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

XEG.TO vs. XCG.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares S&P/TSX Capped Energy Index ETF (XEG.TO) and iShares Canadian Growth Index ETF (XCG.TO).

XEG.TO and XCG.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEG.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX Capped Energy Index. It was launched on Mar 19, 2001. XCG.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Nov 6, 2006. Both XEG.TO and XCG.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XEG.TO vs. XCG.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 Growth Index ETF (XCG.TO). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		41.93%16.72%14.08%3.52%53.25%83.71%-34.41%8.98%-27.05%-11.18%
XCG.TO
iShares Canadian Growth Index ETF		-0.53%9.37%21.40%17.43%-11.67%15.98%11.25%28.29%-6.14%7.03%

Returns By Period

In the year-to-date period, XEG.TO achieves a 41.93% return, which is significantly higher than XCG.TO's -0.53% return. Over the past 10 years, XEG.TO has outperformed XCG.TO with an annualized return of 13.00%, while XCG.TO has yielded a comparatively lower 9.65% annualized return.

XEG.TO

1D
-0.62%
1M
15.54%
YTD
41.93%
6M
49.98%
1Y
59.58%
3Y*
26.94%
5Y*
32.83%
10Y*
13.00%

XCG.TO

1D
4.22%
1M
-7.85%
YTD
-0.53%
6M
-4.57%
1Y
8.84%
3Y*
12.81%
5Y*
8.42%
10Y*
9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

iShares Canadian Growth Index ETF

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

XEG.TO has a 0.61% expense ratio, which is higher than XCG.TO's 0.55% expense ratio.

XEG.TO
iShares S&P/TSX Capped Energy Index ETF
XCG.TO
iShares Canadian Growth Index ETF

Return for Risk

XEG.TO vs. XCG.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: 9292
Overall Rank
XEG.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XEG.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
XEG.TO Omega Ratio Rank: 9393
Omega Ratio Rank
XEG.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
XEG.TO Martin Ratio Rank: 8989
Martin Ratio Rank
XCG.TO
XCG.TO Risk / Return Rank: 2727
Overall Rank
XCG.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XCG.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
XCG.TO Omega Ratio Rank: 2626
Omega Ratio Rank
XCG.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
XCG.TO Martin Ratio Rank: 2929
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. XCG.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 Growth Index ETF (XCG.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.

XEG.TOXCG.TODifference

Sharpe ratio

Return per unit of total volatility

2.31

0.41

+1.89

Sortino ratio

Return per unit of downside risk

2.76

0.68

+2.08

Omega ratio

Gain probability vs. loss probability

1.42

1.10

+0.32

Calmar ratio

Return relative to maximum drawdown

2.98

0.65

+2.33

Martin ratio

Return relative to average drawdown

10.68

2.30

+8.38

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XEG.TO Sharpe Ratio is 2.31, which is higher than the XCG.TO Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of XEG.TO and XCG.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

XEG.TOXCG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

0.41

+1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

0.54

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.59

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.36

-0.08

Correlation

The correlation between XEG.TO and XCG.TO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XEG.TO vs. XCG.TO - Dividend Comparison

XEG.TO's dividend yield for the trailing twelve months is around 2.70%, more than XCG.TO's 0.50% yield.

TTM20252024202320222021202020192018201720162015
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		2.70%3.63%3.46%4.26%3.31%1.64%2.96%2.70%2.25%1.41%1.40%3.58%
XCG.TO
iShares Canadian Growth Index ETF		0.50%0.45%0.60%1.33%1.59%1.46%1.69%1.53%1.65%1.03%0.97%0.72%

Drawdowns

XEG.TO vs. XCG.TO - Drawdown Comparison

The maximum XEG.TO drawdown since its inception was -87.74%, which is greater than XCG.TO's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for XEG.TO and XCG.TO.

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Drawdown Indicators

XEG.TOXCG.TODifference

Max Drawdown

Largest peak-to-trough decline

-87.74%

-52.64%

-35.10%

Max Drawdown (1Y)

Largest decline over 1 year

-20.69%

-15.27%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-28.42%

-21.61%

-6.81%

Max Drawdown (10Y)

Largest decline over 10 years

-79.66%

-32.14%

-47.52%

Current Drawdown

Current decline from peak

-1.13%

-9.53%

+8.40%

Average Drawdown

Average peak-to-trough decline

-29.36%

-10.90%

-18.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.78%

4.32%

+1.46%

Volatility

XEG.TO vs. XCG.TO - Volatility Comparison

The current volatility for iShares S&P/TSX Capped Energy Index ETF (XEG.TO) is 5.36%, while iShares Canadian Growth Index ETF (XCG.TO) has a volatility of 8.76%. This indicates that XEG.TO experiences smaller price fluctuations and is considered to be less risky than XCG.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.TOXCG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

8.76%

-3.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.71%

17.47%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

25.99%

21.60%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.48%

15.61%

+12.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.30%

16.36%

+16.94%