XEQT.TO vs. TSU.TO
XEQT.TO (iShares Core Equity ETF Portfolio) is Global Equities fund actively managed by iShares, while TSU.TO (Trisura Group Ltd.) is a stock. Over the past 5 years, XEQT.TO returned 13.69%/yr vs 1.34%/yr for TSU.TO. At a 0.32 correlation, their price movements are largely independent.
Performance
XEQT.TO vs. TSU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XEQT.TO achieves a 12.26% return, which is significantly higher than TSU.TO's -0.16% return.
XEQT.TO
- 1D
- 0.63%
- 1M
- 2.10%
- YTD
- 12.26%
- 6M
- 12.73%
- 1Y
- 30.96%
- 3Y*
- 21.81%
- 5Y*
- 13.69%
- 10Y*
- —
TSU.TO
- 1D
- 0.24%
- 1M
- 3.95%
- YTD
- -0.16%
- 6M
- 6.79%
- 1Y
- 6.33%
- 3Y*
- 4.15%
- 5Y*
- 1.34%
- 10Y*
- —
XEQT.TO vs. TSU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XEQT.TO iShares Core Equity ETF Portfolio | 12.26% | 20.57% | 24.38% | 17.27% | -10.99% | 18.98% | 11.85% | 8.56% |
TSU.TO Trisura Group Ltd. | -0.16% | 9.59% | 14.65% | -24.93% | -5.03% | 114.17% | 121.18% | 41.05% |
Correlation
The correlation between XEQT.TO and TSU.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2019 | 0.32 |
The correlation between XEQT.TO and TSU.TO shifts across timeframes, from 0.23 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XEQT.TO vs. TSU.TO — Risk / Return Rank
XEQT.TO
TSU.TO
XEQT.TO vs. TSU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Equity ETF Portfolio (XEQT.TO) and Trisura Group Ltd. (TSU.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XEQT.TO | TSU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | +2.77 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.06 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 0.31 | +3.28 |
| Martin ratioReturn relative to average drawdown | 15.41 | 0.53 | +14.88 |
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Drawdowns
XEQT.TO vs. TSU.TO - Drawdown Comparison
The maximum XEQT.TO drawdown since its inception was -29.74%, smaller than the maximum TSU.TO drawdown of -40.06%. Use the drawdown chart below to compare losses from any high point for XEQT.TO and TSU.TO.
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Drawdown Indicators
| XEQT.TO | TSU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.74% | -40.06% | +10.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.25% | -18.33% | +10.08% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -31.85% | +16.77% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -40.06% | +20.51% |
Current DrawdownCurrent decline from peak | -0.84% | -14.05% | +13.21% |
Average DrawdownAverage peak-to-trough decline | -4.09% | -14.34% | +10.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 10.44% | -8.52% |
Volatility
XEQT.TO vs. TSU.TO - Volatility Comparison
iShares Core Equity ETF Portfolio (XEQT.TO) has a higher volatility of 5.02% compared to Trisura Group Ltd. (TSU.TO) at 4.11%. This indicates that XEQT.TO's price experiences larger fluctuations and is considered to be riskier than TSU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEQT.TO | TSU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 4.11% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 21.80% | -11.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 27.85% | -15.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.21% | 33.08% | -19.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.58% | 33.66% | -18.08% |
Dividends
XEQT.TO vs. TSU.TO - Dividend Comparison
XEQT.TO's dividend yield for the trailing twelve months is around 1.48%, while TSU.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
TSU.TO Trisura Group Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.48% | 1.66% | 2.03% | 2.09% | 2.14% | 1.66% | 1.69% | 1.21% |
Frequently Asked Questions
XEQT.TO and TSU.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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