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

Performance

XEG.TO vs. FIE.TO - 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 Canadian Financial Monthly Income ETF (FIE.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, XEG.TO achieves a 30.47% return, which is significantly higher than FIE.TO's 14.56% return. Over the past 10 years, XEG.TO has underperformed FIE.TO with an annualized return of 10.96%, while FIE.TO has yielded a comparatively higher 12.31% annualized return.


XEG.TO

1D
0.20%
1M
-11.00%
YTD
30.47%
6M
33.01%
1Y
46.85%
3Y*
25.76%
5Y*
26.37%
10Y*
10.96%

FIE.TO

1D
0.09%
1M
4.86%
YTD
14.56%
6M
11.23%
1Y
32.60%
3Y*
26.44%
5Y*
13.03%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEG.TO vs. FIE.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
30.47%16.72%14.04%3.55%53.25%83.71%-34.44%9.04%-27.05%-11.17%
FIE.TO
iShares Canadian Financial Monthly Income ETF
14.56%24.36%27.62%12.58%-14.35%27.34%1.33%18.97%-9.12%12.01%

Correlation

The correlation between XEG.TO and FIE.TO is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.20

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

0.09

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

0.27

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

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2010

0.44

The correlation between XEG.TO and FIE.TO shifts across timeframes, from -0.20 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XEG.TO vs. FIE.TO — 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: 6262
Overall Rank
XEG.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XEG.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XEG.TO Omega Ratio Rank: 5656
Omega Ratio Rank
XEG.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
XEG.TO Martin Ratio Rank: 6666
Martin Ratio Rank

FIE.TO
FIE.TO Risk / Return Rank: 9090
Overall Rank
FIE.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9595
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
FIE.TO Martin Ratio Rank: 7979
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. FIE.TO - 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 Canadian Financial Monthly Income ETF (FIE.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.


XEG.TOFIE.TODifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.33

1.71

-0.38

Calmar ratioReturn relative to maximum drawdown

3.14

4.55

-1.41

Martin ratioReturn relative to average drawdown

11.48

14.80

-3.33

XEG.TO vs. FIE.TO - Sharpe Ratio Comparison

The current XEG.TO Sharpe Ratio is 2.03, which is lower than the FIE.TO Sharpe Ratio of 3.64. The chart below compares the historical Sharpe Ratios of XEG.TO and FIE.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

XEG.TO vs. FIE.TO - Drawdown Comparison

The maximum XEG.TO drawdown since its inception was -87.51%, which is greater than FIE.TO's maximum drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for XEG.TO and FIE.TO.


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Drawdown Indicators


XEG.TOFIE.TODifference

Max Drawdown

Largest peak-to-trough decline

-87.51%

-42.24%

-45.27%

Max Drawdown (1Y)

Largest decline over 1 year

-14.97%

-7.19%

-7.78%

Max Drawdown (3Y)

Largest decline over 3 years

-25.67%

-10.70%

-14.97%

Max Drawdown (5Y)

Largest decline over 5 years

-28.42%

-22.93%

-5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-79.66%

-42.24%

-37.42%

Current Drawdown

Current decline from peak

-13.23%

0.00%

-13.23%

Average Drawdown

Average peak-to-trough decline

-34.56%

-4.88%

-29.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

2.21%

+1.90%

Volatility

XEG.TO vs. FIE.TO - Volatility Comparison

iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a higher volatility of 8.45% compared to iShares Canadian Financial Monthly Income ETF (FIE.TO) at 2.54%. This indicates that XEG.TO's price experiences larger fluctuations and is considered to be riskier than FIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEG.TOFIE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

2.54%

+5.91%

Volatility (6M)

Calculated over the trailing 6-month period

19.59%

7.83%

+11.76%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

9.02%

+14.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.65%

10.55%

+18.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.40%

14.06%

+19.34%

XEG.TO vs. FIE.TO - Expense Ratio Comparison

XEG.TO has a 0.60% expense ratio, which is lower than FIE.TO's 0.74% expense ratio.


Dividends

XEG.TO vs. FIE.TO - Dividend Comparison

XEG.TO's dividend yield for the trailing twelve months is around 2.93%, less than FIE.TO's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
FIE.TO
iShares Canadian Financial Monthly Income ETF
4.34%4.94%5.83%6.98%7.31%5.92%7.10%6.65%7.38%6.28%6.59%7.43%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
2.93%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 FIE.TO have a correlation of -0.20, 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 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEG.TO is cheaper with a 0.60% expense ratio, compared with 0.74% for FIE.TO.

XEG.TO is categorized as Energy Equities, while FIE.TO is Financials Equities. Their fees differ too: 0.60% for XEG.TO and 0.74% for FIE.TO.

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