XEN.TO vs. GEQT.TO
Compare and contrast key facts about iShares Jantzi Social Index ETF (XEN.TO) and iShares ESG Equity ETF Portfolio (GEQT.TO).
XEN.TO and GEQT.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEN.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on May 14, 2007. GEQT.TO is an actively managed fund by iShares. It was launched on Sep 2, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEN.TO or GEQT.TO.
Key characteristics
| XEN.TO | GEQT.TO | |
|---|---|---|
| YTD Return | 15.32% | 28.10% |
| 1Y Return | 22.74% | 38.67% |
| 3Y Return (Ann) | 7.32% | 10.30% |
| Sharpe Ratio | 2.09 | 3.33 |
| Sortino Ratio | 2.90 | 4.53 |
| Omega Ratio | 1.40 | 1.66 |
| Calmar Ratio | 3.95 | 5.80 |
| Martin Ratio | 13.36 | 26.57 |
| Ulcer Index | 1.76% | 1.45% |
| Daily Std Dev | 11.24% | 11.60% |
| Max Drawdown | -49.69% | -23.64% |
| Current Drawdown | -0.49% | 0.00% |
Correlation
The correlation between XEN.TO and GEQT.TO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XEN.TO vs. GEQT.TO - Performance Comparison
In the year-to-date period, XEN.TO achieves a 15.32% return, which is significantly lower than GEQT.TO's 28.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XEN.TO vs. GEQT.TO - Expense Ratio Comparison
XEN.TO has a 0.55% expense ratio, which is higher than GEQT.TO's 0.25% expense ratio.
Risk-Adjusted Performance
XEN.TO vs. GEQT.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Jantzi Social Index ETF (XEN.TO) and iShares ESG Equity ETF Portfolio (GEQT.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
XEN.TO vs. GEQT.TO - Dividend Comparison
XEN.TO's dividend yield for the trailing twelve months is around 2.23%, more than GEQT.TO's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEN.TO iShares Jantzi Social Index ETF | 2.23% | 2.46% | 2.60% | 1.73% | 3.72% | 2.13% | 2.31% | 1.75% | 2.07% | 2.57% | 2.14% | 2.30% |
GEQT.TO iShares ESG Equity ETF Portfolio | 1.34% | 1.58% | 1.82% | 1.32% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XEN.TO vs. GEQT.TO - Drawdown Comparison
The maximum XEN.TO drawdown since its inception was -49.69%, which is greater than GEQT.TO's maximum drawdown of -23.64%. Use the drawdown chart below to compare losses from any high point for XEN.TO and GEQT.TO. For additional features, visit the drawdowns tool.
Volatility
XEN.TO vs. GEQT.TO - Volatility Comparison
iShares Jantzi Social Index ETF (XEN.TO) has a higher volatility of 3.92% compared to iShares ESG Equity ETF Portfolio (GEQT.TO) at 3.53%. This indicates that XEN.TO's price experiences larger fluctuations and is considered to be riskier than GEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.