XEG.TO vs. XDIV.TO
Compare and contrast key facts about iShares S&P/TSX Capped Energy Index ETF (XEG.TO) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO).
XEG.TO and XDIV.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. XDIV.TO is a passively managed fund by iShares that tracks the performance of the MSCI Canada High Dividend Yield 10% Security Capped Index. It was launched on Jun 12, 2017. Both XEG.TO and XDIV.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEG.TO or XDIV.TO.
Key characteristics
| XEG.TO | XDIV.TO | |
|---|---|---|
| YTD Return | 15.61% | 24.15% |
| 1Y Return | 7.46% | 30.52% |
| 3Y Return (Ann) | 22.57% | 12.52% |
| 5Y Return (Ann) | 19.56% | 11.31% |
| Sharpe Ratio | 0.36 | 3.45 |
| Sortino Ratio | 0.63 | 4.89 |
| Omega Ratio | 1.08 | 1.65 |
| Calmar Ratio | 0.34 | 5.62 |
| Martin Ratio | 1.14 | 19.23 |
| Ulcer Index | 7.16% | 1.61% |
| Daily Std Dev | 22.49% | 8.96% |
| Max Drawdown | -87.73% | -41.29% |
| Current Drawdown | -9.79% | -0.20% |
Correlation
The correlation between XEG.TO and XDIV.TO is 0.65, 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.
Performance
XEG.TO vs. XDIV.TO - Performance Comparison
In the year-to-date period, XEG.TO achieves a 15.61% return, which is significantly lower than XDIV.TO's 24.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XEG.TO vs. XDIV.TO - Expense Ratio Comparison
XEG.TO has a 0.61% expense ratio, which is higher than XDIV.TO's 0.11% expense ratio.
Risk-Adjusted Performance
XEG.TO vs. XDIV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Energy Index ETF (XEG.TO) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.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.
Dividends
XEG.TO vs. XDIV.TO - Dividend Comparison
XEG.TO's dividend yield for the trailing twelve months is around 3.02%, less than XDIV.TO's 4.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 3.02% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% | 2.56% | 2.32% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 4.32% | 4.42% | 4.15% | 3.76% | 4.82% | 4.22% | 5.10% | 1.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XEG.TO vs. XDIV.TO - Drawdown Comparison
The maximum XEG.TO drawdown since its inception was -87.73%, which is greater than XDIV.TO's maximum drawdown of -41.29%. Use the drawdown chart below to compare losses from any high point for XEG.TO and XDIV.TO. For additional features, visit the drawdowns tool.
Volatility
XEG.TO vs. XDIV.TO - Volatility Comparison
iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a higher volatility of 6.68% compared to iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) at 2.94%. This indicates that XEG.TO's price experiences larger fluctuations and is considered to be riskier than XDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.