-25.93%

Current Drawdown

Current decline from peak

-3.00%

-1.56%

-1.44%

Average Drawdown

Average peak-to-trough decline

-3.56%

-5.12%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.78%

-0.26%

Volatility

XCNS.TO vs. XTR.TO - Volatility Comparison

iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) has a higher volatility of 3.47% compared to iShares Diversified Monthly Income ETF (XTR.TO) at 2.25%. This indicates that XCNS.TO's price experiences larger fluctuations and is considered to be riskier than XTR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCNS.TOXTR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

2.25%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

5.06%

4.72%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

7.55%

7.12%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.72%

6.38%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

8.37%

-0.80%