XGI.TO vs. SPGI
Compare and contrast key facts about iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.TO) and S&P Global Inc. (SPGI).
XGI.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Mar 26, 2013.
Performance
XGI.TO vs. SPGI - Performance Comparison
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XGI.TO vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGI.TO iShares S&P Global Industrials Index ETF (CAD-Hedged) | 1.26% | 20.93% | 16.18% | 21.83% | -8.79% | 17.71% | 4.62% | 26.37% | -13.97% | 20.21% |
SPGI S&P Global Inc. | -17.32% | 0.86% | 23.72% | 29.87% | -23.28% | 43.38% | 19.34% | 54.29% | 9.97% | 49.17% |
Different Trading Currencies
XGI.TO is traded in CAD, while SPGI is traded in USD. To make them comparable, the SPGI values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XGI.TO achieves a 1.26% return, which is significantly higher than SPGI's -17.32% return. Over the past 10 years, XGI.TO has underperformed SPGI with an annualized return of 11.24%, while SPGI has yielded a comparatively higher 17.52% annualized return.
XGI.TO
- 1D
- 1.73%
- 1M
- -9.98%
- YTD
- 1.26%
- 6M
- 5.24%
- 1Y
- 21.43%
- 3Y*
- 17.33%
- 5Y*
- 10.78%
- 10Y*
- 11.24%
SPGI
- 1D
- 1.74%
- 1M
- -1.84%
- YTD
- -17.32%
- 6M
- -12.31%
- 1Y
- -18.44%
- 3Y*
- 9.16%
- 5Y*
- 6.27%
- 10Y*
- 17.52%
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Return for Risk
XGI.TO vs. SPGI — Risk / Return Rank
XGI.TO
SPGI
XGI.TO vs. SPGI - 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 S&P Global Inc. (SPGI). 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.
| XGI.TO | SPGI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | -0.62 | +1.82 |
Sortino ratioReturn per unit of downside risk | 1.75 | -0.66 | +2.41 |
Omega ratioGain probability vs. loss probability | 1.26 | 0.90 | +0.36 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | -0.54 | +2.10 |
Martin ratioReturn relative to average drawdown | 6.29 | -1.39 | +7.68 |
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
| XGI.TO | SPGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | -0.62 | +1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.27 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.71 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.82 | -0.21 |
Correlation
The correlation between XGI.TO and SPGI is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XGI.TO vs. SPGI - Dividend Comparison
XGI.TO's dividend yield for the trailing twelve months is around 1.52%, more than SPGI's 0.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XGI.TO iShares S&P Global Industrials Index ETF (CAD-Hedged) | 1.52% | 1.54% | 2.69% | 1.24% | 1.34% | 0.90% | 0.96% | 1.30% | 1.88% | 1.12% | 1.35% | 1.41% |
SPGI S&P Global Inc. | 0.91% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Drawdowns
XGI.TO vs. SPGI - Drawdown Comparison
The maximum XGI.TO drawdown since its inception was -41.43%, which is greater than SPGI's maximum drawdown of -34.84%. Use the drawdown chart below to compare losses from any high point for XGI.TO and SPGI.
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Drawdown Indicators
| XGI.TO | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.43% | -74.67% | +33.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -30.48% | +18.39% |
Max Drawdown (5Y)Largest decline over 5 years | -23.04% | -39.76% | +16.72% |
Max Drawdown (10Y)Largest decline over 10 years | -41.43% | -39.76% | -1.67% |
Current DrawdownCurrent decline from peak | -10.22% | -24.15% | +13.93% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -15.16% | +10.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 12.10% | -9.10% |
Volatility
XGI.TO vs. SPGI - Volatility Comparison
The current volatility for iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.TO) is 6.67%, while S&P Global Inc. (SPGI) has a volatility of 7.46%. This indicates that XGI.TO experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGI.TO | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 7.46% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 23.72% | -13.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.12% | 29.73% | -11.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 23.23% | -7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 24.64% | -5.91% |