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XIC.TO vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIC.TO vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XIC.TO is traded in CAD, while COMT is traded in USD. To make them comparable, the COMT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XIC.TO achieves a 11.27% return, which is significantly lower than COMT's 33.28% return. Over the past 10 years, XIC.TO has outperformed COMT with an annualized return of 12.79%, while COMT has yielded a comparatively lower 9.33% annualized return.


XIC.TO

1D
0.79%
1M
3.46%
YTD
11.27%
6M
11.99%
1Y
34.84%
3Y*
23.86%
5Y*
14.57%
10Y*
12.79%

COMT

1D
-1.02%
1M
-7.77%
YTD
33.28%
6M
33.43%
1Y
33.38%
3Y*
16.16%
5Y*
15.07%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIC.TO vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
11.27%31.51%21.48%11.74%-5.82%23.43%5.61%22.76%-8.72%8.99%
COMT
iShares Commodities Select Strategy ETF
33.28%1.23%14.93%-8.79%27.02%36.81%-20.59%6.25%1.18%4.13%

Correlation

The correlation between XIC.TO and COMT is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.09

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

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2014

0.36

The correlation between XIC.TO and COMT shifts across timeframes, from -0.11 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XIC.TO vs. COMT — Risk / Return Rank

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

XIC.TO
XIC.TO Risk / Return Rank: 8787
Overall Rank
XIC.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 8787
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 8989
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 5656
Overall Rank
COMT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 4848
Sortino Ratio Rank
COMT Omega Ratio Rank: 5151
Omega Ratio Rank
COMT Calmar Ratio Rank: 7070
Calmar Ratio Rank
COMT Martin Ratio Rank: 5959
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.

XIC.TO vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) and iShares Commodities Select Strategy ETF (COMT). 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.


XIC.TOCOMTDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.47

1.30

+0.17

Calmar ratioReturn relative to maximum drawdown

3.72

3.80

-0.08

Martin ratioReturn relative to average drawdown

17.02

10.44

+6.58

XIC.TO vs. COMT - Sharpe Ratio Comparison

The current XIC.TO Sharpe Ratio is 2.65, which is higher than the COMT Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of XIC.TO and COMT, 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

XIC.TO vs. COMT - Drawdown Comparison

The maximum XIC.TO drawdown since its inception was -47.27%, which is greater than COMT's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for XIC.TO and COMT.


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Drawdown Indicators


XIC.TOCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-47.27%

-37.80%

-9.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-9.64%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-12.27%

-14.28%

+2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.24%

-23.74%

+7.50%

Max Drawdown (10Y)

Largest decline over 10 years

-37.21%

-33.31%

-3.90%

Current Drawdown

Current decline from peak

-0.75%

-9.46%

+8.71%

Average Drawdown

Average peak-to-trough decline

-6.73%

-15.17%

+8.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

3.50%

-1.47%

Volatility

XIC.TO vs. COMT - Volatility Comparison

The current volatility for iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) is 4.53%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 5.97%. This indicates that XIC.TO experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIC.TOCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

5.97%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

19.57%

-8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

21.86%

-8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

21.65%

-8.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

19.67%

-4.69%

XIC.TO vs. COMT - Expense Ratio Comparison

XIC.TO has a 0.06% expense ratio, which is lower than COMT's 0.48% expense ratio.


Dividends

XIC.TO vs. COMT - Dividend Comparison

XIC.TO's dividend yield for the trailing twelve months is around 2.01%, less than COMT's 5.93% yield.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF
5.93%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
2.01%2.23%2.64%2.96%3.10%2.45%3.03%3.01%3.19%2.49%2.72%3.21%

Frequently Asked Questions


XIC.TO and COMT have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIC.TO is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIC.TO is cheaper with a 0.06% expense ratio, compared with 0.48% for COMT.

XIC.TO is categorized as Canada Equities, while COMT is Commodities. Their fees differ too: 0.06% for XIC.TO and 0.48% for COMT.

Portfolio Optimizer

Find the right allocation for XIC.TO and COMT

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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