XCV.TO vs. META.NEO
XCV.TO (iShares Canadian Value Index ETF) is Canada Equities fund tracking the Morningstar Canada GR CAD, while META.NEO (Meta Platforms Inc. CDR) is a stock. Over the past 3 years, XCV.TO returned 27.30%/yr vs 29.38%/yr for META.NEO. At a 0.27 correlation, their price movements are largely independent.
Performance
XCV.TO vs. META.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, XCV.TO achieves a 19.17% return, which is significantly higher than META.NEO's -6.69% 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%
META.NEO
- 1D
- 3.95%
- 1M
- 1.44%
- YTD
- -6.69%
- 6M
- -3.99%
- 1Y
- -9.00%
- 3Y*
- 29.38%
- 5Y*
- —
- 10Y*
- —
XCV.TO vs. META.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XCV.TO iShares Canadian Value Index ETF | 19.17% | 32.17% | 21.26% | 9.47% | 1.87% | 7.35% |
META.NEO Meta Platforms Inc. CDR | -6.69% | 10.12% | 63.82% | 188.42% | -64.96% | 0.82% |
Correlation
The correlation between XCV.TO and META.NEO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2021 | 0.27 |
The correlation between XCV.TO and META.NEO shifts across timeframes, from 0.14 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XCV.TO vs. META.NEO — Risk / Return Rank
XCV.TO
META.NEO
XCV.TO vs. META.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Value Index ETF (XCV.TO) and Meta Platforms Inc. CDR (META.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.TO | META.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.22 | ||
| Sortino ratioReturn per unit of downside risk | +6.76 | ||
| Omega ratioGain probability vs. loss probability | 2.03 | 0.98 | +1.05 |
| Calmar ratioReturn relative to maximum drawdown | 11.53 | -0.26 | +11.79 |
| Martin ratioReturn relative to average drawdown | 43.47 | -0.55 | +44.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XCV.TO | META.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.97 | -0.26 | +5.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.39 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.27 | +0.26 |
Drawdowns
XCV.TO vs. META.NEO - Drawdown Comparison
The maximum XCV.TO drawdown since its inception was -52.49%, smaller than the maximum META.NEO drawdown of -74.98%. Use the drawdown chart below to compare losses from any high point for XCV.TO and META.NEO.
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Drawdown Indicators
| XCV.TO | META.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.49% | -74.98% | +22.49% |
Max Drawdown (1Y)Largest decline over 1 year | -3.86% | -34.30% | +30.44% |
Max Drawdown (3Y)Largest decline over 3 years | -9.71% | -34.30% | +24.59% |
Max Drawdown (5Y)Largest decline over 5 years | -18.08% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.18% | — | — |
Current DrawdownCurrent decline from peak | -0.89% | -22.83% | +21.94% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -21.66% | +14.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 16.42% | -15.40% |
Volatility
XCV.TO vs. META.NEO - Volatility Comparison
The current volatility for iShares Canadian Value Index ETF (XCV.TO) is 3.27%, while Meta Platforms Inc. CDR (META.NEO) has a volatility of 9.02%. This indicates that XCV.TO experiences smaller price fluctuations and is considered to be less risky than META.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCV.TO | META.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 9.02% | -5.75% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 26.59% | -18.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.96% | 35.02% | -26.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.87% | 44.98% | -32.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 44.98% | -29.44% |
Dividends
XCV.TO vs. META.NEO - Dividend Comparison
XCV.TO's dividend yield for the trailing twelve months is around 2.29%, more than META.NEO's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
META.NEO Meta Platforms Inc. CDR | 0.47% | 0.45% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 META.NEO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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