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XEI.TO vs. XFR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEI.TO vs. XFR.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 iShares Floating Rate Index ETF (XFR.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, XEI.TO achieves a 23.25% return, which is significantly higher than XFR.TO's 1.02% return. Over the past 10 years, XEI.TO has outperformed XFR.TO with an annualized return of 12.30%, while XFR.TO has yielded a comparatively lower 2.25% annualized return.


XEI.TO

1D
0.85%
1M
3.41%
YTD
23.25%
6M
23.82%
1Y
45.53%
3Y*
22.82%
5Y*
15.75%
10Y*
12.30%

XFR.TO

1D
0.02%
1M
0.18%
YTD
1.02%
6M
1.35%
1Y
2.94%
3Y*
3.99%
5Y*
3.21%
10Y*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEI.TO vs. XFR.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF
23.25%25.96%15.42%6.69%0.41%35.88%-7.53%25.44%-10.85%7.24%
XFR.TO
iShares Floating Rate Index ETF
1.02%3.33%4.57%5.29%1.82%0.15%0.98%2.23%1.16%1.46%

Correlation

The correlation between XEI.TO and XFR.TO is -0.00, 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

-0.00

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

-0.00

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

-0.00

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

0.04

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2011

0.03

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Return for Risk

XEI.TO vs. XFR.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: 9999
Sortino Ratio Rank
XEI.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XEI.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XEI.TO Martin Ratio Rank: 9898
Martin Ratio Rank

XFR.TO
XFR.TO Risk / Return Rank: 9898
Overall Rank
XFR.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XFR.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XFR.TO Omega Ratio Rank: 9797
Omega Ratio Rank
XFR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XFR.TO Martin Ratio Rank: 9999
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. XFR.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 iShares Floating Rate Index ETF (XFR.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.TOXFR.TODifference
Sharpe ratioReturn per unit of total volatility

+2.25

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

2.34

1.96

+0.39

Calmar ratioReturn relative to maximum drawdown

20.39

29.53

-9.14

Martin ratioReturn relative to average drawdown

69.23

87.75

-18.51

XEI.TO vs. XFR.TO - Sharpe Ratio Comparison

The current XEI.TO Sharpe Ratio is 6.34, which is higher than the XFR.TO Sharpe Ratio of 4.09. The chart below compares the historical Sharpe Ratios of XEI.TO and XFR.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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Sharpe Ratios by Period


XEI.TOXFR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.34

4.09

+2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.41

3.93

-2.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

1.22

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.19

-0.52

Drawdowns

XEI.TO vs. XFR.TO - Drawdown Comparison

The maximum XEI.TO drawdown since its inception was -45.51%, which is greater than XFR.TO's maximum drawdown of -4.12%. Use the drawdown chart below to compare losses from any high point for XEI.TO and XFR.TO.


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Drawdown Indicators


XEI.TOXFR.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-4.12%

-41.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.24%

-0.10%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-9.92%

-0.30%

-9.62%

Max Drawdown (5Y)

Largest decline over 5 years

-17.32%

-0.30%

-17.02%

Max Drawdown (10Y)

Largest decline over 10 years

-45.51%

-4.12%

-41.39%

Current Drawdown

Current decline from peak

0.00%

-0.02%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.05%

-0.06%

-4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.03%

+0.63%

Volatility

XEI.TO vs. XFR.TO - Volatility Comparison

iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) has a higher volatility of 2.89% compared to iShares Floating Rate Index ETF (XFR.TO) at 0.18%. This indicates that XEI.TO's price experiences larger fluctuations and is considered to be riskier than XFR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEI.TOXFR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

0.18%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

6.03%

0.47%

+5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

7.24%

0.72%

+6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.24%

0.82%

+10.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

1.85%

+14.16%

XEI.TO vs. XFR.TO - Expense Ratio Comparison

XEI.TO has a 0.22% expense ratio, which is higher than XFR.TO's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XEI.TO vs. XFR.TO - Dividend Comparison

XEI.TO's dividend yield for the trailing twelve months is around 3.53%, more than XFR.TO's 2.77% yield.


PositionTTM20252024202320222021202020192018201720162015
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF
3.53%4.39%5.56%5.08%4.78%3.65%5.13%4.71%5.53%4.37%4.51%5.75%
XFR.TO
iShares Floating Rate Index ETF
2.77%3.23%4.93%4.91%1.85%0.30%1.07%1.96%1.60%0.95%0.77%0.94%

Frequently Asked Questions


XEI.TO and XFR.TO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XFR.TO is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XFR.TO is cheaper with a 0.14% expense ratio, compared with 0.22% for XEI.TO.

XEI.TO is categorized as Canada Equities, while XFR.TO is Canadian Government Bonds. XEI.TO tracks S&P/TSX Composite High Dividend Index, while XFR.TO tracks Morningstar Can 1-5Y Core Bd GR CAD. Their fees differ too: 0.22% for XEI.TO and 0.14% for XFR.TO.

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