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XFH.TO vs. HEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFH.TO vs. HEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO) and Horizons All-Equity Asset Allocation ETF (HEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XFH.TO achieves a 9.98% return, which is significantly lower than HEQT.TO's 14.13% 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%

HEQT.TO

1D
0.50%
1M
6.41%
YTD
14.13%
6M
13.38%
1Y
32.17%
3Y*
25.88%
5Y*
16.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFH.TO vs. HEQT.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XFH.TO
iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)
9.98%21.68%11.68%18.28%-6.60%12.13%0.84%6.38%
HEQT.TO
Horizons All-Equity Asset Allocation ETF
14.13%19.82%25.95%31.63%-12.65%23.11%16.34%7.76%

Correlation

The correlation between XFH.TO and HEQT.TO is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.79

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

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

0.77

The correlation between XFH.TO and HEQT.TO has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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Return for Risk

XFH.TO vs. HEQT.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XFH.TO
XFH.TO Risk / Return Rank: 5858
Overall Rank
XFH.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XFH.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
XFH.TO Omega Ratio Rank: 6262
Omega Ratio Rank
XFH.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XFH.TO Martin Ratio Rank: 5858
Martin Ratio Rank

HEQT.TO
HEQT.TO Risk / Return Rank: 8282
Overall Rank
HEQT.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HEQT.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
HEQT.TO Omega Ratio Rank: 8484
Omega Ratio Rank
HEQT.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
HEQT.TO Martin Ratio Rank: 8383
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.

XFH.TO vs. HEQT.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 Horizons All-Equity Asset Allocation ETF (HEQT.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.TOHEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.37

1.51

-0.14

Calmar ratioReturn relative to maximum drawdown

2.43

3.81

-1.38

Martin ratioReturn relative to average drawdown

10.02

16.80

-6.78

XFH.TO vs. HEQT.TO - Sharpe Ratio Comparison

The current XFH.TO Sharpe Ratio is 1.95, which is comparable to the HEQT.TO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of XFH.TO and HEQT.TO, 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


XFH.TOHEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.70

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.11

-0.37

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

1.06

-0.55

Drawdowns

XFH.TO vs. HEQT.TO - Drawdown Comparison

The maximum XFH.TO drawdown since its inception was -33.85%, which is greater than HEQT.TO's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for XFH.TO and HEQT.TO.


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Drawdown Indicators


XFH.TOHEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-31.82%

-2.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-8.49%

-1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

-15.33%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-24.25%

+3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

Current Drawdown

Current decline from peak

-0.60%

-0.08%

-0.52%

Average Drawdown

Average peak-to-trough decline

-5.61%

-4.28%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

1.92%

+0.41%

Volatility

XFH.TO vs. HEQT.TO - Volatility Comparison

iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO) has a higher volatility of 3.93% compared to Horizons All-Equity Asset Allocation ETF (HEQT.TO) at 3.48%. This indicates that XFH.TO's price experiences larger fluctuations and is considered to be riskier than HEQT.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.TOHEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

3.48%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

9.68%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

11.96%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

15.33%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

17.16%

-1.00%

XFH.TO vs. HEQT.TO - Expense Ratio Comparison

XFH.TO has a 0.22% expense ratio, which is higher than HEQT.TO's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XFH.TO vs. HEQT.TO - Dividend Comparison

XFH.TO's dividend yield for the trailing twelve months is around 1.96%, more than HEQT.TO's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
HEQT.TO
Horizons All-Equity Asset Allocation ETF
1.61%1.70%3.22%7.85%7.31%0.48%1.40%0.22%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 HEQT.TO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.22% for XFH.TO.

They also come from different issuers: iShares and Horizons. Their fees differ too: 0.22% for XFH.TO and 0.20% for HEQT.TO.

Portfolio Optimizer

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