PortfoliosLab logoPortfoliosLab logo
XCV.TO vs. CRQ.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCV.TO vs. CRQ.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Value Index ETF (XCV.TO) and iShares Canadian Fundamental Index ETF (CRQ.NEO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XCV.TO achieves a 19.17% return, which is significantly higher than CRQ.NEO's 15.93% return. Both investments have delivered pretty close results over the past 10 years, with XCV.TO having a 13.20% annualized return and CRQ.NEO not far ahead at 13.44%.


XCV.TO

1D
-0.02%
1M
4.70%
YTD
19.17%
6M
19.26%
1Y
44.26%
3Y*
27.30%
5Y*
17.83%
10Y*
13.20%

CRQ.NEO

1D
-0.32%
1M
3.58%
YTD
15.93%
6M
18.90%
1Y
42.87%
3Y*
26.01%
5Y*
17.59%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCV.TO vs. CRQ.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCV.TO
iShares Canadian Value Index ETF
19.17%32.17%21.26%9.47%1.87%32.71%-2.56%18.02%-11.15%8.75%
CRQ.NEO
iShares Canadian Fundamental Index ETF
15.93%31.87%22.17%9.76%0.89%33.95%-2.73%19.66%-10.18%6.98%

Correlation

The correlation between XCV.TO and CRQ.NEO is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.75

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

0.77

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2009

0.79

The correlation between XCV.TO and CRQ.NEO shifts across timeframes, from 0.67 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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

XCV.TO vs. CRQ.NEO — Risk / Return Rank

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

XCV.TO
XCV.TO Risk / Return Rank: 9797
Overall Rank
XCV.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XCV.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
XCV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XCV.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
XCV.TO Martin Ratio Rank: 9797
Martin Ratio Rank

CRQ.NEO
CRQ.NEO Risk / Return Rank: 9696
Overall Rank
CRQ.NEO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CRQ.NEO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CRQ.NEO Omega Ratio Rank: 9898
Omega Ratio Rank
CRQ.NEO Calmar Ratio Rank: 9292
Calmar Ratio Rank
CRQ.NEO Martin Ratio Rank: 9595
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.

XCV.TO vs. CRQ.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Value Index ETF (XCV.TO) and iShares Canadian Fundamental Index ETF (CRQ.NEO). 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.


XCV.TOCRQ.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

2.03

2.00

+0.03

Calmar ratioReturn relative to maximum drawdown

11.53

6.30

+5.23

Martin ratioReturn relative to average drawdown

43.47

30.78

+12.69

XCV.TO vs. CRQ.NEO - Sharpe Ratio Comparison

The current XCV.TO Sharpe Ratio is 4.97, which is comparable to the CRQ.NEO Sharpe Ratio of 4.41. The chart below compares the historical Sharpe Ratios of XCV.TO and CRQ.NEO, 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...

Sharpe Ratios by Period


XCV.TOCRQ.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.97

4.41

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.39

1.43

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.83

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.69

-0.15

Drawdowns

XCV.TO vs. CRQ.NEO - Drawdown Comparison

The maximum XCV.TO drawdown since its inception was -52.49%, which is greater than CRQ.NEO's maximum drawdown of -41.75%. Use the drawdown chart below to compare losses from any high point for XCV.TO and CRQ.NEO.


Loading charts...

Drawdown Indicators


XCV.TOCRQ.NEODifference

Max Drawdown

Largest peak-to-trough decline

-52.49%

-41.75%

-10.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-6.84%

+2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-11.70%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

-15.82%

-2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

-41.75%

+0.57%

Current Drawdown

Current decline from peak

-0.89%

-0.32%

-0.57%

Average Drawdown

Average peak-to-trough decline

-6.67%

-5.62%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.40%

-0.38%

Volatility

XCV.TO vs. CRQ.NEO - Volatility Comparison

iShares Canadian Value Index ETF (XCV.TO) has a higher volatility of 3.27% compared to iShares Canadian Fundamental Index ETF (CRQ.NEO) at 2.99%. This indicates that XCV.TO's price experiences larger fluctuations and is considered to be riskier than CRQ.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XCV.TOCRQ.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

2.99%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

8.04%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

9.76%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

12.41%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

16.27%

-0.73%

XCV.TO vs. CRQ.NEO - Expense Ratio Comparison

XCV.TO has a 0.55% expense ratio, which is lower than CRQ.NEO's 0.72% expense ratio.


Dividends

XCV.TO vs. CRQ.NEO - Dividend Comparison

XCV.TO's dividend yield for the trailing twelve months is around 2.29%, more than CRQ.NEO's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
CRQ.NEO
iShares Canadian Fundamental Index ETF
1.90%2.18%2.72%2.97%2.90%2.17%2.98%2.71%2.46%1.91%1.89%3.09%
XCV.TO
iShares Canadian Value Index ETF
2.29%2.71%3.72%3.88%3.18%2.11%3.35%3.06%3.13%2.40%2.50%3.14%

Frequently Asked Questions


XCV.TO and CRQ.NEO have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCV.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCV.TO is cheaper with a 0.55% expense ratio, compared with 0.72% for CRQ.NEO.

XCV.TO tracks Morningstar Canada GR CAD, while CRQ.NEO tracks FTSE RAFI Canada Index. Their fees differ too: 0.55% for XCV.TO and 0.72% for CRQ.NEO.

Portfolio Optimizer

Find the right allocation for XCV.TO and CRQ.NEO

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