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XDGH.TO vs. XDG.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XDGH.TO and XDG.TO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

XDGH.TO vs. XDG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) and iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
-3.21%
-0.37%
XDGH.TO
XDG.TO

Key characteristics

Sharpe Ratio

XDGH.TO:

1.01

XDG.TO:

1.53

Sortino Ratio

XDGH.TO:

1.50

XDG.TO:

2.04

Omega Ratio

XDGH.TO:

1.18

XDG.TO:

1.29

Calmar Ratio

XDGH.TO:

1.78

XDG.TO:

2.36

Martin Ratio

XDGH.TO:

4.90

XDG.TO:

8.11

Ulcer Index

XDGH.TO:

1.90%

XDG.TO:

1.59%

Daily Std Dev

XDGH.TO:

9.26%

XDG.TO:

8.44%

Max Drawdown

XDGH.TO:

-32.99%

XDG.TO:

-27.08%

Current Drawdown

XDGH.TO:

-4.79%

XDG.TO:

-4.92%

Returns By Period

In the year-to-date period, XDGH.TO achieves a 0.46% return, which is significantly higher than XDG.TO's 0.37% return.


XDGH.TO

YTD

0.46%

1M

-3.46%

6M

3.17%

1Y

9.84%

5Y*

5.77%

10Y*

N/A

XDG.TO

YTD

0.37%

1M

-4.51%

6M

6.01%

1Y

13.32%

5Y*

7.23%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XDGH.TO vs. XDG.TO - Expense Ratio Comparison

Both XDGH.TO and XDG.TO have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


XDGH.TO
iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)
Expense ratio chart for XDGH.TO: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for XDG.TO: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

XDGH.TO vs. XDG.TO — Risk-Adjusted Performance Rank

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

XDGH.TO
The Risk-Adjusted Performance Rank of XDGH.TO is 5252
Overall Rank
The Sharpe Ratio Rank of XDGH.TO is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of XDGH.TO is 4848
Sortino Ratio Rank
The Omega Ratio Rank of XDGH.TO is 4747
Omega Ratio Rank
The Calmar Ratio Rank of XDGH.TO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of XDGH.TO is 5252
Martin Ratio Rank

XDG.TO
The Risk-Adjusted Performance Rank of XDG.TO is 6868
Overall Rank
The Sharpe Ratio Rank of XDG.TO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of XDG.TO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of XDG.TO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of XDG.TO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of XDG.TO is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XDGH.TO vs. XDG.TO - Risk-Adjusted Performance 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 iShares Core MSCI Global Quality Dividend Index ETF (XDG.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.


Sharpe ratio
The chart of Sharpe ratio for XDGH.TO, currently valued at 0.13, compared to the broader market0.002.004.000.130.49
The chart of Sortino ratio for XDGH.TO, currently valued at 0.26, compared to the broader market-2.000.002.004.006.008.0010.000.260.73
The chart of Omega ratio for XDGH.TO, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.09
The chart of Calmar ratio for XDGH.TO, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.140.56
The chart of Martin ratio for XDGH.TO, currently valued at 0.44, compared to the broader market0.0020.0040.0060.0080.00100.000.441.93
XDGH.TO
XDG.TO

The current XDGH.TO Sharpe Ratio is 1.01, which is lower than the XDG.TO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of XDGH.TO and XDG.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.13
0.49
XDGH.TO
XDG.TO

Dividends

XDGH.TO vs. XDG.TO - Dividend Comparison

XDGH.TO's dividend yield for the trailing twelve months is around 3.03%, more than XDG.TO's 2.89% yield.


TTM20242023202220212020201920182017
XDGH.TO
iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)
3.03%3.04%3.41%3.18%3.05%3.24%2.82%3.29%1.50%
XDG.TO
iShares Core MSCI Global Quality Dividend Index ETF
2.89%2.90%3.06%3.20%2.90%3.20%3.10%3.39%1.67%

Drawdowns

XDGH.TO vs. XDG.TO - Drawdown Comparison

The maximum XDGH.TO drawdown since its inception was -32.99%, which is greater than XDG.TO's maximum drawdown of -27.08%. Use the drawdown chart below to compare losses from any high point for XDGH.TO and XDG.TO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.83%
-8.21%
XDGH.TO
XDG.TO

Volatility

XDGH.TO vs. XDG.TO - Volatility Comparison

The current volatility for iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) is 3.23%, while iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) has a volatility of 4.10%. This indicates that XDGH.TO experiences smaller price fluctuations and is considered to be less risky than XDG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%AugustSeptemberOctoberNovemberDecember2025
3.23%
4.10%
XDGH.TO
XDG.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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