XEF.TO vs. ETH-USD
XEF.TO (iShares Core MSCI EAFE IMI Index ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Investable Market Index (CAD), while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, XEF.TO returned 10.10%/yr vs 62.81%/yr for ETH-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
XEF.TO vs. ETH-USD - Performance Comparison
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Different Trading Currencies
XEF.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, XEF.TO achieves a 8.98% return, which is significantly higher than ETH-USD's -42.96% return. Over the past 10 years, XEF.TO has underperformed ETH-USD with an annualized return of 10.10%, while ETH-USD has yielded a comparatively higher 62.81% annualized return.
XEF.TO
- 1D
- 0.52%
- 1M
- 0.70%
- YTD
- 8.98%
- 6M
- 10.55%
- 1Y
- 21.35%
- 3Y*
- 17.58%
- 5Y*
- 10.64%
- 10Y*
- 10.10%
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%
XEF.TO vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 8.98% | 25.69% | 12.04% | 15.21% | -9.53% | 10.35% | 6.13% | 15.85% | -6.66% | 18.20% |
ETH-USD Ethereum | -42.96% | -14.98% | 57.10% | 87.20% | -65.31% | 398.05% | 460.27% | -5.58% | -81.10% | 8,404.05% |
Correlation
The correlation between XEF.TO and ETH-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.16 |
The correlation between XEF.TO and ETH-USD shifts across timeframes, from 0.16 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XEF.TO vs. ETH-USD — Risk / Return Rank
XEF.TO
ETH-USD
XEF.TO vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE IMI Index ETF (XEF.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.
| XEF.TO | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.00 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.96 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | -0.47 | +2.37 |
| Martin ratioReturn relative to average drawdown | 7.58 | -0.81 | +8.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XEF.TO | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | -0.47 | +2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | -0.08 | +0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.66 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.74 | -0.04 |
Drawdowns
XEF.TO vs. ETH-USD - Drawdown Comparison
The maximum XEF.TO drawdown since its inception was -28.51%, smaller than the maximum ETH-USD drawdown of -93.08%. Use the drawdown chart below to compare losses from any high point for XEF.TO and ETH-USD.
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Drawdown Indicators
| XEF.TO | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.51% | -93.08% | +64.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -67.22% | +55.95% |
Max Drawdown (3Y)Largest decline over 3 years | -14.31% | -67.22% | +52.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -77.50% | +52.92% |
Max Drawdown (10Y)Largest decline over 10 years | -28.51% | -93.08% | +64.57% |
Current DrawdownCurrent decline from peak | -1.96% | -65.49% | +63.53% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -48.54% | +43.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 45.15% | -42.33% |
Volatility
XEF.TO vs. ETH-USD - Volatility Comparison
The current volatility for iShares Core MSCI EAFE IMI Index ETF (XEF.TO) is 4.30%, while Ethereum (ETH-USD) has a volatility of 15.81%. This indicates that XEF.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
| XEF.TO | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 15.81% | -11.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 45.76% | -33.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.06% | 55.59% | -41.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 60.03% | -46.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.87% | 79.31% | -64.44% |
Frequently Asked Questions
XEF.TO and ETH-USD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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