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XEG.TO vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XEG.TO vs. COST

Last updated Jun 14, 2026

XEG.TO (iShares S&P/TSX Capped Energy Index ETF) is Energy Equities fund tracking the S&P/TSX Capped Energy Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, XEG.TO returned 11.69%/yr vs 23.32%/yr for COST. At a 0.11 correlation, their price movements are largely independent.

Performance

XEG.TO vs. COST - 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 Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XEG.TO achieves a 38.53% return, which is significantly higher than COST's 16.55% return. Over the past 10 years, XEG.TO has underperformed COST with an annualized return of 11.69%, while COST has yielded a comparatively higher 23.32% annualized return.

XEG.TO

1D
-0.41%
1M
-3.89%
YTD
38.53%
6M
37.54%
1Y
51.12%
3Y*
26.37%
5Y*
28.03%
10Y*
11.69%

COST

1D
0.87%
1M
-4.65%
YTD
16.55%
6M
12.97%
1Y
2.52%
3Y*
26.99%
5Y*
25.70%
10Y*
23.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEG.TO vs. COST - 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%
COST
Costco Wholesale Corporation		16.55%-9.71%51.45%45.46%-13.92%51.75%29.52%39.70%19.90%14.09%

Correlation

The correlation between XEG.TO and COST is -0.08, 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

-0.08

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

-0.02

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

0.04

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

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.11

The correlation between XEG.TO and COST shifts across timeframes, from -0.08 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P/TSX Capped Energy Index ETF

Costco Wholesale Corporation

Often compared with XEG.TO:
XEG.TO vs. XLEXEG.TO vs. XEQT.TOXEG.TO vs. CNQ.TOXEG.TO vs. HXE.TOXEG.TO vs. ZEO.TOXEG.TO vs. XDIV.TOXEG.TO vs. XCG.TO
Often compared with COST:
COST vs. WMTCOST vs. BRK-BCOST vs. BJCOST vs. TGTCOST vs. PGCOST vs. HDCOST vs. KO

Return for Risk

XEG.TO vs. COST — 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
COST
COST Risk / Return Rank: 3737
Overall Rank
COST Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
COST Sortino Ratio Rank: 3232
Sortino Ratio Rank
COST Omega Ratio Rank: 3232
Omega Ratio Rank
COST Calmar Ratio Rank: 4040
Calmar Ratio Rank
COST Martin Ratio Rank: 3939
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. COST - 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 Costco Wholesale Corporation (COST). 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.TOCOSTDifference
Sharpe ratioReturn per unit of total volatility
2.41
0.04

+2.37

Sortino ratioReturn per unit of downside risk
2.93
0.19

+2.74

Omega ratioGain probability vs. loss probability

1.39

1.02

+0.37

Calmar ratioReturn relative to maximum drawdown

5.04

0.05

+5.00

Martin ratioReturn relative to average drawdown

14.38

0.12

+14.26

XEG.TO vs. COST - Sharpe Ratio Comparison

The current XEG.TO Sharpe Ratio is 2.41, which is higher than the COST Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of XEG.TO and COST, 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. COST - Drawdown Comparison

The maximum XEG.TO drawdown since its inception was -87.51%, which is greater than COST's maximum drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for XEG.TO and COST.

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Drawdown Indicators

XEG.TOCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-87.51%

-33.74%

-53.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-14.89%

+3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-25.67%

-23.58%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-28.42%

-30.01%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-79.66%

-30.01%

-49.65%

Current Drawdown

Current decline from peak

-7.87%

-10.25%

+2.38%

Average Drawdown

Average peak-to-trough decline

-34.55%

-7.21%

-27.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

6.20%

-2.31%

Volatility

XEG.TO vs. COST - Volatility Comparison

iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a higher volatility of 9.11% compared to Costco Wholesale Corporation (COST) at 7.80%. This indicates that XEG.TO's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XEG.TOCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

7.80%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

19.65%

15.65%

+4.00%

Volatility (1Y)

Calculated over the trailing 1-year period

23.30%

20.08%

+3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.72%

23.87%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.40%

23.14%

+10.26%

Dividends

XEG.TO vs. COST - Dividend Comparison

XEG.TO's dividend yield for the trailing twelve months is around 2.76%, more than COST's 0.55% yield.

PositionTTM20252024202320222021202020192018201720162015
COST
Costco Wholesale Corporation		0.55%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%
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 COST have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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