PortfoliosLab logoPortfoliosLab logo
XEQT.TO vs. OILY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEQT.TO vs. OILY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Equity ETF Portfolio (XEQT.TO) and Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XEQT.TO achieves a 13.22% return, which is significantly lower than OILY.TO's 36.54% return.


XEQT.TO

1D
0.83%
1M
6.02%
YTD
13.22%
6M
11.68%
1Y
30.42%
3Y*
22.22%
5Y*
13.90%
10Y*

OILY.TO

1D
0.85%
1M
2.24%
YTD
36.54%
6M
30.17%
1Y
54.51%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEQT.TO vs. OILY.TO - Yearly Performance Comparison


Correlation

The correlation between XEQT.TO and OILY.TO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2025

-0.03

Compare stocks, funds, or ETFs

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


Return for Risk

XEQT.TO vs. OILY.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XEQT.TO
XEQT.TO Risk / Return Rank: 8080
Overall Rank
XEQT.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 8282
Martin Ratio Rank

OILY.TO
OILY.TO Risk / Return Rank: 8282
Overall Rank
OILY.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
OILY.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
OILY.TO Omega Ratio Rank: 7979
Omega Ratio Rank
OILY.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
OILY.TO Martin Ratio Rank: 7979
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.

XEQT.TO vs. OILY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Equity ETF Portfolio (XEQT.TO) and Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.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.


XEQT.TOOILY.TODifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.48

1.47

+0.02

Calmar ratioReturn relative to maximum drawdown

3.70

4.92

-1.22

Martin ratioReturn relative to average drawdown

16.13

15.05

+1.08

XEQT.TO vs. OILY.TO - Sharpe Ratio Comparison

The current XEQT.TO Sharpe Ratio is 2.62, which is comparable to the OILY.TO Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of XEQT.TO and OILY.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


XEQT.TOOILY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

2.85

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.38

-0.42

Drawdowns

XEQT.TO vs. OILY.TO - Drawdown Comparison

The maximum XEQT.TO drawdown since its inception was -29.74%, which is greater than OILY.TO's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for XEQT.TO and OILY.TO.


Loading charts...

Drawdown Indicators


XEQT.TOOILY.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.74%

-22.70%

-7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-11.14%

+2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

Max Drawdown (5Y)

Largest decline over 5 years

-19.56%

Current Drawdown

Current decline from peak

0.00%

-2.38%

+2.38%

Average Drawdown

Average peak-to-trough decline

-4.11%

-4.48%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

3.63%

-1.74%

Volatility

XEQT.TO vs. OILY.TO - Volatility Comparison

The current volatility for iShares Core Equity ETF Portfolio (XEQT.TO) is 3.70%, while Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.TO) has a volatility of 7.98%. This indicates that XEQT.TO experiences smaller price fluctuations and is considered to be less risky than OILY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XEQT.TOOILY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

7.98%

-4.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

16.36%

-6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

19.32%

-7.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.13%

24.98%

-11.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

24.98%

-9.42%

XEQT.TO vs. OILY.TO - Expense Ratio Comparison

XEQT.TO has a 0.20% expense ratio, which is lower than OILY.TO's 0.60% expense ratio.


Dividends

XEQT.TO vs. OILY.TO - Dividend Comparison

XEQT.TO's dividend yield for the trailing twelve months is around 1.47%, less than OILY.TO's 12.58% yield.


PositionTTM2025202420232022202120202019
OILY.TO
Evolve Canadian Energy Enhanced Yield Index Fund ETF
12.58%11.50%0.00%0.00%0.00%0.00%0.00%0.00%
XEQT.TO
iShares Core Equity ETF Portfolio
1.47%1.66%2.01%2.07%2.12%1.64%1.66%1.19%

Frequently Asked Questions


XEQT.TO and OILY.TO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.60% for OILY.TO.

XEQT.TO is categorized as Global Equities, while OILY.TO is Energy Equities. They also come from different issuers: iShares and Evolve. Their fees differ too: 0.20% for XEQT.TO and 0.60% for OILY.TO.

Portfolio Optimizer

Find the right allocation for XEQT.TO and OILY.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