PortfoliosLab logoPortfoliosLab logo

Documentation

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

XEN.TO vs. XIC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Jantzi Social Index ETF (XEN.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO).

XEN.TO and XIC.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. XIC.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Feb 16, 2001. Both XEN.TO and XIC.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.

Performance

XEN.TO vs. XIC.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 Core S&P/TSX Capped Composite Index ETF (XIC.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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

2026 (YTD)202520242023202220212020201920182017
XEN.TO
iShares Jantzi Social Index ETF		3.63%34.17%16.91%12.18%-3.37%28.00%-0.30%17.34%-7.93%10.65%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		3.89%31.51%21.48%11.73%-5.82%23.42%5.61%22.76%-8.72%8.99%

Returns By Period

In the year-to-date period, XEN.TO achieves a 3.63% return, which is significantly lower than XIC.TO's 3.89% return. Both investments have delivered pretty close results over the past 10 years, with XEN.TO having a 12.14% annualized return and XIC.TO not far ahead at 12.45%.

XEN.TO

1D
2.98%
1M
-4.04%
YTD
3.63%
6M
10.19%
1Y
34.33%
3Y*
20.86%
5Y*
15.50%
10Y*
12.14%

XIC.TO

1D
2.55%
1M
-4.36%
YTD
3.89%
6M
10.31%
1Y
34.58%
3Y*
21.07%
5Y*
14.44%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 Core S&P/TSX Capped Composite 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. XIU.TOXEN.TO vs. ^GSPC
Often compared with XIC.TO:
XIC.TO vs. XIU.TOXIC.TO vs. VDY.TOXIC.TO vs. ZCN.TOXIC.TO vs. VCE.TOXIC.TO vs. XEF.TOXIC.TO vs. VEQT.TOXIC.TO vs. VO

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

XEN.TO has a 0.55% expense ratio, which is higher than XIC.TO's 0.06% expense ratio.

XEN.TO
iShares Jantzi Social Index ETF
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF

Return for Risk

XEN.TO vs. XIC.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: 9393
Overall Rank
XEN.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XEN.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
XEN.TO Omega Ratio Rank: 9494
Omega Ratio Rank
XEN.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
XEN.TO Martin Ratio Rank: 9494
Martin Ratio Rank
XIC.TO
XIC.TO Risk / Return Rank: 9494
Overall Rank
XIC.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 9595
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 9595
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. XIC.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 Core S&P/TSX Capped Composite Index ETF (XIC.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.TOXIC.TODifference

Sharpe ratio

Return per unit of total volatility

2.22

2.27

-0.06

Sortino ratio

Return per unit of downside risk

2.84

2.87

-0.03

Omega ratio

Gain probability vs. loss probability

1.45

1.45

-0.01

Calmar ratio

Return relative to maximum drawdown

3.00

3.25

-0.25

Martin ratio

Return relative to average drawdown

14.17

14.62

-0.45

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. XIC.TO - Sharpe Ratio Comparison

The current XEN.TO Sharpe Ratio is 2.22, which is comparable to the XIC.TO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of XEN.TO and XIC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

XEN.TOXIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

2.27

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

1.11

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.84

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.53

-0.11

Correlation

The correlation between XEN.TO and XIC.TO is 0.72, 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.

Dividends

XEN.TO vs. XIC.TO - Dividend Comparison

XEN.TO's dividend yield for the trailing twelve months is around 1.78%, less than XIC.TO's 2.16% yield.

TTM20252024202320222021202020192018201720162015
XEN.TO
iShares Jantzi Social Index ETF		1.78%1.83%2.29%2.46%2.60%1.73%3.72%2.13%2.31%1.75%2.07%2.57%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		2.16%2.23%2.64%2.95%3.10%2.44%3.03%3.01%3.19%2.49%2.72%3.21%

Drawdowns

XEN.TO vs. XIC.TO - Drawdown Comparison

The maximum XEN.TO drawdown since its inception was -49.69%, roughly equal to the maximum XIC.TO drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for XEN.TO and XIC.TO.

Loading graphics...

Drawdown Indicators

XEN.TOXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-49.69%

-48.21%

-1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-10.98%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-16.24%

-1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-36.24%

-37.21%

+0.97%

Current Drawdown

Current decline from peak

-4.55%

-4.95%

+0.40%

Average Drawdown

Average peak-to-trough decline

-7.71%

-7.08%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.44%

+0.05%

Volatility

XEN.TO vs. XIC.TO - Volatility Comparison

iShares Jantzi Social Index ETF (XEN.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) have volatilities of 5.74% and 5.98%, 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 graphics...

Volatility by Period

XEN.TOXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

5.98%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

10.89%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

15.30%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

13.07%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

14.93%

+0.15%