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XCV.TO vs. META.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCV.TO vs. META.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 Meta Platforms Inc. CDR (META.NEO). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
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

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

META.NEO
META.NEO Risk / Return Rank: 3030
Overall Rank
META.NEO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
META.NEO Sortino Ratio Rank: 2828
Sortino Ratio Rank
META.NEO Omega Ratio Rank: 2727
Omega Ratio Rank
META.NEO Calmar Ratio Rank: 3333
Calmar Ratio Rank
META.NEO Martin Ratio Rank: 3131
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. 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.TOMETA.NEODifference
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

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

The current XCV.TO Sharpe Ratio is 4.97, which is higher than the META.NEO Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of XCV.TO and META.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.


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Sharpe Ratios by Period


XCV.TOMETA.NEODifference

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.TOMETA.NEODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.89%

-22.83%

+21.94%

Average Drawdown

Average peak-to-trough decline

-6.67%

-21.66%

+14.99%

Ulcer Index

Depth 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.TOMETA.NEODifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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