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

Performance

XCV.TO vs. XGRO.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 Growth ETF Portfolio (XGRO.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 XGRO.TO's 10.38% return. Over the past 10 years, XCV.TO has outperformed XGRO.TO with an annualized return of 13.20%, while XGRO.TO has yielded a comparatively lower 10.20% 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%

XGRO.TO

1D
-0.18%
1M
5.42%
YTD
10.38%
6M
8.74%
1Y
23.44%
3Y*
17.87%
5Y*
10.83%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCV.TO vs. XGRO.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%
XGRO.TO
iShares Core Growth ETF Portfolio
10.38%15.59%19.53%15.01%-11.08%14.29%11.51%17.97%-6.73%11.61%

Correlation

The correlation between XCV.TO and XGRO.TO is 0.53, 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

0.53

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

0.62

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

0.61

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2007

0.55

The correlation between XCV.TO and XGRO.TO has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.

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Return for Risk

XCV.TO vs. XGRO.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

XGRO.TO
XGRO.TO Risk / Return Rank: 6767
Overall Rank
XGRO.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XGRO.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
XGRO.TO Omega Ratio Rank: 6767
Omega Ratio Rank
XGRO.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
XGRO.TO Martin Ratio Rank: 7575
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. XGRO.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 Growth ETF Portfolio (XGRO.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.TOXGRO.TODifference
Sharpe ratioReturn per unit of total volatility

+2.78

Sortino ratioReturn per unit of downside risk

+3.53

Omega ratioGain probability vs. loss probability

2.03

1.41

+0.62

Calmar ratioReturn relative to maximum drawdown

11.53

3.30

+8.23

Martin ratioReturn relative to average drawdown

43.47

14.67

+28.79

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

The current XCV.TO Sharpe Ratio is 4.97, which is higher than the XGRO.TO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of XCV.TO and XGRO.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.TOXGRO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.97

2.18

+2.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.39

0.99

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.84

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.35

+0.18

Drawdowns

XCV.TO vs. XGRO.TO - Drawdown Comparison

The maximum XCV.TO drawdown since its inception was -52.49%, which is greater than XGRO.TO's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for XCV.TO and XGRO.TO.


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Drawdown Indicators


XCV.TOXGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.49%

-47.97%

-4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-7.12%

+3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-12.47%

+2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

-18.40%

+0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

-25.85%

-15.33%

Current Drawdown

Current decline from peak

-0.89%

-0.18%

-0.71%

Average Drawdown

Average peak-to-trough decline

-6.67%

-8.49%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.60%

-0.58%

Volatility

XCV.TO vs. XGRO.TO - Volatility Comparison

iShares Canadian Value Index ETF (XCV.TO) and iShares Core Growth ETF Portfolio (XGRO.TO) have volatilities of 3.27% and 3.43%, 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.


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Volatility by Period


XCV.TOXGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

3.43%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

9.19%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

10.78%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

11.05%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

12.26%

+3.28%

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

XCV.TO has a 0.55% expense ratio, which is higher than XGRO.TO's 0.20% expense ratio.


Dividends

XCV.TO vs. XGRO.TO - Dividend Comparison

XCV.TO's dividend yield for the trailing twelve months is around 2.29%, more than XGRO.TO's 1.76% 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%
XGRO.TO
iShares Core Growth ETF Portfolio
1.76%1.92%1.98%2.22%1.86%1.66%1.94%2.21%7.42%2.04%2.65%2.15%

Frequently Asked Questions


XCV.TO and XGRO.TO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGRO.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGRO.TO is cheaper with a 0.20% expense ratio, compared with 0.55% for XCV.TO.

XCV.TO is categorized as Canada Equities, while XGRO.TO is Large Cap Growth Equities. Their fees differ too: 0.55% for XCV.TO and 0.20% for XGRO.TO.

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