XFH.TO vs. BRK.TO
XFH.TO (iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)) is Global Equities fund tracking the Morningstar DM xNA GR CAD, while BRK.TO (Berkshire Hathaway CDR (CAD Hedged)) is a stock. Over the past year, XFH.TO returned 23.32% vs -4.86% for BRK.TO. At a 0.30 correlation, their price movements are largely independent.
Performance
XFH.TO vs. BRK.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XFH.TO achieves a 9.98% return, which is significantly higher than BRK.TO's -5.68% return.
XFH.TO
- 1D
- 0.70%
- 1M
- 3.65%
- YTD
- 9.98%
- 6M
- 11.71%
- 1Y
- 23.32%
- 3Y*
- 16.60%
- 5Y*
- 10.31%
- 10Y*
- 10.20%
BRK.TO
- 1D
- 0.52%
- 1M
- 2.56%
- YTD
- -5.68%
- 6M
- -5.99%
- 1Y
- -4.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XFH.TO vs. BRK.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XFH.TO iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) | 9.98% | 16.37% |
BRK.TO Berkshire Hathaway CDR (CAD Hedged) | -5.68% | 3.71% |
Correlation
The correlation between XFH.TO and BRK.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 (All Time) Calculated using the full available price history since Feb 6, 2025 | 0.30 |
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Return for Risk
XFH.TO vs. BRK.TO — Risk / Return Rank
XFH.TO
BRK.TO
XFH.TO vs. BRK.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO) and Berkshire Hathaway CDR (CAD Hedged) (BRK.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.
| XFH.TO | BRK.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.31 | ||
| Sortino ratioReturn per unit of downside risk | +3.20 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.95 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | -0.47 | +2.90 |
| Martin ratioReturn relative to average drawdown | 10.02 | -0.97 | +10.99 |
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
| XFH.TO | BRK.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | -0.36 | +2.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | -0.10 | +0.60 |
Drawdowns
XFH.TO vs. BRK.TO - Drawdown Comparison
The maximum XFH.TO drawdown since its inception was -33.85%, which is greater than BRK.TO's maximum drawdown of -15.81%. Use the drawdown chart below to compare losses from any high point for XFH.TO and BRK.TO.
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Drawdown Indicators
| XFH.TO | BRK.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.85% | -15.81% | -18.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -10.39% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -14.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.85% | — | — |
Current DrawdownCurrent decline from peak | -0.60% | -13.66% | +13.06% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -8.94% | +3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 5.01% | -2.68% |
Volatility
XFH.TO vs. BRK.TO - Volatility Comparison
iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO) has a higher volatility of 3.93% compared to Berkshire Hathaway CDR (CAD Hedged) (BRK.TO) at 3.28%. This indicates that XFH.TO's price experiences larger fluctuations and is considered to be riskier than BRK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XFH.TO | BRK.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 3.28% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 10.15% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 13.51% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 17.46% | -3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 17.46% | -1.30% |
Dividends
XFH.TO vs. BRK.TO - Dividend Comparison
XFH.TO's dividend yield for the trailing twelve months is around 1.96%, while BRK.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRK.TO Berkshire Hathaway CDR (CAD Hedged) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XFH.TO iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) | 1.96% | 2.16% | 2.47% | 2.91% | 2.91% | 2.29% | 1.73% | 2.43% | 2.66% | 2.11% | 2.03% | 2.45% |
Frequently Asked Questions
XFH.TO and BRK.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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