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XDIV.TO vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XDIV.TO vs. ETH-USD - 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 Ethereum (ETH-USD). 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 ETH-USD is traded in USD. To make them comparable, the ETH-USD 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 19.75% return, which is significantly higher than ETH-USD's -42.96% return.


XDIV.TO

1D
0.12%
1M
3.88%
YTD
19.75%
6M
19.03%
1Y
39.58%
3Y*
23.46%
5Y*
16.85%
10Y*

ETH-USD

1D
5.29%
1M
-26.47%
YTD
-42.96%
6M
-46.39%
1Y
-31.57%
3Y*
-1.96%
5Y*
-6.03%
10Y*
62.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDIV.TO vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
19.75%25.04%19.84%11.95%0.49%33.31%-7.53%25.14%-9.81%8.00%
ETH-USD
Ethereum
-42.96%-14.98%57.10%87.20%-65.31%398.05%460.27%-5.58%-81.10%82.20%

Correlation

The correlation between XDIV.TO and ETH-USD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.16

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2017

0.12

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Return for Risk

XDIV.TO vs. ETH-USD — 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

ETH-USD
ETH-USD Risk / Return Rank: 6868
Overall Rank
ETH-USD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6565
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7474
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7373
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. ETH-USD - 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 Ethereum (ETH-USD). 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.


XDIV.TOETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+5.51

Sortino ratioReturn per unit of downside risk

+7.77

Omega ratioGain probability vs. loss probability

2.05

0.96

+1.09

Calmar ratioReturn relative to maximum drawdown

17.11

-0.47

+17.58

Martin ratioReturn relative to average drawdown

57.96

-0.81

+58.77

XDIV.TO vs. ETH-USD - Sharpe Ratio Comparison

The current XDIV.TO Sharpe Ratio is 5.04, which is higher than the ETH-USD Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of XDIV.TO and ETH-USD, 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


XDIV.TOETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.04

-0.47

+5.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.61

-0.08

+1.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.74

+0.06

Drawdowns

XDIV.TO vs. ETH-USD - Drawdown Comparison

The maximum XDIV.TO drawdown since its inception was -41.29%, smaller than the maximum ETH-USD drawdown of -93.08%. Use the drawdown chart below to compare losses from any high point for XDIV.TO and ETH-USD.


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Drawdown Indicators


XDIV.TOETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-41.29%

-93.08%

+51.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-67.22%

+64.90%

Max Drawdown (3Y)

Largest decline over 3 years

-10.53%

-67.22%

+56.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.33%

-77.50%

+60.17%

Max Drawdown (10Y)

Largest decline over 10 years

-93.08%

Current Drawdown

Current decline from peak

-0.44%

-65.49%

+65.05%

Average Drawdown

Average peak-to-trough decline

-4.40%

-48.54%

+44.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

45.15%

-44.47%

Volatility

XDIV.TO vs. ETH-USD - Volatility Comparison

The current volatility for iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) is 2.57%, while Ethereum (ETH-USD) has a volatility of 15.81%. This indicates that XDIV.TO experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDIV.TOETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

15.81%

-13.24%

Volatility (6M)

Calculated over the trailing 6-month period

6.39%

45.76%

-39.37%

Volatility (1Y)

Calculated over the trailing 1-year period

7.91%

55.59%

-47.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.51%

60.03%

-49.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

79.31%

-62.96%

Frequently Asked Questions


XDIV.TO and ETH-USD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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