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XEC.TO vs. XEF-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEC.TO vs. XEF-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI Emerging Markets IMI Index ETF (XEC.TO) and iShares Core MSCI EAFE IMI Index ETF (XEF-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XEC.TO achieves a 25.33% return, which is significantly higher than XEF-U.TO's 12.07% return. Over the past 10 years, XEC.TO has outperformed XEF-U.TO with an annualized return of 10.85%, while XEF-U.TO has yielded a comparatively lower 7.69% annualized return.


XEC.TO

1D
0.76%
1M
2.43%
YTD
25.33%
6M
27.75%
1Y
49.06%
3Y*
23.24%
5Y*
9.78%
10Y*
10.85%

XEF-U.TO

1D
0.92%
1M
3.41%
YTD
12.07%
6M
12.78%
1Y
26.15%
3Y*
18.50%
5Y*
11.30%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEC.TO vs. XEF-U.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF
25.33%25.78%16.14%7.92%-14.76%-1.75%15.08%11.54%-8.26%27.93%
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
12.07%25.69%11.75%13.94%-9.57%11.30%7.69%-15.98%0.56%9.18%

Correlation

The correlation between XEC.TO and XEF-U.TO is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.44

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

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2013

0.38

Over the past year, XEC.TO and XEF-U.TO have become more correlated (0.64) than their long-term average of 0.38, meaning their price movements have been converging.

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Return for Risk

XEC.TO vs. XEF-U.TO — Risk / Return Rank

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

XEC.TO
XEC.TO Risk / Return Rank: 8383
Overall Rank
XEC.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XEC.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
XEC.TO Omega Ratio Rank: 8585
Omega Ratio Rank
XEC.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
XEC.TO Martin Ratio Rank: 8181
Martin Ratio Rank

XEF-U.TO
XEF-U.TO Risk / Return Rank: 4646
Overall Rank
XEF-U.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XEF-U.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XEF-U.TO Omega Ratio Rank: 4646
Omega Ratio Rank
XEF-U.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
XEF-U.TO Martin Ratio Rank: 4848
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.

XEC.TO vs. XEF-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI Index ETF (XEC.TO) and iShares Core MSCI EAFE IMI Index ETF (XEF-U.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.


XEC.TOXEF-U.TODifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.45

1.28

+0.17

Calmar ratioReturn relative to maximum drawdown

4.13

2.13

+2.01

Martin ratioReturn relative to average drawdown

13.90

8.26

+5.64

XEC.TO vs. XEF-U.TO - Sharpe Ratio Comparison

The current XEC.TO Sharpe Ratio is 2.34, which is higher than the XEF-U.TO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of XEC.TO and XEF-U.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

XEC.TO vs. XEF-U.TO - Drawdown Comparison

The maximum XEC.TO drawdown since its inception was -32.54%, smaller than the maximum XEF-U.TO drawdown of -42.21%. Use the drawdown chart below to compare losses from any high point for XEC.TO and XEF-U.TO.


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Drawdown Indicators


XEC.TOXEF-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-32.54%

-42.21%

+9.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-11.34%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-15.07%

-14.64%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

-25.28%

-3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-32.54%

-42.21%

+9.67%

Current Drawdown

Current decline from peak

-2.89%

0.00%

-2.89%

Average Drawdown

Average peak-to-trough decline

-9.57%

-9.03%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.92%

+0.42%

Volatility

XEC.TO vs. XEF-U.TO - Volatility Comparison

iShares Core MSCI Emerging Markets IMI Index ETF (XEC.TO) has a higher volatility of 10.20% compared to iShares Core MSCI EAFE IMI Index ETF (XEF-U.TO) at 5.42%. This indicates that XEC.TO's price experiences larger fluctuations and is considered to be riskier than XEF-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEC.TOXEF-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

5.42%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

17.86%

13.07%

+4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

19.90%

15.55%

+4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

17.59%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

18.25%

-0.48%

XEC.TO vs. XEF-U.TO - Expense Ratio Comparison

XEC.TO has a 0.28% expense ratio, which is higher than XEF-U.TO's 0.21% expense ratio.


Dividends

XEC.TO vs. XEF-U.TO - Dividend Comparison

XEC.TO's dividend yield for the trailing twelve months is around 1.53%, less than XEF-U.TO's 2.22% yield.


PositionTTM20252024202320222021202020192018201720162015
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF
1.53%1.92%2.03%2.15%2.19%2.78%1.64%2.87%2.66%2.13%1.80%2.19%
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
2.22%2.44%2.85%2.76%2.98%2.43%1.86%2.72%2.07%1.62%1.84%1.86%

Frequently Asked Questions


XEC.TO and XEF-U.TO have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEF-U.TO is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEF-U.TO is cheaper with a 0.21% expense ratio, compared with 0.28% for XEC.TO.

XEC.TO is categorized as Emerging Markets Equities, while XEF-U.TO is Global Equities. XEC.TO tracks MSCI Emerging Markets IMI Index, while XEF-U.TO tracks MSCI EAFE® Investable Market Index. Their fees differ too: 0.28% for XEC.TO and 0.21% for XEF-U.TO.

Portfolio Optimizer

Find the right allocation for XEC.TO and XEF-U.TO

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