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XCV.TO vs. WXM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCV.TO vs. WXM.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 CI Morningstar Canada Momentum Index ETF (WXM.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XCV.TO having a 19.17% return and WXM.TO slightly lower at 18.83%. Over the past 10 years, XCV.TO has underperformed WXM.TO with an annualized return of 13.20%, while WXM.TO has yielded a comparatively higher 15.24% 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%

WXM.TO

1D
-0.33%
1M
4.70%
YTD
18.83%
6M
22.68%
1Y
46.31%
3Y*
29.82%
5Y*
18.57%
10Y*
15.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCV.TO vs. WXM.TO - 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%
WXM.TO
CI Morningstar Canada Momentum Index ETF
18.83%38.16%33.93%3.35%-0.42%20.98%4.61%31.48%-4.88%10.06%

Correlation

The correlation between XCV.TO and WXM.TO is 0.51, 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

0.51

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

0.61

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

0.69

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

0.61

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2012

0.58

The correlation between XCV.TO and WXM.TO shifts across timeframes, from 0.51 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XCV.TO vs. WXM.TO — 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

WXM.TO
WXM.TO Risk / Return Rank: 8888
Overall Rank
WXM.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WXM.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
WXM.TO Omega Ratio Rank: 8787
Omega Ratio Rank
WXM.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
WXM.TO Martin Ratio Rank: 9191
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. WXM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Value Index ETF (XCV.TO) and CI Morningstar Canada Momentum Index ETF (WXM.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.


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

+1.87

Sortino ratioReturn per unit of downside risk

+2.62

Omega ratioGain probability vs. loss probability

2.03

1.55

+0.48

Calmar ratioReturn relative to maximum drawdown

11.53

4.90

+6.63

Martin ratioReturn relative to average drawdown

43.47

21.82

+21.64

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

The current XCV.TO Sharpe Ratio is 4.97, which is higher than the WXM.TO Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of XCV.TO and WXM.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.


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Sharpe Ratios by Period


XCV.TOWXM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.97

3.10

+1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.39

1.18

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.91

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.91

-0.37

Drawdowns

XCV.TO vs. WXM.TO - Drawdown Comparison

The maximum XCV.TO drawdown since its inception was -52.49%, which is greater than WXM.TO's maximum drawdown of -40.45%. Use the drawdown chart below to compare losses from any high point for XCV.TO and WXM.TO.


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Drawdown Indicators


XCV.TOWXM.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.49%

-40.45%

-12.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-9.49%

+5.63%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-12.13%

+2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

-15.87%

-2.21%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

-40.45%

-0.73%

Current Drawdown

Current decline from peak

-0.89%

-0.33%

-0.56%

Average Drawdown

Average peak-to-trough decline

-6.67%

-4.48%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.13%

-1.11%

Volatility

XCV.TO vs. WXM.TO - Volatility Comparison

The current volatility for iShares Canadian Value Index ETF (XCV.TO) is 3.27%, while CI Morningstar Canada Momentum Index ETF (WXM.TO) has a volatility of 4.06%. This indicates that XCV.TO experiences smaller price fluctuations and is considered to be less risky than WXM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCV.TOWXM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

4.06%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

11.86%

-4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

15.02%

-6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

15.85%

-2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

16.78%

-1.24%

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

XCV.TO has a 0.55% expense ratio, which is lower than WXM.TO's 0.65% expense ratio.


Dividends

XCV.TO vs. WXM.TO - Dividend Comparison

XCV.TO's dividend yield for the trailing twelve months is around 2.29%, more than WXM.TO's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
WXM.TO
CI Morningstar Canada Momentum Index ETF
1.15%1.25%1.27%1.38%2.25%1.04%0.78%0.94%1.44%1.38%1.58%1.51%
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 WXM.TO have a correlation of 0.51, 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 0.65% for WXM.TO.

XCV.TO is categorized as Canada Equities, while WXM.TO is Momentum. XCV.TO tracks Morningstar Canada GR CAD, while WXM.TO tracks Morningstar Canada Target Momentum Index. They also come from different issuers: iShares and CI Global Asset Management. Their fees differ too: 0.55% for XCV.TO and 0.65% for WXM.TO.

Portfolio Optimizer

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