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XDIV.TO vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDIV.TO vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDIV.TO is traded in CAD, while COMT is traded in USD. To make them comparable, the COMT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDIV.TO achieves a 21.85% return, which is significantly lower than COMT's 33.28% return.


XDIV.TO

1D
0.57%
1M
4.53%
YTD
21.85%
6M
20.22%
1Y
40.47%
3Y*
24.13%
5Y*
17.21%
10Y*

COMT

1D
-1.02%
1M
-7.77%
YTD
33.28%
6M
33.43%
1Y
33.38%
3Y*
16.16%
5Y*
15.07%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDIV.TO vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
21.85%25.04%19.84%11.95%0.49%33.31%-7.53%25.14%-9.81%8.00%
COMT
iShares Commodities Select Strategy ETF
33.28%1.23%14.93%-8.79%27.02%36.81%-20.59%6.25%1.18%10.22%

Correlation

The correlation between XDIV.TO and COMT is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.13

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2017

0.23

The correlation between XDIV.TO and COMT shifts across timeframes, from 0.06 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDIV.TO vs. COMT — Risk / Return Rank

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

XDIV.TO
XDIV.TO Risk / Return Rank: 9898
Overall Rank
XDIV.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XDIV.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XDIV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XDIV.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XDIV.TO Martin Ratio Rank: 9898
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 5656
Overall Rank
COMT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 4848
Sortino Ratio Rank
COMT Omega Ratio Rank: 5151
Omega Ratio Rank
COMT Calmar Ratio Rank: 7070
Calmar Ratio Rank
COMT Martin Ratio Rank: 5959
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.

XDIV.TO vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) and iShares Commodities Select Strategy ETF (COMT). 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.


XDIV.TOCOMTDifference
Sharpe ratioReturn per unit of total volatility

+3.46

Sortino ratioReturn per unit of downside risk

+5.32

Omega ratioGain probability vs. loss probability

2.07

1.30

+0.77

Calmar ratioReturn relative to maximum drawdown

17.55

3.80

+13.75

Martin ratioReturn relative to average drawdown

59.35

10.44

+48.90

XDIV.TO vs. COMT - Sharpe Ratio Comparison

The current XDIV.TO Sharpe Ratio is 5.14, which is higher than the COMT Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of XDIV.TO and COMT, 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

XDIV.TO vs. COMT - Drawdown Comparison

The maximum XDIV.TO drawdown since its inception was -41.29%, which is greater than COMT's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for XDIV.TO and COMT.


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Drawdown Indicators


XDIV.TOCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-41.29%

-37.80%

-3.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-9.64%

+7.32%

Max Drawdown (3Y)

Largest decline over 3 years

-10.53%

-14.28%

+3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-17.33%

-23.74%

+6.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.31%

Current Drawdown

Current decline from peak

0.00%

-9.46%

+9.46%

Average Drawdown

Average peak-to-trough decline

-4.39%

-15.17%

+10.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

3.50%

-2.81%

Volatility

XDIV.TO vs. COMT - Volatility Comparison

The current volatility for iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) is 2.47%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 5.97%. This indicates that XDIV.TO experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDIV.TOCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

5.97%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.45%

19.57%

-13.12%

Volatility (1Y)

Calculated over the trailing 1-year period

7.95%

21.86%

-13.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.51%

21.65%

-11.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.33%

19.67%

-3.34%

XDIV.TO vs. COMT - Expense Ratio Comparison

XDIV.TO has a 0.11% expense ratio, which is lower than COMT's 0.48% expense ratio.


Dividends

XDIV.TO vs. COMT - Dividend Comparison

XDIV.TO's dividend yield for the trailing twelve months is around 3.25%, less than COMT's 5.93% yield.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF
5.93%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
3.25%3.90%4.50%4.42%4.15%3.76%4.85%4.24%5.13%1.92%0.00%0.00%

Frequently Asked Questions


XDIV.TO and COMT have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDIV.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDIV.TO is cheaper with a 0.11% expense ratio, compared with 0.48% for COMT.

XDIV.TO is categorized as Dividend, while COMT is Commodities. Their fees differ too: 0.11% for XDIV.TO and 0.48% for COMT.

Portfolio Optimizer

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