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XEQT.TO vs. WMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XEQT.TO vs. WMT

Last updated Jun 9, 2026

XEQT.TO (iShares Core Equity ETF Portfolio) is Global Equities fund actively managed by iShares, while WMT (Walmart Inc.) is a stock. Over the past 5 years, XEQT.TO returned 13.58%/yr vs 25.97%/yr for WMT. At a 0.25 correlation, their price movements are largely independent.

Performance

XEQT.TO vs. WMT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Equity ETF Portfolio (XEQT.TO) and Walmart Inc. (WMT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XEQT.TO is traded in CAD, while WMT is traded in USD. To make them comparable, the WMT 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 WMT's 9.95% 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*
—

WMT

1D
1.08%
1M
-6.22%
YTD
9.95%
6M
7.00%
1Y
26.49%
3Y*
36.29%
5Y*
25.97%
10Y*
20.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEQT.TO vs. WMT - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XEQT.TO
iShares Core Equity ETF Portfolio		10.73%20.57%24.38%17.27%-10.99%18.98%11.85%9.88%
WMT
Walmart Inc.		9.95%18.81%88.72%10.20%5.84%1.92%20.40%11.12%

Correlation

The correlation between XEQT.TO and WMT is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.01

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

0.15

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

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2019

0.25

Over the past year, the correlation between XEQT.TO and WMT has dropped to 0.01 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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

iShares Core Equity ETF Portfolio

Walmart Inc.

Often compared with XEQT.TO:
XEQT.TO vs. VFV.TOXEQT.TO vs. VEQT.TOXEQT.TO vs. XGRO.TOXEQT.TO vs. ZEQT.TOXEQT.TO vs. VGRO.TOXEQT.TO vs. XEI.TOXEQT.TO vs. VOO
Often compared with WMT:
WMT vs. COSTWMT vs. TGTWMT vs. VOOWMT vs. KRWMT vs. XLPWMT vs. SCHDWMT vs. ABBV

Return for Risk

XEQT.TO vs. WMT — 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: 8080
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 8282
Martin Ratio Rank
WMT
WMT Risk / Return Rank: 7171
Overall Rank
WMT Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WMT Sortino Ratio Rank: 6767
Sortino Ratio Rank
WMT Omega Ratio Rank: 6767
Omega Ratio Rank
WMT Calmar Ratio Rank: 7070
Calmar Ratio Rank
WMT Martin Ratio Rank: 7676
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. WMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Equity ETF Portfolio (XEQT.TO) and Walmart Inc. (WMT). 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.TOWMTDifference
Sharpe ratioReturn per unit of total volatility
2.37
1.09

+1.28

Sortino ratioReturn per unit of downside risk
3.22
1.66

+1.56

Omega ratioGain probability vs. loss probability

1.44

1.21

+0.23

Calmar ratioReturn relative to maximum drawdown

3.42

1.76

+1.66

Martin ratioReturn relative to average drawdown

14.83

5.88

+8.94

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

XEQT.TO vs. WMT - Sharpe Ratio Comparison

The current XEQT.TO Sharpe Ratio is 2.37, which is higher than the WMT Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XEQT.TO and WMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XEQT.TOWMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

1.09

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

1.16

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.91

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.49

+0.45

Drawdowns

XEQT.TO vs. WMT - Drawdown Comparison

The maximum XEQT.TO drawdown since its inception was -29.74%, smaller than the maximum WMT drawdown of -47.96%. Use the drawdown chart below to compare losses from any high point for XEQT.TO and WMT.

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Drawdown Indicators

XEQT.TOWMTDifference

Max Drawdown

Largest peak-to-trough decline

-29.74%

-47.96%

+18.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-15.14%

+6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

-22.27%

+7.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-24.22%

+4.67%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.22%

—

Current Drawdown

Current decline from peak

-2.20%

-9.37%

+7.17%

Average Drawdown

Average peak-to-trough decline

-4.10%

-13.53%

+9.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

4.51%

-2.61%

Volatility

XEQT.TO vs. WMT - Volatility Comparison

The current volatility for iShares Core Equity ETF Portfolio (XEQT.TO) is 4.35%, while Walmart Inc. (WMT) has a volatility of 10.45%. This indicates that XEQT.TO experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XEQT.TOWMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

10.45%

-6.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

19.24%

-9.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

24.51%

-12.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.17%

22.53%

-9.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

22.81%

-7.25%

Dividends

XEQT.TO vs. WMT - Dividend Comparison

XEQT.TO's dividend yield for the trailing twelve months is around 1.51%, more than WMT's 0.81% yield.

PositionTTM20252024202320222021202020192018201720162015
WMT
Walmart Inc.		0.81%0.84%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%
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 WMT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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