PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XEN.TO vs. XCH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XEN.TO vs. XCH.TO

Last updated Jun 5, 2026

XEN.TO (iShares Jantzi Social Index ETF) and XCH.TO (iShares China Index ETF) are both exchange-traded funds - XEN.TO is a Canada Equities fund tracking the Morningstar Canada GR CAD, while XCH.TO is a China Equities fund tracking the Morningstar China GR CAD. Both are passively managed. Over the past 10 years, XEN.TO returned 12.35%/yr vs 3.26%/yr for XCH.TO. At a 0.37 correlation, their price movements are largely independent. XEN.TO charges 0.55%/yr vs 0.87%/yr for XCH.TO.

Performance

XEN.TO vs. XCH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Jantzi Social Index ETF (XEN.TO) and iShares China Index ETF (XCH.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XEN.TO achieves a 10.45% return, which is significantly higher than XCH.TO's -6.21% return. Over the past 10 years, XEN.TO has outperformed XCH.TO with an annualized return of 12.35%, while XCH.TO has yielded a comparatively lower 3.26% annualized return.

XEN.TO

1D
0.70%
1M
4.07%
YTD
10.45%
6M
10.76%
1Y
35.69%
3Y*
23.12%
5Y*
15.45%
10Y*
12.35%

XCH.TO

1D
-0.21%
1M
-0.81%
YTD
-6.21%
6M
-9.31%
1Y
1.24%
3Y*
12.51%
5Y*
-0.83%
10Y*
3.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEN.TO vs. XCH.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XEN.TO
iShares Jantzi Social Index ETF		10.45%34.17%16.91%12.18%-3.37%28.00%-0.30%17.34%-7.93%10.65%
XCH.TO
iShares China Index ETF		-6.21%22.48%39.50%-14.76%-15.40%-20.56%7.17%8.11%-6.28%27.28%

Correlation

The correlation between XEN.TO and XCH.TO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.40

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

0.35

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

0.32

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2010

0.37

XEN.TO vs. XCH.TO - Sectors Allocation Comparison

Sectors
XEN.TO
XCH.TO

Financial Services

34.8%
34.5%

Energy

18.6%
5.2%

Basic Materials

18.3%
3.9%

Industrials

10.0%
3.9%

Technology

8.1%
9.2%

Consumer Cyclical

3.3%
25.8%

Consumer Defensive

3.1%
0.8%

Utilities

2.6%
0.4%

Communication Services

0.8%
12.2%

Real Estate

0.4%
1.1%

Healthcare

-

2.2%

Financial Services

XEN.TO
34.8%
XCH.TO
34.5%

Energy

XEN.TO
18.6%
XCH.TO
5.2%

Basic Materials

XEN.TO
18.3%
XCH.TO
3.9%

Industrials

XEN.TO
10.0%
XCH.TO
3.9%

Technology

XEN.TO
8.1%
XCH.TO
9.2%

Consumer Cyclical

XEN.TO
3.3%
XCH.TO
25.8%

Consumer Defensive

XEN.TO
3.1%
XCH.TO
0.8%

Utilities

XEN.TO
2.6%
XCH.TO
0.4%

Communication Services

XEN.TO
0.8%
XCH.TO
12.2%

Real Estate

XEN.TO
0.4%
XCH.TO
1.1%

Healthcare

XEN.TO

-

XCH.TO
2.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Jantzi Social Index ETF

iShares China Index ETF

Often compared with XEN.TO:
XEN.TO vs. GEQT.TOXEN.TO vs. XCSR.TOXEN.TO vs. XDSR.TOXEN.TO vs. VFV.TOXEN.TO vs. DMEC.TOXEN.TO vs. XIU.TOXEN.TO vs. XIC.TO
Often compared with XCH.TO:
XCH.TO vs. VEE.TOXCH.TO vs. XEC.TOXCH.TO vs. XAW.TOXCH.TO vs. VFV.TOXCH.TO vs. ZCH.TOXCH.TO vs. XIC.TOXCH.TO vs. FBRT

Return for Risk

XEN.TO vs. XCH.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XEN.TO
XEN.TO Risk / Return Rank: 8686
Overall Rank
XEN.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XEN.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
XEN.TO Omega Ratio Rank: 8888
Omega Ratio Rank
XEN.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
XEN.TO Martin Ratio Rank: 8888
Martin Ratio Rank
XCH.TO
XCH.TO Risk / Return Rank: 1010
Overall Rank
XCH.TO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XCH.TO Sortino Ratio Rank: 1010
Sortino Ratio Rank
XCH.TO Omega Ratio Rank: 1010
Omega Ratio Rank
XCH.TO Calmar Ratio Rank: 1010
Calmar Ratio Rank
XCH.TO Martin Ratio Rank: 1010
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.

XEN.TO vs. XCH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Jantzi Social Index ETF (XEN.TO) and iShares China Index ETF (XCH.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.

XEN.TOXCH.TODifference
Sharpe ratioReturn per unit of total volatility
2.91
0.07

+2.85

Sortino ratioReturn per unit of downside risk
3.87
0.23

+3.64

Omega ratioGain probability vs. loss probability

1.54

1.03

+0.51

Calmar ratioReturn relative to maximum drawdown

4.19

0.08

+4.12

Martin ratioReturn relative to average drawdown

18.92

0.15

+18.77

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

XEN.TO vs. XCH.TO - Sharpe Ratio Comparison

The current XEN.TO Sharpe Ratio is 2.91, which is higher than the XCH.TO Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of XEN.TO and XCH.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

XEN.TOXCH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

0.07

+2.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

-0.03

+1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.13

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.13

+0.31

Drawdowns

XEN.TO vs. XCH.TO - Drawdown Comparison

The maximum XEN.TO drawdown since its inception was -49.69%, smaller than the maximum XCH.TO drawdown of -58.02%. Use the drawdown chart below to compare losses from any high point for XEN.TO and XCH.TO.

Loading charts...

Drawdown Indicators

XEN.TOXCH.TODifference

Max Drawdown

Largest peak-to-trough decline

-49.69%

-58.02%

+8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-16.51%

+7.96%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

-27.28%

+13.97%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-50.32%

+32.53%

Max Drawdown (10Y)

Largest decline over 10 years

-36.24%

-58.02%

+21.78%

Current Drawdown

Current decline from peak

0.00%

-21.70%

+21.70%

Average Drawdown

Average peak-to-trough decline

-7.65%

-20.41%

+12.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

8.20%

-6.31%

Volatility

XEN.TO vs. XCH.TO - Volatility Comparison

The current volatility for iShares Jantzi Social Index ETF (XEN.TO) is 2.53%, while iShares China Index ETF (XCH.TO) has a volatility of 6.91%. This indicates that XEN.TO experiences smaller price fluctuations and is considered to be less risky than XCH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XEN.TOXCH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

6.91%

-4.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

13.41%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

19.15%

-6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

29.80%

-15.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

25.72%

-10.65%

XEN.TO vs. XCH.TO - Expense Ratio Comparison

XEN.TO has a 0.55% expense ratio, which is lower than XCH.TO's 0.87% expense ratio.

Dividends

XEN.TO vs. XCH.TO - Dividend Comparison

XEN.TO's dividend yield for the trailing twelve months is around 1.67%, less than XCH.TO's 2.25% yield.

PositionTTM20252024202320222021202020192018201720162015
XCH.TO
iShares China Index ETF		2.25%2.11%1.54%2.86%2.35%1.50%2.17%2.50%2.45%2.41%2.21%2.58%
XEN.TO
iShares Jantzi Social Index ETF		1.67%1.83%2.29%2.46%2.60%1.73%3.72%2.13%2.31%1.75%2.07%2.57%

Frequently Asked Questions

XEN.TO and XCH.TO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEN.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEN.TO is cheaper with a 0.55% expense ratio, compared with 0.87% for XCH.TO.

XEN.TO is categorized as Canada Equities, while XCH.TO is China Equities. XEN.TO tracks Morningstar Canada GR CAD, while XCH.TO tracks Morningstar China GR CAD. Their fees differ too: 0.55% for XEN.TO and 0.87% for XCH.TO.

Portfolio Optimizer

Find the right allocation for XEN.TO and XCH.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