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XEG.TO vs. CJP.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEG.TO vs. CJP.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Capped Energy Index ETF (XEG.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XEG.TO achieves a 38.53% return, which is significantly higher than CJP.NEO's 17.05% return. Over the past 10 years, XEG.TO has underperformed CJP.NEO with an annualized return of 11.69%, while CJP.NEO has yielded a comparatively higher 16.37% annualized return.


XEG.TO

1D
-0.41%
1M
-2.76%
YTD
38.53%
6M
37.54%
1Y
55.84%
3Y*
26.37%
5Y*
28.03%
10Y*
11.69%

CJP.NEO

1D
2.51%
1M
0.99%
YTD
17.05%
6M
17.74%
1Y
49.90%
3Y*
27.93%
5Y*
22.66%
10Y*
16.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEG.TO vs. CJP.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
38.53%16.72%14.04%3.55%53.25%83.71%-34.44%9.04%-27.05%-11.17%
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
17.05%30.67%26.74%35.03%3.67%18.19%0.18%13.12%-17.35%21.33%

Correlation

The correlation between XEG.TO and CJP.NEO is 0.07, 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

0.07

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

0.20

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

0.26

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2009

0.33

Over the past year, the correlation between XEG.TO and CJP.NEO has dropped to 0.07 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

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Return for Risk

XEG.TO vs. CJP.NEO — Risk / Return Rank

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

XEG.TO
XEG.TO Risk / Return Rank: 8282
Overall Rank
XEG.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XEG.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
XEG.TO Omega Ratio Rank: 7676
Omega Ratio Rank
XEG.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
XEG.TO Martin Ratio Rank: 8383
Martin Ratio Rank

CJP.NEO
CJP.NEO Risk / Return Rank: 8989
Overall Rank
CJP.NEO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 9090
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 8888
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 8989
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.

XEG.TO vs. CJP.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Energy Index ETF (XEG.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). 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.


XEG.TOCJP.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.39

1.51

-0.12

Calmar ratioReturn relative to maximum drawdown

5.04

4.58

+0.46

Martin ratioReturn relative to average drawdown

14.38

17.20

-2.82

XEG.TO vs. CJP.NEO - Sharpe Ratio Comparison

The current XEG.TO Sharpe Ratio is 2.41, which is comparable to the CJP.NEO Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of XEG.TO and CJP.NEO, 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

XEG.TO vs. CJP.NEO - Drawdown Comparison

The maximum XEG.TO drawdown since its inception was -87.51%, which is greater than CJP.NEO's maximum drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for XEG.TO and CJP.NEO.


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Drawdown Indicators


XEG.TOCJP.NEODifference

Max Drawdown

Largest peak-to-trough decline

-87.51%

-38.36%

-49.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-10.99%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-25.67%

-20.86%

-4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-28.42%

-20.86%

-7.56%

Max Drawdown (10Y)

Largest decline over 10 years

-79.66%

-37.75%

-41.91%

Current Drawdown

Current decline from peak

-7.87%

-1.88%

-5.99%

Average Drawdown

Average peak-to-trough decline

-34.55%

-11.15%

-23.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.92%

+0.97%

Volatility

XEG.TO vs. CJP.NEO - Volatility Comparison

iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a higher volatility of 9.11% compared to iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) at 5.03%. This indicates that XEG.TO's price experiences larger fluctuations and is considered to be riskier than CJP.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEG.TOCJP.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

5.03%

+4.08%

Volatility (6M)

Calculated over the trailing 6-month period

19.65%

13.58%

+6.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.30%

18.26%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.72%

18.37%

+10.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.40%

19.59%

+13.81%

XEG.TO vs. CJP.NEO - Expense Ratio Comparison

XEG.TO has a 0.61% expense ratio, which is lower than CJP.NEO's 0.71% expense ratio.


Dividends

XEG.TO vs. CJP.NEO - Dividend Comparison

XEG.TO's dividend yield for the trailing twelve months is around 2.76%, more than CJP.NEO's 1.26% yield.


PositionTTM20252024202320222021202020192018201720162015
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
1.26%1.48%1.71%1.24%1.96%1.56%1.97%2.42%2.38%1.48%0.97%0.84%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
2.76%3.63%3.46%4.26%3.31%1.64%2.96%2.70%2.25%1.41%1.40%3.58%

Frequently Asked Questions


XEG.TO and CJP.NEO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEG.TO is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEG.TO is cheaper with a 0.61% expense ratio, compared with 0.71% for CJP.NEO.

XEG.TO is categorized as Energy Equities, while CJP.NEO is Japan Equities. XEG.TO tracks S&P/TSX Capped Energy Index, while CJP.NEO tracks FTSE RAFI Japan Canadian Dollar Hedged Index. Their fees differ too: 0.61% for XEG.TO and 0.71% for CJP.NEO.

Portfolio Optimizer

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