XEU.TO vs. WMT
XEU.TO (iShares MSCI Europe IMI Index ETF) is Europe Equities fund tracking the Morningstar Eur GR CAD, while WMT (Walmart Inc.) is a stock. Over the past 10 years, XEU.TO returned 10.28%/yr vs 20.71%/yr for WMT. At a 0.18 correlation, their price movements are largely independent.
Performance
XEU.TO vs. WMT - Performance Comparison
Loading charts...
Different Trading Currencies
XEU.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, XEU.TO achieves a 6.50% return, which is significantly lower than WMT's 9.95% return. Over the past 10 years, XEU.TO has underperformed WMT with an annualized return of 10.28%, while WMT has yielded a comparatively higher 20.71% annualized return.
XEU.TO
- 1D
- 0.10%
- 1M
- 1.29%
- YTD
- 6.50%
- 6M
- 8.87%
- 1Y
- 17.26%
- 3Y*
- 17.31%
- 5Y*
- 10.67%
- 10Y*
- 10.28%
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%
XEU.TO vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XEU.TO iShares MSCI Europe IMI Index ETF | 6.50% | 29.40% | 9.34% | 17.38% | -10.49% | 16.36% | 3.16% | 18.30% | -8.11% | 18.47% |
WMT Walmart Inc. | 9.95% | 18.81% | 88.72% | 10.20% | 5.84% | 1.92% | 20.40% | 24.80% | 4.69% | 36.64% |
Correlation
The correlation between XEU.TO and WMT is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2014 | 0.19 |
The correlation between XEU.TO and WMT shifts across timeframes, from 0.06 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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
XEU.TO vs. WMT — Risk / Return Rank
XEU.TO
WMT
XEU.TO vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe IMI Index ETF (XEU.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.
| XEU.TO | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.76 | -0.31 |
| Martin ratioReturn relative to average drawdown | 5.58 | 5.88 | -0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XEU.TO | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.09 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 1.16 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.91 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.49 | +0.03 |
Drawdowns
XEU.TO vs. WMT - Drawdown Comparison
The maximum XEU.TO drawdown since its inception was -32.02%, smaller than the maximum WMT drawdown of -47.96%. Use the drawdown chart below to compare losses from any high point for XEU.TO and WMT.
Loading charts...
Drawdown Indicators
| XEU.TO | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.02% | -47.96% | +15.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -15.14% | +3.20% |
Max Drawdown (3Y)Largest decline over 3 years | -14.62% | -22.27% | +7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -26.96% | -24.22% | -2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -32.02% | -24.22% | -7.80% |
Current DrawdownCurrent decline from peak | -2.03% | -9.37% | +7.34% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -13.53% | +8.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 4.51% | -1.41% |
Volatility
XEU.TO vs. WMT - Volatility Comparison
The current volatility for iShares MSCI Europe IMI Index ETF (XEU.TO) is 4.39%, while Walmart Inc. (WMT) has a volatility of 10.45%. This indicates that XEU.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.
Loading charts...
Volatility by Period
| XEU.TO | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 10.45% | -6.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 19.24% | -7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 24.51% | -10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 22.53% | -7.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 22.81% | -6.71% |
Dividends
XEU.TO vs. WMT - Dividend Comparison
XEU.TO's dividend yield for the trailing twelve months is around 2.32%, more than WMT's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XEU.TO iShares MSCI Europe IMI Index ETF | 2.32% | 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 WMT have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for XEU.TO and WMT
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