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XGI.TO vs. QIF.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGI.TO vs. QIF.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.TO) and AGF Systematic Global Infrastructure ETF (QIF.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XGI.TO achieves a 12.09% return, which is significantly lower than QIF.NEO's 13.73% return.


XGI.TO

1D
0.04%
1M
0.73%
6M
6.74%
YTD
12.09%
1Y
20.43%
3Y*
18.69%
5Y*
12.46%
10Y*
11.88%

QIF.NEO

1D
-0.49%
1M
-0.40%
6M
10.78%
YTD
13.73%
1Y
22.63%
3Y*
17.37%
5Y*
11.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGI.TO vs. QIF.NEO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XGI.TO
iShares S&P Global Industrials Index ETF (CAD-Hedged)
12.09%20.93%16.18%21.83%-8.79%14.92%4.64%26.41%-8.08%
QIF.NEO
AGF Systematic Global Infrastructure ETF
13.73%14.80%21.37%4.72%-2.67%20.54%-8.96%20.89%5.27%

Correlation

The correlation between XGI.TO and QIF.NEO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.26

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

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2018

0.26

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Return for Risk

XGI.TO vs. QIF.NEO — Risk / Return Rank

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

XGI.TO
XGI.TO Risk / Return Rank: 4646
Overall Rank
XGI.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XGI.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XGI.TO Omega Ratio Rank: 4646
Omega Ratio Rank
XGI.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
XGI.TO Martin Ratio Rank: 5151
Martin Ratio Rank

QIF.NEO
QIF.NEO Risk / Return Rank: 8888
Overall Rank
QIF.NEO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
QIF.NEO Sortino Ratio Rank: 8888
Sortino Ratio Rank
QIF.NEO Omega Ratio Rank: 8888
Omega Ratio Rank
QIF.NEO Calmar Ratio Rank: 9393
Calmar Ratio Rank
QIF.NEO Martin Ratio Rank: 8484
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.

XGI.TO vs. QIF.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.TO) and AGF Systematic Global Infrastructure ETF (QIF.NEO). 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.


XGI.TOQIF.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.25

1.43

-0.18

Calmar ratioReturn relative to maximum drawdown

1.75

4.89

-3.14

Martin ratioReturn relative to average drawdown

6.87

13.28

-6.41

XGI.TO vs. QIF.NEO - Sharpe Ratio Comparison

The current XGI.TO Sharpe Ratio is 1.31, which is lower than the QIF.NEO Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of XGI.TO and QIF.NEO, 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

XGI.TO vs. QIF.NEO - Drawdown Comparison

The maximum XGI.TO drawdown since its inception was -42.61%, which is greater than QIF.NEO's maximum drawdown of -30.71%. Use the drawdown chart below to compare losses from any high point for XGI.TO and QIF.NEO.


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Drawdown Indicators


XGI.TOQIF.NEODifference

Max Drawdown

Largest peak-to-trough decline

-42.61%

-30.71%

-11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-4.67%

-7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.14%

-10.29%

-5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-15.54%

-9.24%

Max Drawdown (10Y)

Largest decline over 10 years

-42.61%

Current Drawdown

Current decline from peak

-4.05%

-2.34%

-1.71%

Average Drawdown

Average peak-to-trough decline

-5.75%

-4.33%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

1.71%

+1.27%

Volatility

XGI.TO vs. QIF.NEO - Volatility Comparison

iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.TO) has a higher volatility of 5.21% compared to AGF Systematic Global Infrastructure ETF (QIF.NEO) at 2.29%. This indicates that XGI.TO's price experiences larger fluctuations and is considered to be riskier than QIF.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGI.TOQIF.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

2.29%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

13.62%

7.76%

+5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

9.72%

+5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

11.66%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.99%

14.78%

+9.21%

XGI.TO vs. QIF.NEO - Expense Ratio Comparison

XGI.TO has a 0.68% expense ratio, which is higher than QIF.NEO's 0.45% expense ratio.


Dividends

XGI.TO vs. QIF.NEO - Dividend Comparison

XGI.TO's dividend yield for the trailing twelve months is around 1.24%, less than QIF.NEO's 5.14% yield.


PositionTTM20252024202320222021202020192018201720162015
QIF.NEO
AGF Systematic Global Infrastructure ETF
5.14%5.32%4.60%3.61%3.22%3.05%3.12%3.16%2.24%0.00%0.00%0.00%
XGI.TO
iShares S&P Global Industrials Index ETF (CAD-Hedged)
1.24%1.54%2.69%1.24%1.34%0.91%0.96%1.30%1.88%1.15%1.39%1.46%

Frequently Asked Questions


XGI.TO and QIF.NEO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QIF.NEO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QIF.NEO is cheaper with a 0.45% expense ratio, compared with 0.68% for XGI.TO.

They also come from different issuers: iShares and AGF. Their fees differ too: 0.68% for XGI.TO and 0.45% for QIF.NEO.

Portfolio Optimizer

Find the right allocation for XGI.TO and QIF.NEO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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