XHU.TO vs. XEI.TO
Compare and contrast key facts about iShares U.S. High Dividend Equity Index ETF (XHU.TO) and iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO).
XHU.TO and XEI.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XHU.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on Feb 10, 2015. XEI.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Apr 12, 2011. Both XHU.TO and XEI.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHU.TO or XEI.TO.
Key characteristics
| XHU.TO | XEI.TO | |
|---|---|---|
| YTD Return | 25.47% | 16.57% |
| 1Y Return | 28.36% | 24.27% |
| 3Y Return (Ann) | 13.75% | 8.21% |
| 5Y Return (Ann) | 8.77% | 10.02% |
| Sharpe Ratio | 3.22 | 2.34 |
| Sortino Ratio | 4.77 | 3.28 |
| Omega Ratio | 1.64 | 1.43 |
| Calmar Ratio | 4.33 | 1.80 |
| Martin Ratio | 27.32 | 12.32 |
| Ulcer Index | 1.04% | 1.83% |
| Daily Std Dev | 8.80% | 9.63% |
| Max Drawdown | -29.89% | -45.51% |
| Current Drawdown | 0.00% | -1.46% |
Correlation
The correlation between XHU.TO and XEI.TO is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XHU.TO vs. XEI.TO - Performance Comparison
In the year-to-date period, XHU.TO achieves a 25.47% return, which is significantly higher than XEI.TO's 16.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XHU.TO vs. XEI.TO - Expense Ratio Comparison
XHU.TO has a 0.34% expense ratio, which is higher than XEI.TO's 0.22% expense ratio.
Risk-Adjusted Performance
XHU.TO vs. XEI.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. High Dividend Equity Index ETF (XHU.TO) and iShares S&P/TSX Composite High Dividend Index ETF (XEI.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.
Dividends
XHU.TO vs. XEI.TO - Dividend Comparison
XHU.TO's dividend yield for the trailing twelve months is around 2.78%, less than XEI.TO's 4.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XHU.TO iShares U.S. High Dividend Equity Index ETF | 2.78% | 3.19% | 2.93% | 2.90% | 3.55% | 2.52% | 2.81% | 2.53% | 2.65% | 2.57% | 0.00% | 0.00% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 4.98% | 5.08% | 4.78% | 3.65% | 5.13% | 4.71% | 5.53% | 4.37% | 4.51% | 5.75% | 7.94% | 4.43% |
Drawdowns
XHU.TO vs. XEI.TO - Drawdown Comparison
The maximum XHU.TO drawdown since its inception was -29.89%, smaller than the maximum XEI.TO drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for XHU.TO and XEI.TO. For additional features, visit the drawdowns tool.
Volatility
XHU.TO vs. XEI.TO - Volatility Comparison
iShares U.S. High Dividend Equity Index ETF (XHU.TO) and iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) have volatilities of 2.35% and 2.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.