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XFLI.TO vs. XEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFLI.TO vs. XEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Flexible Monthly Income ETF CAD (XFLI.TO) and iShares Core Equity ETF Portfolio (XEQT.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, XFLI.TO achieves a 4.52% return, which is significantly lower than XEQT.TO's 15.05% return.


XFLI.TO

1D
0.05%
1M
2.66%
6M
4.52%
YTD
4.52%
1Y
8.64%
3Y*
5Y*
10Y*

XEQT.TO

1D
0.75%
1M
2.46%
6M
14.28%
YTD
15.05%
1Y
29.36%
3Y*
22.42%
5Y*
13.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFLI.TO vs. XEQT.TO - Yearly Performance Comparison


2026 (YTD)20252024
XFLI.TO
iShares Flexible Monthly Income ETF CAD
4.52%2.07%6.23%
XEQT.TO
iShares Core Equity ETF Portfolio
15.05%20.57%5.54%

Correlation

The correlation between XFLI.TO and XEQT.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2024

0.24

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Return for Risk

XFLI.TO vs. XEQT.TO — Risk / Return Rank

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

XFLI.TO
XFLI.TO Risk / Return Rank: 5252
Overall Rank
XFLI.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XFLI.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
XFLI.TO Omega Ratio Rank: 6464
Omega Ratio Rank
XFLI.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XFLI.TO Martin Ratio Rank: 3535
Martin Ratio Rank

XEQT.TO
XEQT.TO Risk / Return Rank: 8787
Overall Rank
XEQT.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 8888
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 8888
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.

XFLI.TO vs. XEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Flexible Monthly Income ETF CAD (XFLI.TO) and iShares Core Equity ETF Portfolio (XEQT.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.

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.


XFLI.TOXEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.32

1.45

-0.13

Calmar ratioReturn relative to maximum drawdown

2.09

3.58

-1.48

Martin ratioReturn relative to average drawdown

4.51

15.31

-10.80

XFLI.TO vs. XEQT.TO - Sharpe Ratio Comparison

The current XFLI.TO Sharpe Ratio is 1.56, which is lower than the XEQT.TO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of XFLI.TO and XEQT.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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Drawdowns

XFLI.TO vs. XEQT.TO - Drawdown Comparison

The maximum XFLI.TO drawdown since its inception was -6.92%, smaller than the maximum XEQT.TO drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for XFLI.TO and XEQT.TO.


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Drawdown Indicators


XFLI.TOXEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.92%

-29.74%

+22.82%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-8.25%

+4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

Current Drawdown

Current decline from peak

-0.82%

0.00%

-0.82%

Average Drawdown

Average peak-to-trough decline

-2.06%

-4.06%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.92%

0.00%

Volatility

XFLI.TO vs. XEQT.TO - Volatility Comparison

The current volatility for iShares Flexible Monthly Income ETF CAD (XFLI.TO) is 2.22%, while iShares Core Equity ETF Portfolio (XEQT.TO) has a volatility of 4.59%. This indicates that XFLI.TO experiences smaller price fluctuations and is considered to be less risky than XEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFLI.TOXEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

4.59%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

10.14%

-5.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

12.21%

-6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.36%

13.24%

-6.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.36%

15.54%

-9.18%

Dividends

XFLI.TO vs. XEQT.TO - Dividend Comparison

XFLI.TO's dividend yield for the trailing twelve months is around 5.38%, more than XEQT.TO's 1.58% yield.


PositionTTM2025202420232022202120202019
XEQT.TO
iShares Core Equity ETF Portfolio
1.58%1.66%2.03%2.09%2.14%1.66%1.69%1.21%
XFLI.TO
iShares Flexible Monthly Income ETF CAD
5.38%5.69%2.07%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XFLI.TO and XEQT.TO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XFLI.TO is categorized as High Yield Bonds, while XEQT.TO is Global Equities.

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