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XEF.TO vs. HEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEF.TO vs. HEQT.TO - Performance Comparison

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

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Returns By Period

In the year-to-date period, XEF.TO achieves a 11.50% return, which is significantly lower than HEQT.TO's 13.37% return.


XEF.TO

1D
0.56%
1M
3.07%
YTD
11.50%
6M
12.67%
1Y
25.69%
3Y*
18.06%
5Y*
10.94%
10Y*
10.64%

HEQT.TO

1D
0.59%
1M
2.47%
YTD
13.37%
6M
13.85%
1Y
32.15%
3Y*
21.39%
5Y*
12.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEF.TO vs. HEQT.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XEF.TO
iShares Core MSCI EAFE IMI Index ETF
11.50%25.69%12.04%15.21%-9.53%10.35%6.13%5.33%
HEQT.TO
Horizons All-Equity Asset Allocation ETF
13.37%19.82%23.83%22.29%-18.95%22.54%16.34%7.44%

Correlation

The correlation between XEF.TO and HEQT.TO is 0.86, 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

0.86

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

0.82

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

0.80

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2019

0.74

The correlation between XEF.TO and HEQT.TO shifts across timeframes, from 0.74 (all time) to 0.86 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XEF.TO vs. HEQT.TO — Risk / Return Rank

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

XEF.TO
XEF.TO Risk / Return Rank: 5555
Overall Rank
XEF.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XEF.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XEF.TO Omega Ratio Rank: 5757
Omega Ratio Rank
XEF.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
XEF.TO Martin Ratio Rank: 5555
Martin Ratio Rank

HEQT.TO
HEQT.TO Risk / Return Rank: 8484
Overall Rank
HEQT.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
HEQT.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
HEQT.TO Omega Ratio Rank: 8686
Omega Ratio Rank
HEQT.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
HEQT.TO Martin Ratio Rank: 8686
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.TO vs. HEQT.TO - 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 Horizons All-Equity Asset Allocation ETF (HEQT.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.


XEF.TOHEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.31

1.45

-0.14

Calmar ratioReturn relative to maximum drawdown

2.14

3.60

-1.46

Martin ratioReturn relative to average drawdown

8.51

15.68

-7.17

XEF.TO vs. HEQT.TO - Sharpe Ratio Comparison

The current XEF.TO Sharpe Ratio is 1.67, which is lower than the HEQT.TO Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of XEF.TO and HEQT.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

XEF.TO vs. HEQT.TO - Drawdown Comparison

The maximum XEF.TO drawdown since its inception was -28.51%, smaller than the maximum HEQT.TO drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for XEF.TO and HEQT.TO.


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Drawdown Indicators


XEF.TOHEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.51%

-31.82%

+3.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-8.49%

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-14.31%

-15.33%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

-24.89%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-28.51%

Current Drawdown

Current decline from peak

0.00%

-0.75%

+0.75%

Average Drawdown

Average peak-to-trough decline

-4.61%

-5.17%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

1.95%

+0.88%

Volatility

XEF.TO vs. HEQT.TO - Volatility Comparison

iShares Core MSCI EAFE IMI Index ETF (XEF.TO) has a higher volatility of 5.29% compared to Horizons All-Equity Asset Allocation ETF (HEQT.TO) at 4.92%. This indicates that XEF.TO's price experiences larger fluctuations and is considered to be riskier than HEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEF.TOHEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

4.92%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

10.45%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

12.59%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.69%

14.98%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.87%

16.90%

-2.03%

XEF.TO vs. HEQT.TO - Expense Ratio Comparison

XEF.TO has a 0.23% expense ratio, which is higher than HEQT.TO's 0.20% 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.TO vs. HEQT.TO - Dividend Comparison

XEF.TO's dividend yield for the trailing twelve months is around 2.18%, more than HEQT.TO's 1.62% yield.


PositionTTM20252024202320222021202020192018201720162015
HEQT.TO
Horizons All-Equity Asset Allocation ETF
1.62%1.70%1.67%0.84%0.03%0.02%1.40%0.22%0.00%0.00%0.00%0.00%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF
2.18%2.43%2.76%2.75%2.93%2.42%1.93%2.71%2.75%2.11%2.45%2.42%

Frequently Asked Questions


XEF.TO and HEQT.TO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.23% for XEF.TO.

XEF.TO is categorized as Foreign Large Cap Equities, while HEQT.TO is Global Equities. They also come from different issuers: iShares and Horizons. Their fees differ too: 0.23% for XEF.TO and 0.20% for HEQT.TO.

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