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

Performance

XEF-U.TO vs. IDEV - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with XEF-U.TO having a 9.71% return and IDEV slightly lower at 9.55%.


XEF-U.TO

1D
0.58%
1M
0.04%
YTD
9.71%
6M
9.26%
1Y
19.86%
3Y*
16.27%
5Y*
8.67%
10Y*
6.52%

IDEV

1D
0.32%
1M
-0.06%
YTD
9.55%
6M
8.99%
1Y
21.04%
3Y*
17.04%
5Y*
9.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
9.71%31.70%3.03%16.71%-14.95%11.35%10.30%-12.37%-7.24%10.44%
IDEV
iShares Core MSCI International Developed Markets ETF
9.55%32.56%4.54%17.36%-14.99%13.00%8.32%23.12%-14.10%17.43%

Correlation

The correlation between XEF-U.TO and IDEV is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.72

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

0.60

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.51

Over the past year, XEF-U.TO and IDEV have become more correlated (0.92) than their long-term average of 0.51, meaning their price movements have been converging.

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Return for Risk

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

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

XEF-U.TO
XEF-U.TO Risk / Return Rank: 4343
Overall Rank
XEF-U.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XEF-U.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
XEF-U.TO Omega Ratio Rank: 4343
Omega Ratio Rank
XEF-U.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
XEF-U.TO Martin Ratio Rank: 4646
Martin Ratio Rank

IDEV
IDEV Risk / Return Rank: 4646
Overall Rank
IDEV Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 4545
Sortino Ratio Rank
IDEV Omega Ratio Rank: 4545
Omega Ratio Rank
IDEV Calmar Ratio Rank: 4343
Calmar Ratio Rank
IDEV Martin Ratio Rank: 5050
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.

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

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


XEF-U.TOIDEVDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratioReturn relative to maximum drawdown

1.74

1.89

-0.15

Martin ratioReturn relative to average drawdown

6.64

7.35

-0.71

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

The current XEF-U.TO Sharpe Ratio is 1.34, which is comparable to the IDEV Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of XEF-U.TO and IDEV, 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

XEF-U.TO vs. IDEV - Drawdown Comparison

The maximum XEF-U.TO drawdown since its inception was -46.92%, which is greater than IDEV's maximum drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for XEF-U.TO and IDEV.


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Drawdown Indicators


XEF-U.TOIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-46.92%

-34.77%

-12.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-11.20%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

-13.41%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-30.71%

-29.15%

-1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-46.92%

Current Drawdown

Current decline from peak

-0.82%

-0.89%

+0.07%

Average Drawdown

Average peak-to-trough decline

-8.20%

-6.52%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.87%

+0.14%

Volatility

XEF-U.TO vs. IDEV - Volatility Comparison

iShares Core MSCI EAFE IMI Index ETF (XEF-U.TO) and iShares Core MSCI International Developed Markets ETF (IDEV) have volatilities of 4.99% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEF-U.TOIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

5.09%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

12.85%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

15.00%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

16.35%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

17.27%

+0.18%

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

XEF-U.TO has a 0.21% expense ratio, which is higher than IDEV's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XEF-U.TO vs. IDEV - Dividend Comparison

XEF-U.TO's dividend yield for the trailing twelve months is around 2.36%, less than IDEV's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
IDEV
iShares Core MSCI International Developed Markets ETF
3.23%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%0.00%0.00%
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
2.36%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


With a correlation of 0.92, XEF-U.TO and IDEV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IDEV is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDEV is cheaper with a 0.05% expense ratio, compared with 0.21% for XEF-U.TO.

XEF-U.TO is categorized as Global Equities, while IDEV is Foreign Large Cap Equities. XEF-U.TO tracks MSCI EAFE® Investable Market Index, while IDEV tracks MSCI World ex USA Investable Market Index. Their fees differ too: 0.21% for XEF-U.TO and 0.05% for IDEV.

Portfolio Optimizer

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