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

Performance

XCV.TO vs. DGRO - 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 Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XCV.TO is traded in CAD, while DGRO is traded in USD. To make them comparable, the DGRO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCV.TO achieves a 19.17% return, which is significantly higher than DGRO's 10.15% return. Over the past 10 years, XCV.TO has underperformed DGRO with an annualized return of 13.20%, while DGRO has yielded a comparatively higher 14.12% annualized return.


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%

DGRO

1D
0.13%
1M
5.20%
YTD
10.15%
6M
8.33%
1Y
24.12%
3Y*
18.35%
5Y*
13.70%
10Y*
14.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCV.TO vs. DGRO - 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%
DGRO
iShares Core Dividend Growth ETF
10.15%10.39%26.64%8.03%-1.35%25.50%7.65%23.48%5.90%15.17%

Correlation

The correlation between XCV.TO and DGRO is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.50

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

0.46

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.40

The correlation between XCV.TO and DGRO shifts across timeframes, from 0.40 (all time) to 0.50 (1 year), 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. DGRO — 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

DGRO
DGRO Risk / Return Rank: 7171
Overall Rank
DGRO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 7676
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7070
Omega Ratio Rank
DGRO Calmar Ratio Rank: 6969
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7171
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. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Value Index ETF (XCV.TO) and iShares Core Dividend Growth ETF (DGRO). 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.TODGRODifference
Sharpe ratioReturn per unit of total volatility

+2.46

Sortino ratioReturn per unit of downside risk

+3.03

Omega ratioGain probability vs. loss probability

2.03

1.45

+0.58

Calmar ratioReturn relative to maximum drawdown

11.53

4.04

+7.49

Martin ratioReturn relative to average drawdown

43.47

16.09

+27.37

XCV.TO vs. DGRO - Sharpe Ratio Comparison

The current XCV.TO Sharpe Ratio is 4.97, which is higher than the DGRO Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of XCV.TO and DGRO, 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.TODGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.97

2.50

+2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.39

1.14

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.94

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.00

-0.46

Drawdowns

XCV.TO vs. DGRO - Drawdown Comparison

The maximum XCV.TO drawdown since its inception was -52.49%, which is greater than DGRO's maximum drawdown of -29.01%. Use the drawdown chart below to compare losses from any high point for XCV.TO and DGRO.


Loading charts...

Drawdown Indicators


XCV.TODGRODifference

Max Drawdown

Largest peak-to-trough decline

-52.49%

-29.01%

-23.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-5.99%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-14.61%

+4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

-15.75%

-2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

-29.01%

-12.17%

Current Drawdown

Current decline from peak

-0.89%

0.00%

-0.89%

Average Drawdown

Average peak-to-trough decline

-6.67%

-2.82%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.50%

-0.48%

Volatility

XCV.TO vs. DGRO - Volatility Comparison

iShares Canadian Value Index ETF (XCV.TO) has a higher volatility of 3.27% compared to iShares Core Dividend Growth ETF (DGRO) at 2.29%. This indicates that XCV.TO's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XCV.TODGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

2.29%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

7.34%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

9.70%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

12.03%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

15.04%

+0.50%

XCV.TO vs. DGRO - Expense Ratio Comparison

XCV.TO has a 0.55% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Dividends

XCV.TO vs. DGRO - Dividend Comparison

XCV.TO's dividend yield for the trailing twelve months is around 2.29%, more than DGRO's 1.96% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
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 DGRO have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.55% for XCV.TO.

XCV.TO is categorized as Canada Equities, while DGRO is Large Cap Growth Equities. XCV.TO tracks Morningstar Canada GR CAD, while DGRO tracks Morningstar US Dividend Growth Index. Their fees differ too: 0.55% for XCV.TO and 0.08% for DGRO.

Portfolio Optimizer

Find the right allocation for XCV.TO and DGRO

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