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

Performance

XCV.TO vs. XAW.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 iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO). 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 XAW.TO's 13.70% return. Both investments have delivered pretty close results over the past 10 years, with XCV.TO having a 13.20% annualized return and XAW.TO not far ahead at 13.22%.


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%

XAW.TO

1D
-0.37%
1M
7.13%
YTD
13.70%
6M
12.70%
1Y
30.51%
3Y*
21.73%
5Y*
13.96%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCV.TO vs. XAW.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%
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF
13.70%15.87%26.31%18.45%-11.84%18.38%12.37%19.82%-2.28%16.10%

Correlation

The correlation between XCV.TO and XAW.TO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.50

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

0.52

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

0.50

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.49

The correlation between XCV.TO and XAW.TO has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.

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Return for Risk

XCV.TO vs. XAW.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

XAW.TO
XAW.TO Risk / Return Rank: 7676
Overall Rank
XAW.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XAW.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
XAW.TO Omega Ratio Rank: 7878
Omega Ratio Rank
XAW.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
XAW.TO Martin Ratio Rank: 7777
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. XAW.TO - 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 MSCI All Country World ex Canada Index ETF (XAW.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.TOXAW.TODifference
Sharpe ratioReturn per unit of total volatility

+2.46

Sortino ratioReturn per unit of downside risk

+3.13

Omega ratioGain probability vs. loss probability

2.03

1.48

+0.55

Calmar ratioReturn relative to maximum drawdown

11.53

3.76

+7.77

Martin ratioReturn relative to average drawdown

43.47

15.15

+28.31

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

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

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

1.04

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.88

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.78

-0.24

Drawdowns

XCV.TO vs. XAW.TO - Drawdown Comparison

The maximum XCV.TO drawdown since its inception was -52.49%, which is greater than XAW.TO's maximum drawdown of -27.32%. Use the drawdown chart below to compare losses from any high point for XCV.TO and XAW.TO.


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Drawdown Indicators


XCV.TOXAW.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.49%

-27.32%

-25.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-8.16%

+4.30%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-16.66%

+6.95%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

-21.02%

+2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

-27.32%

-13.86%

Current Drawdown

Current decline from peak

-0.89%

-0.37%

-0.52%

Average Drawdown

Average peak-to-trough decline

-6.67%

-3.91%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.02%

-1.00%

Volatility

XCV.TO vs. XAW.TO - Volatility Comparison

The current volatility for iShares Canadian Value Index ETF (XCV.TO) is 3.27%, while iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) has a volatility of 4.21%. This indicates that XCV.TO experiences smaller price fluctuations and is considered to be less risky than XAW.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.TOXAW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

4.21%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

9.85%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

12.25%

-3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

13.56%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

15.12%

+0.42%

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

XCV.TO has a 0.55% expense ratio, which is higher than XAW.TO's 0.22% expense ratio.


Dividends

XCV.TO vs. XAW.TO - Dividend Comparison

XCV.TO's dividend yield for the trailing twelve months is around 2.29%, more than XAW.TO's 1.17% yield.


PositionTTM20252024202320222021202020192018201720162015
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF
1.17%1.33%1.61%1.71%1.79%1.77%1.49%2.02%2.29%1.92%1.80%1.83%
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 XAW.TO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XAW.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAW.TO is cheaper with a 0.22% expense ratio, compared with 0.55% for XCV.TO.

XCV.TO is categorized as Canada Equities, while XAW.TO is Global Equities. XCV.TO tracks Morningstar Canada GR CAD, while XAW.TO tracks Morningstar Gbl GR CAD. Their fees differ too: 0.55% for XCV.TO and 0.22% for XAW.TO.

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