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

XDIV.TO vs. NFLX

Last updated Jun 14, 2026

XDIV.TO (iShares Core MSCI Canadian Quality Dividend Index ETF) is Dividend fund tracking the MSCI Canada High Dividend Yield 10% Security Capped Index, while NFLX (Netflix, Inc.) is a stock. Over the past 5 years, XDIV.TO returned 17.21%/yr vs 13.69%/yr for NFLX. At a 0.17 correlation, their price movements are largely independent.

Performance

XDIV.TO vs. NFLX - 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 Netflix, Inc. (NFLX). 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 NFLX is traded in USD. To make them comparable, the NFLX 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 higher than NFLX's -12.58% return.

XDIV.TO

1D
0.57%
1M
4.75%
YTD
21.85%
6M
20.22%
1Y
40.47%
3Y*
24.13%
5Y*
17.21%
10Y*
—

NFLX

1D
-0.96%
1M
-5.79%
YTD
-12.58%
6M
-14.40%
1Y
-31.89%
3Y*
24.46%
5Y*
13.69%
10Y*
24.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDIV.TO vs. NFLX - 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%
NFLX
Netflix, Inc.		-12.58%0.39%98.57%61.18%-47.95%11.36%63.15%15.91%51.16%18.37%

Correlation

The correlation between XDIV.TO and NFLX is 0.02, 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

0.02

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

0.12

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

0.17

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

0.17

The correlation between XDIV.TO and NFLX shifts across timeframes, from 0.02 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.

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iShares Core MSCI Canadian Quality Dividend Index ETF

Netflix, Inc.

Often compared with XDIV.TO:
XDIV.TO vs. VDY.TOXDIV.TO vs. XEI.TOXDIV.TO vs. XDV.TOXDIV.TO vs. XEQT.TOXDIV.TO vs. HDIV.TOXDIV.TO vs. XIU.TOXDIV.TO vs. CDZ.TO
Often compared with NFLX:
NFLX vs. NVDANFLX vs. SPYNFLX vs. TSLANFLX vs. AAPLNFLX vs. MSFTNFLX vs. NFLYNFLX vs. WBD

Return for Risk

XDIV.TO vs. NFLX — 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
NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 77
Sortino Ratio Rank
NFLX Omega Ratio Rank: 77
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1111
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. NFLX - 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 Netflix, Inc. (NFLX). 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.TONFLXDifference
Sharpe ratioReturn per unit of total volatility
5.14
-0.98

+6.12

Sortino ratioReturn per unit of downside risk
7.59
-1.35

+8.94

Omega ratioGain probability vs. loss probability

2.07

0.83

+1.24

Calmar ratioReturn relative to maximum drawdown

17.55

-0.74

+18.30

Martin ratioReturn relative to average drawdown

59.35

-1.31

+60.66

XDIV.TO vs. NFLX - Sharpe Ratio Comparison

The current XDIV.TO Sharpe Ratio is 5.14, which is higher than the NFLX Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of XDIV.TO and NFLX, 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. NFLX - Drawdown Comparison

The maximum XDIV.TO drawdown since its inception was -41.29%, smaller than the maximum NFLX drawdown of -81.76%. Use the drawdown chart below to compare losses from any high point for XDIV.TO and NFLX.

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Drawdown Indicators

XDIV.TONFLXDifference

Max Drawdown

Largest peak-to-trough decline

-41.29%

-81.76%

+40.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-43.79%

+41.47%

Max Drawdown (3Y)

Largest decline over 3 years

-10.53%

-43.79%

+33.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.33%

-75.15%

+57.82%

Max Drawdown (10Y)

Largest decline over 10 years

—

-75.15%

—

Current Drawdown

Current decline from peak

0.00%

-38.73%

+38.73%

Average Drawdown

Average peak-to-trough decline

-4.39%

-26.28%

+21.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

24.73%

-24.04%

Volatility

XDIV.TO vs. NFLX - Volatility Comparison

The current volatility for iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) is 2.47%, while Netflix, Inc. (NFLX) has a volatility of 5.91%. This indicates that XDIV.TO experiences smaller price fluctuations and is considered to be less risky than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDIV.TONFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

5.91%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.45%

24.68%

-18.23%

Volatility (1Y)

Calculated over the trailing 1-year period

7.95%

33.23%

-25.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.51%

43.68%

-33.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.33%

42.01%

-25.68%

Dividends

XDIV.TO vs. NFLX - Dividend Comparison

XDIV.TO's dividend yield for the trailing twelve months is around 3.25%, while NFLX has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
NFLX
Netflix, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions

XDIV.TO and NFLX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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