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

Performance

XCV.TO vs. PDC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Value Index ETF (XCV.TO) and Invesco Canadian Dividend Index ETF (PDC.TO). 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 27.71% return, which is significantly higher than PDC.TO's 25.42% return. Over the past 10 years, XCV.TO has outperformed PDC.TO with an annualized return of 13.87%, while PDC.TO has yielded a comparatively lower 11.43% annualized return.


XCV.TO

1D
-0.11%
1M
3.16%
6M
26.58%
YTD
27.71%
1Y
51.21%
3Y*
28.71%
5Y*
20.56%
10Y*
13.87%
ALL TIME*
9.77%

PDC.TO

1D
-0.32%
1M
2.24%
6M
22.87%
YTD
25.42%
1Y
38.86%
3Y*
22.41%
5Y*
14.54%
10Y*
11.43%
ALL TIME*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$73.82KCA$71.46KCA$90.55K
CA$688.25KCA$989.94KCA$973.13K

XCV.TO vs. PDC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCV.TO
iShares Canadian Value Index ETF
27.71%32.30%21.41%9.62%1.98%32.81%-2.43%18.14%-11.06%8.85%
PDC.TO
Invesco Canadian Dividend Index ETF
25.42%21.80%16.38%6.97%-4.17%30.14%-5.48%25.00%-11.85%10.27%

Correlation

The correlation between XCV.TO and PDC.TO is 0.85, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.85

Correlation (3Y)
Balances recent behavior with more history.

0.86

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.86

Correlation (10Y)
Provides a long-term view across more market conditions.

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2011

0.69

The correlation between XCV.TO and PDC.TO shifts across timeframes, from 0.69 (all time) to 0.86 (5 years), 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. PDC.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XCV.TO
XCV.TO Risk / Return Rank: 9898
Overall Rank
XCV.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XCV.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XCV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XCV.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XCV.TO Martin Ratio Rank: 9898
Martin Ratio Rank

PDC.TO
PDC.TO Risk / Return Rank: 9898
Overall Rank
PDC.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PDC.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
PDC.TO Omega Ratio Rank: 9898
Omega Ratio Rank
PDC.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
PDC.TO Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XCV.TO vs. PDC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Value Index ETF (XCV.TO) and Invesco Canadian Dividend Index ETF (PDC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XCV.TOPDC.TODifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

2.08

1.87

+0.21

Calmar ratioReturn relative to maximum drawdown

13.23

9.99

+3.24

Martin ratioReturn relative to average drawdown

49.58

36.59

+12.99

XCV.TO vs. PDC.TO - Sharpe Ratio Comparison

The current XCV.TO Sharpe Ratio is 5.41, which is comparable to the PDC.TO Sharpe Ratio of 4.44. The chart below compares the historical Sharpe Ratios of XCV.TO and PDC.TO, 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...

Drawdowns

XCV.TO vs. PDC.TO - Drawdown Comparison

The maximum XCV.TO drawdown since its inception was -52.45%, which is greater than PDC.TO's maximum drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for XCV.TO and PDC.TO.


Loading charts...

Drawdown Indicators


XCV.TOPDC.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.45%

-41.93%

-10.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.84%

-3.86%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-10.43%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-17.98%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

-41.93%

+0.75%

Current Drawdown

Current decline from peak

-0.75%

-1.06%

+0.31%

Average Drawdown

Average peak-to-trough decline

-6.56%

-4.47%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.05%

-0.03%

Volatility

XCV.TO vs. PDC.TO - Volatility Comparison

iShares Canadian Value Index ETF (XCV.TO) and Invesco Canadian Dividend Index ETF (PDC.TO) have volatilities of 2.87% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XCV.TOPDC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.78%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

6.60%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

9.39%

8.70%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.76%

10.85%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

15.28%

+0.23%

XCV.TO vs. PDC.TO - Expense Ratio Comparison

XCV.TO has a 0.55% expense ratio, which is lower than PDC.TO's 0.58% expense ratio.


Dividends

XCV.TO vs. PDC.TO - Dividend Comparison

XCV.TO's dividend yield for the trailing twelve months is around 2.17%, less than PDC.TO's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
PDC.TO
Invesco Canadian Dividend Index ETF
3.17%3.96%4.48%4.77%4.24%3.65%5.07%4.33%5.12%4.23%3.77%4.39%
XCV.TO
iShares Canadian Value Index ETF
2.17%2.78%3.84%4.00%3.28%2.18%3.46%3.16%3.23%2.49%2.57%3.26%

Frequently Asked Questions


XCV.TO and PDC.TO have a correlation of 0.85, 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 0.58% for PDC.TO.

XCV.TO is categorized as Canada Equities, while PDC.TO is Dividend. XCV.TO tracks Morningstar Canada GR CAD, while PDC.TO tracks NASDAQ Select Canadian Dividend Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.55% for XCV.TO and 0.58% for PDC.TO.

Portfolio Optimizer

Find the right allocation for XCV.TO and PDC.TO

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