PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XEI.TO vs. CRT-UN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XEI.TO vs. CRT-UN.TO

Last updated Jun 9, 2026

XEI.TO (iShares S&P/TSX Composite High Dividend Index ETF) is Canada Equities fund tracking the S&P/TSX Composite High Dividend Index, while CRT-UN.TO (CT Real Estate Investment Trust) is a stock. Over the past 10 years, XEI.TO returned 11.86%/yr vs 7.63%/yr for CRT-UN.TO. At a 0.39 correlation, their price movements are largely independent.

Performance

XEI.TO vs. CRT-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) and CT Real Estate Investment Trust (CRT-UN.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XEI.TO achieves a 22.47% return, which is significantly higher than CRT-UN.TO's 11.59% return. Over the past 10 years, XEI.TO has outperformed CRT-UN.TO with an annualized return of 11.86%, while CRT-UN.TO has yielded a comparatively lower 7.63% annualized return.

XEI.TO

1D
0.05%
1M
3.98%
YTD
22.47%
6M
18.86%
1Y
38.50%
3Y*
20.67%
5Y*
14.49%
10Y*
11.86%

CRT-UN.TO

1D
-0.11%
1M
1.42%
YTD
11.59%
6M
15.18%
1Y
16.30%
3Y*
12.39%
5Y*
7.05%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEI.TO vs. CRT-UN.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		22.47%20.86%15.26%6.59%0.32%35.76%-7.60%25.30%-10.95%7.14%
CRT-UN.TO
CT Real Estate Investment Trust		11.59%20.98%3.91%-0.26%-5.16%16.12%2.73%47.59%-15.85%1.45%

Correlation

The correlation between XEI.TO and CRT-UN.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.47

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

0.50

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

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.39

The correlation between XEI.TO and CRT-UN.TO shifts across timeframes, from 0.27 (1 year) to 0.50 (5 years), 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 Composite High Dividend Index ETF

CT Real Estate Investment Trust

Often compared with XEI.TO:
XEI.TO vs. VDY.TOXEI.TO vs. XDIV.TOXEI.TO vs. XEQT.TOXEI.TO vs. VFV.TOXEI.TO vs. ZDV.TOXEI.TO vs. CDZ.TOXEI.TO vs. XDV.TO
Often compared with CRT-UN.TO:
CRT-UN.TO vs. SRU-UN.TOCRT-UN.TO vs. REI-UN.TOCRT-UN.TO vs. GRT-UN.TOCRT-UN.TO vs. CRR-UN.TOCRT-UN.TO vs. DIR-UN.TOCRT-UN.TO vs. CSH-UN.TOCRT-UN.TO vs. D-UN.TO

Return for Risk

XEI.TO vs. CRT-UN.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XEI.TO
XEI.TO Risk / Return Rank: 9898
Overall Rank
XEI.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XEI.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XEI.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XEI.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
XEI.TO Martin Ratio Rank: 9797
Martin Ratio Rank
CRT-UN.TO
CRT-UN.TO Risk / Return Rank: 7777
Overall Rank
CRT-UN.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CRT-UN.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
CRT-UN.TO Omega Ratio Rank: 7171
Omega Ratio Rank
CRT-UN.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
CRT-UN.TO Martin Ratio Rank: 8282
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.

XEI.TO vs. CRT-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) and CT Real Estate Investment Trust (CRT-UN.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.

XEI.TOCRT-UN.TODifference
Sharpe ratioReturn per unit of total volatility
4.96
1.29

+3.67

Sortino ratioReturn per unit of downside risk
6.80
1.93

+4.87

Omega ratioGain probability vs. loss probability

2.01

1.22

+0.79

Calmar ratioReturn relative to maximum drawdown

9.17

2.63

+6.54

Martin ratioReturn relative to average drawdown

41.24

6.86

+34.38

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

XEI.TO vs. CRT-UN.TO - Sharpe Ratio Comparison

The current XEI.TO Sharpe Ratio is 4.96, which is higher than the CRT-UN.TO Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of XEI.TO and CRT-UN.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.

Loading charts...

Sharpe Ratios by Period

XEI.TOCRT-UN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.96

1.29

+3.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.29

0.40

+0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.38

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.54

+0.11

Drawdowns

XEI.TO vs. CRT-UN.TO - Drawdown Comparison

The maximum XEI.TO drawdown since its inception was -45.52%, roughly equal to the maximum CRT-UN.TO drawdown of -45.88%. Use the drawdown chart below to compare losses from any high point for XEI.TO and CRT-UN.TO.

Loading charts...

Drawdown Indicators

XEI.TOCRT-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.52%

-45.88%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-4.22%

-6.24%

+2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-9.96%

-17.38%

+7.42%

Max Drawdown (5Y)

Largest decline over 5 years

-17.35%

-24.70%

+7.35%

Max Drawdown (10Y)

Largest decline over 10 years

-45.52%

-45.88%

+0.36%

Current Drawdown

Current decline from peak

-0.64%

-0.84%

+0.20%

Average Drawdown

Average peak-to-trough decline

-5.10%

-6.26%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.38%

-1.44%

Volatility

XEI.TO vs. CRT-UN.TO - Volatility Comparison

iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) and CT Real Estate Investment Trust (CRT-UN.TO) have volatilities of 2.75% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XEI.TOCRT-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

2.78%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

9.36%

-2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

7.82%

12.74%

-4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.31%

17.64%

-6.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.03%

20.22%

-4.19%

Dividends

XEI.TO vs. CRT-UN.TO - Dividend Comparison

XEI.TO's dividend yield for the trailing twelve months is around 3.58%, less than CRT-UN.TO's 5.35% yield.

PositionTTM20252024202320222021202020192018201720162015
CRT-UN.TO
CT Real Estate Investment Trust		5.35%5.77%6.40%6.04%5.48%4.76%5.08%4.71%6.34%4.84%4.54%5.11%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		3.58%4.47%5.45%4.97%4.68%3.58%5.03%4.62%5.42%4.29%4.41%5.64%

Frequently Asked Questions

XEI.TO and CRT-UN.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for XEI.TO and CRT-UN.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer