XEU.TO vs. COST
XEU.TO (iShares MSCI Europe IMI Index ETF) is Europe Equities fund tracking the MSCI Europe Investable Market Index (IMI) Net Return in CAD, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, XEU.TO returned 10.17%/yr vs 21.66%/yr for COST. At a 0.26 correlation, their price movements are largely independent.
Performance
XEU.TO vs. COST - Performance Comparison
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Different Trading Currencies
XEU.TO is traded in CAD, while COST is traded in USD. To make them comparable, the COST values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XEU.TO achieves a 9.18% return, which is significantly lower than COST's 11.40% return. Over the past 10 years, XEU.TO has underperformed COST with an annualized return of 10.17%, while COST has yielded a comparatively higher 21.66% annualized return.
XEU.TO
- 1D
- -0.74%
- 1M
- -1.12%
- 6M
- 6.24%
- YTD
- 9.18%
- 1Y
- 19.55%
- 3Y*
- 16.95%
- 5Y*
- 11.10%
- 10Y*
- 10.17%
- ALL TIME*
- 8.46%
COST
- 1D
- -0.67%
- 1M
- -2.21%
- 6M
- -1.70%
- YTD
- 11.40%
- 1Y
- 1.00%
- 3Y*
- 22.94%
- 5Y*
- 21.36%
- 10Y*
- 21.66%
- ALL TIME*
- 18.26%
XEU.TO vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XEU.TO iShares MSCI Europe IMI Index ETF | 9.18% | 29.40% | 9.34% | 17.38% | -10.49% | 16.36% | 3.16% | 18.30% | -8.11% | 18.47% |
COST Costco Wholesale Corporation | 11.40% | -9.71% | 51.45% | 45.46% | -13.92% | 51.75% | 29.52% | 39.70% | 19.90% | 14.09% |
Correlation
The correlation between XEU.TO and COST is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2014 | 0.26 |
The correlation between XEU.TO and COST shifts across timeframes, from -0.04 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XEU.TO vs. COST — Risk / Return Rank
XEU.TO
COST
XEU.TO vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe IMI Index ETF (XEU.TO) and Costco Wholesale Corporation (COST). 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.
| XEU.TO | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.03 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.07 | +1.58 |
| Martin ratioReturn relative to average drawdown | 6.28 | 0.15 | +6.14 |
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Drawdowns
XEU.TO vs. COST - Drawdown Comparison
The maximum XEU.TO drawdown since its inception was -32.02%, smaller than the maximum COST drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for XEU.TO and COST.
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Drawdown Indicators
| XEU.TO | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.02% | -33.74% | +1.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -14.89% | +2.95% |
Max Drawdown (3Y)Largest decline over 3 years | -14.62% | -23.58% | +8.96% |
Max Drawdown (5Y)Largest decline over 5 years | -26.96% | -30.01% | +3.05% |
Max Drawdown (10Y)Largest decline over 10 years | -32.02% | -30.01% | -2.01% |
Current DrawdownCurrent decline from peak | -3.55% | -14.22% | +10.67% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -7.24% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 6.90% | -3.78% |
Volatility
XEU.TO vs. COST - Volatility Comparison
The current volatility for iShares MSCI Europe IMI Index ETF (XEU.TO) is 3.60%, while Costco Wholesale Corporation (COST) has a volatility of 7.34%. This indicates that XEU.TO experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEU.TO | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 7.34% | -3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 16.04% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 20.90% | -6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 23.99% | -9.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 23.20% | -7.48% |
Dividends
XEU.TO vs. COST - Dividend Comparison
XEU.TO's dividend yield for the trailing twelve months is around 2.70%, more than COST's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.57% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
XEU.TO iShares MSCI Europe IMI Index ETF | 2.70% | 2.47% | 2.68% | 2.96% | 3.02% | 2.42% | 1.98% | 3.56% | 3.28% | 2.26% | 2.91% | 2.33% |
Frequently Asked Questions
XEU.TO and COST have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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