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

Performance

XCV.TO vs. XDV.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 Canadian Select Dividend Index ETF (XDV.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 XDV.TO's 16.45% return. Over the past 10 years, XCV.TO has outperformed XDV.TO with an annualized return of 13.20%, while XDV.TO has yielded a comparatively lower 11.99% 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%

XDV.TO

1D
-0.09%
1M
4.74%
YTD
16.45%
6M
20.26%
1Y
39.82%
3Y*
23.34%
5Y*
13.46%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCV.TO vs. XDV.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%
XDV.TO
iShares Canadian Select Dividend Index ETF
16.45%29.37%21.28%8.00%-8.57%31.30%-0.38%21.30%-12.48%11.06%

Correlation

The correlation between XCV.TO and XDV.TO is 0.79, 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

0.79

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

0.78

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

0.80

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

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2006

0.77

The correlation between XCV.TO and XDV.TO has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

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Return for Risk

XCV.TO vs. XDV.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

XDV.TO
XDV.TO Risk / Return Rank: 9797
Overall Rank
XDV.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDV.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XDV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XDV.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
XDV.TO Martin Ratio Rank: 9797
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. XDV.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 Canadian Select Dividend Index ETF (XDV.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.TOXDV.TODifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

2.03

2.02

+0.01

Calmar ratioReturn relative to maximum drawdown

11.53

8.35

+3.18

Martin ratioReturn relative to average drawdown

43.47

41.42

+2.05

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

The current XCV.TO Sharpe Ratio is 4.97, which is comparable to the XDV.TO Sharpe Ratio of 5.11. The chart below compares the historical Sharpe Ratios of XCV.TO and XDV.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.TOXDV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.97

5.11

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.39

1.26

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.82

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.59

-0.05

Drawdowns

XCV.TO vs. XDV.TO - Drawdown Comparison

The maximum XCV.TO drawdown since its inception was -52.49%, which is greater than XDV.TO's maximum drawdown of -48.56%. Use the drawdown chart below to compare losses from any high point for XCV.TO and XDV.TO.


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Drawdown Indicators


XCV.TOXDV.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.49%

-48.56%

-3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-4.79%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-12.99%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

-20.52%

+2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

-39.08%

-2.10%

Current Drawdown

Current decline from peak

-0.89%

-0.18%

-0.71%

Average Drawdown

Average peak-to-trough decline

-6.67%

-6.78%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.96%

+0.06%

Volatility

XCV.TO vs. XDV.TO - Volatility Comparison

iShares Canadian Value Index ETF (XCV.TO) has a higher volatility of 3.27% compared to iShares Canadian Select Dividend Index ETF (XDV.TO) at 2.79%. This indicates that XCV.TO's price experiences larger fluctuations and is considered to be riskier than XDV.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.TOXDV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

2.79%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

6.53%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

7.83%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

10.71%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

14.63%

+0.91%

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

Both XCV.TO and XDV.TO have an expense ratio of 0.55%.


Dividends

XCV.TO vs. XDV.TO - Dividend Comparison

XCV.TO's dividend yield for the trailing twelve months is around 2.29%, less than XDV.TO's 3.36% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XDV.TO
iShares Canadian Select Dividend Index ETF
3.36%3.46%4.34%4.62%4.49%3.82%4.78%4.21%4.92%3.65%3.91%4.75%

Frequently Asked Questions


XCV.TO and XDV.TO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XCV.TO and XDV.TO have the same expense ratio: 0.55% per year.

Both ETFs track Morningstar Canada GR CAD.

Portfolio Optimizer

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