XEG.TO vs. CRWD
XEG.TO (iShares S&P/TSX Capped Energy Index ETF) is Energy Equities fund tracking the S&P/TSX Capped Energy Index, while CRWD (CrowdStrike Holdings, Inc.) is a stock. Over the past 5 years, XEG.TO returned 28.03%/yr vs 27.82%/yr for CRWD. At a 0.10 correlation, their price movements are largely independent.
Performance
XEG.TO vs. CRWD - Performance Comparison
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Different Trading Currencies
XEG.TO is traded in CAD, while CRWD is traded in USD. To make them comparable, the CRWD 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 lower than CRWD's 48.61% 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%
CRWD
- 1D
- -1.08%
- 1M
- 17.02%
- YTD
- 48.61%
- 6M
- 37.20%
- 1Y
- 45.99%
- 3Y*
- 67.07%
- 5Y*
- 27.82%
- 10Y*
- —
XEG.TO vs. CRWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 38.53% | 16.72% | 14.04% | 3.55% | 53.25% | 83.71% | -34.44% | 6.77% |
CRWD CrowdStrike Holdings, Inc. | 48.61% | 30.75% | 45.36% | 136.72% | -45.32% | -3.39% | 314.67% | -22.76% |
Correlation
The correlation between XEG.TO and CRWD is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2019 | 0.10 |
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Return for Risk
XEG.TO vs. CRWD — Risk / Return Rank
XEG.TO
CRWD
XEG.TO vs. CRWD - 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 CrowdStrike Holdings, Inc. (CRWD). 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.TO | CRWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.20 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 5.04 | 1.16 | +3.89 |
| Martin ratioReturn relative to average drawdown | 14.38 | 2.63 | +11.75 |
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Drawdowns
XEG.TO vs. CRWD - Drawdown Comparison
The maximum XEG.TO drawdown since its inception was -87.51%, which is greater than CRWD's maximum drawdown of -65.54%. Use the drawdown chart below to compare losses from any high point for XEG.TO and CRWD.
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Drawdown Indicators
| XEG.TO | CRWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.51% | -65.54% | -21.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -38.93% | +27.81% |
Max Drawdown (3Y)Largest decline over 3 years | -25.67% | -43.59% | +17.92% |
Max Drawdown (5Y)Largest decline over 5 years | -28.42% | -64.92% | +36.50% |
Max Drawdown (10Y)Largest decline over 10 years | -79.66% | — | — |
Current DrawdownCurrent decline from peak | -7.87% | -11.59% | +3.72% |
Average DrawdownAverage peak-to-trough decline | -34.55% | -22.61% | -11.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 17.10% | -13.21% |
Volatility
XEG.TO vs. CRWD - Volatility Comparison
The current volatility for iShares S&P/TSX Capped Energy Index ETF (XEG.TO) is 9.11%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 18.19%. This indicates that XEG.TO experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEG.TO | CRWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 18.19% | -9.08% |
Volatility (6M)Calculated over the trailing 6-month period | 19.65% | 37.64% | -17.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.30% | 45.52% | -22.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.72% | 50.90% | -22.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.40% | 56.57% | -23.17% |
Dividends
XEG.TO vs. CRWD - Dividend Comparison
XEG.TO's dividend yield for the trailing twelve months is around 2.76%, while CRWD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRWD CrowdStrike Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 CRWD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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