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XDGH.TO vs. ONEQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDGH.TO vs. ONEQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) and CI Global Core Plus Equity ETF (ONEQ.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, XDGH.TO achieves a 9.14% return, which is significantly lower than ONEQ.TO's 12.41% return.


XDGH.TO

1D
-0.22%
1M
1.13%
YTD
9.14%
6M
9.25%
1Y
19.25%
3Y*
13.03%
5Y*
8.97%
10Y*

ONEQ.TO

1D
-0.02%
1M
-0.52%
YTD
12.41%
6M
12.14%
1Y
26.29%
3Y*
21.18%
5Y*
12.91%
10Y*
12.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDGH.TO vs. ONEQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDGH.TO
iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)
9.14%14.60%10.49%9.52%-1.31%15.69%-4.23%22.41%-8.05%8.13%
ONEQ.TO
CI Global Core Plus Equity ETF
12.41%17.62%22.45%19.07%-10.74%21.65%8.21%22.22%-10.36%7.61%

Correlation

The correlation between XDGH.TO and ONEQ.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.20

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2017

0.25

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Return for Risk

XDGH.TO vs. ONEQ.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDGH.TO
XDGH.TO Risk / Return Rank: 7272
Overall Rank
XDGH.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XDGH.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
XDGH.TO Omega Ratio Rank: 7272
Omega Ratio Rank
XDGH.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDGH.TO Martin Ratio Rank: 6060
Martin Ratio Rank

ONEQ.TO
ONEQ.TO Risk / Return Rank: 8787
Overall Rank
ONEQ.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ONEQ.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
ONEQ.TO Omega Ratio Rank: 8888
Omega Ratio Rank
ONEQ.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
ONEQ.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.

XDGH.TO vs. ONEQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) and CI Global Core Plus Equity ETF (ONEQ.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.


XDGH.TOONEQ.TODifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.36

1.47

-0.10

Calmar ratioReturn relative to maximum drawdown

3.03

4.08

-1.05

Martin ratioReturn relative to average drawdown

9.04

18.06

-9.02

XDGH.TO vs. ONEQ.TO - Sharpe Ratio Comparison

The current XDGH.TO Sharpe Ratio is 2.03, which is comparable to the ONEQ.TO Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of XDGH.TO and ONEQ.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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Drawdowns

XDGH.TO vs. ONEQ.TO - Drawdown Comparison

The maximum XDGH.TO drawdown since its inception was -34.91%, roughly equal to the maximum ONEQ.TO drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for XDGH.TO and ONEQ.TO.


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Drawdown Indicators


XDGH.TOONEQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.91%

-34.40%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-6.38%

-6.66%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-11.96%

-16.08%

+4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-16.06%

-17.61%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-34.40%

Current Drawdown

Current decline from peak

-0.44%

-1.58%

+1.14%

Average Drawdown

Average peak-to-trough decline

-4.63%

-3.71%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.50%

+0.63%

Volatility

XDGH.TO vs. ONEQ.TO - Volatility Comparison

The current volatility for iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) is 2.05%, while CI Global Core Plus Equity ETF (ONEQ.TO) has a volatility of 3.68%. This indicates that XDGH.TO experiences smaller price fluctuations and is considered to be less risky than ONEQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDGH.TOONEQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

3.68%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

9.89%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

9.55%

11.89%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

13.27%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.39%

13.93%

+9.46%

Dividends

XDGH.TO vs. ONEQ.TO - Dividend Comparison

XDGH.TO's dividend yield for the trailing twelve months is around 2.78%, more than ONEQ.TO's 1.62% yield.


PositionTTM2025202420232022202120202019201820172016
ONEQ.TO
CI Global Core Plus Equity ETF
1.62%1.60%1.05%1.53%1.38%0.89%1.22%1.39%0.94%1.03%1.22%
XDGH.TO
iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)
2.78%2.81%3.04%3.41%3.20%3.13%3.35%2.92%3.40%1.27%0.00%

Frequently Asked Questions


XDGH.TO and ONEQ.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and CI.

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