XEQT.TO vs. OEF
XEQT.TO (iShares Core Equity ETF Portfolio) and OEF (iShares S&P 100 ETF) are both exchange-traded funds - XEQT.TO is a Global Equities fund actively managed by iShares, while OEF is a Large Cap Blend Equities fund tracking the S&P 100 Index. XEQT.TO is actively managed, while OEF is passively managed. Over the past 5 years, XEQT.TO returned 13.58%/yr vs 18.50%/yr for OEF. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
XEQT.TO vs. OEF - Performance Comparison
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Different Trading Currencies
XEQT.TO is traded in CAD, while OEF is traded in USD. To make them comparable, the OEF values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XEQT.TO achieves a 10.73% return, which is significantly higher than OEF's 9.14% return.
XEQT.TO
- 1D
- 0.43%
- 1M
- 1.59%
- YTD
- 10.73%
- 6M
- 11.16%
- 1Y
- 28.07%
- 3Y*
- 21.64%
- 5Y*
- 13.58%
- 10Y*
- —
OEF
- 1D
- 0.74%
- 1M
- 1.85%
- YTD
- 9.14%
- 6M
- 7.88%
- 1Y
- 28.74%
- 3Y*
- 25.30%
- 5Y*
- 18.50%
- 10Y*
- 17.53%
XEQT.TO vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XEQT.TO iShares Core Equity ETF Portfolio | 10.73% | 20.57% | 24.38% | 17.27% | -10.99% | 18.98% | 11.85% | 8.56% |
OEF iShares S&P 100 ETF | 9.14% | 14.33% | 41.81% | 29.55% | -16.02% | 29.11% | 18.33% | 10.77% |
Correlation
The correlation between XEQT.TO and OEF is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2019 | 0.76 |
The correlation between XEQT.TO and OEF has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
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Return for Risk
XEQT.TO vs. OEF — Risk / Return Rank
XEQT.TO
OEF
XEQT.TO vs. OEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Equity ETF Portfolio (XEQT.TO) and iShares S&P 100 ETF (OEF). 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.
| XEQT.TO | OEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.38 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 2.54 | +0.87 |
| Martin ratioReturn relative to average drawdown | 14.83 | 8.95 | +5.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XEQT.TO | OEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 2.18 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 1.00 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.60 | +0.35 |
Drawdowns
XEQT.TO vs. OEF - Drawdown Comparison
The maximum XEQT.TO drawdown since its inception was -29.74%, smaller than the maximum OEF drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for XEQT.TO and OEF.
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Drawdown Indicators
| XEQT.TO | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.74% | -44.36% | +14.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.25% | -11.34% | +3.09% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -20.25% | +5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -23.64% | +4.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.29% | — |
Current DrawdownCurrent decline from peak | -2.20% | -2.24% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -8.46% | +4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 3.22% | -1.32% |
Volatility
XEQT.TO vs. OEF - Volatility Comparison
iShares Core Equity ETF Portfolio (XEQT.TO) and iShares S&P 100 ETF (OEF) have volatilities of 4.35% and 4.27%, 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.
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Volatility by Period
| XEQT.TO | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 4.27% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 10.30% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.92% | 13.28% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 18.66% | -5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.56% | 19.53% | -3.97% |
XEQT.TO vs. OEF - Expense Ratio Comparison
Both XEQT.TO and OEF have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XEQT.TO vs. OEF - Dividend Comparison
XEQT.TO's dividend yield for the trailing twelve months is around 1.51%, more than OEF's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.85% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.51% | 1.66% | 2.03% | 2.09% | 2.14% | 1.66% | 1.69% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XEQT.TO and OEF have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XEQT.TO and OEF have the same expense ratio: 0.20% per year.
XEQT.TO is categorized as Global Equities, while OEF is Large Cap Blend Equities.
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