XETM.TO vs. SETM
Compare and contrast key facts about iShares S&P/TSX Energy Transition Materials Index ETF (XETM.TO) and Sprott Energy Transition Materials ETF (SETM).
XETM.TO and SETM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XETM.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX Energy Transition Materials Index. It was launched on Sep 6, 2023. SETM is a passively managed fund by Sprott that tracks the performance of the Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross. It was launched on Feb 1, 2023. Both XETM.TO and SETM 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
XETM.TO vs. SETM - Performance Comparison
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XETM.TO vs. SETM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XETM.TO iShares S&P/TSX Energy Transition Materials Index ETF | 9.99% | 74.97% | 5.16% | -2.24% |
SETM Sprott Energy Transition Materials ETF | 15.81% | 86.32% | -5.79% | -0.66% |
Different Trading Currencies
XETM.TO is traded in CAD, while SETM is traded in USD. To make them comparable, the SETM values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XETM.TO achieves a 9.99% return, which is significantly lower than SETM's 15.81% return.
XETM.TO
- 1D
- 7.04%
- 1M
- -14.74%
- YTD
- 9.99%
- 6M
- 32.73%
- 1Y
- 87.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SETM
- 1D
- 5.70%
- 1M
- -12.68%
- YTD
- 15.81%
- 6M
- 33.58%
- 1Y
- 130.05%
- 3Y*
- 27.61%
- 5Y*
- —
- 10Y*
- —
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XETM.TO vs. SETM - Expense Ratio Comparison
XETM.TO has a 0.59% expense ratio, which is lower than SETM's 0.65% expense ratio.
Return for Risk
XETM.TO vs. SETM — Risk / Return Rank
XETM.TO
SETM
XETM.TO vs. SETM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Energy Transition Materials Index ETF (XETM.TO) and Sprott Energy Transition Materials ETF (SETM). 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.
| XETM.TO | SETM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 2.95 | -0.95 |
Sortino ratioReturn per unit of downside risk | 2.60 | 3.14 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.20 | 5.00 | -1.80 |
Martin ratioReturn relative to average drawdown | 9.63 | 16.49 | -6.86 |
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
| XETM.TO | SETM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 2.95 | -0.95 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.60 | +0.29 |
Correlation
The correlation between XETM.TO and SETM is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XETM.TO vs. SETM - Dividend Comparison
XETM.TO's dividend yield for the trailing twelve months is around 0.60%, less than SETM's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XETM.TO iShares S&P/TSX Energy Transition Materials Index ETF | 0.60% | 0.66% | 0.69% | 0.48% |
SETM Sprott Energy Transition Materials ETF | 1.37% | 1.56% | 2.07% | 2.47% |
Drawdowns
XETM.TO vs. SETM - Drawdown Comparison
The maximum XETM.TO drawdown since its inception was -33.71%, smaller than the maximum SETM drawdown of -40.13%. Use the drawdown chart below to compare losses from any high point for XETM.TO and SETM.
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Drawdown Indicators
| XETM.TO | SETM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.71% | -42.81% | +9.10% |
Max Drawdown (1Y)Largest decline over 1 year | -27.26% | -25.85% | -1.41% |
Current DrawdownCurrent decline from peak | -15.12% | -16.74% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -8.16% | -14.59% | +6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.06% | 7.67% | +1.39% |
Volatility
XETM.TO vs. SETM - Volatility Comparison
The current volatility for iShares S&P/TSX Energy Transition Materials Index ETF (XETM.TO) is 16.65%, while Sprott Energy Transition Materials ETF (SETM) has a volatility of 18.06%. This indicates that XETM.TO experiences smaller price fluctuations and is considered to be less risky than SETM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XETM.TO | SETM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.65% | 18.06% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 31.05% | 35.89% | -4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.84% | 44.36% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.70% | 34.11% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.70% | 34.11% | +0.59% |