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

Performance

XIC.TO vs. XBAL.TO - 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 Core Balanced ETF Portfolio (XBAL.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, XIC.TO achieves a 11.29% return, which is significantly higher than XBAL.TO's 8.24% return. Over the past 10 years, XIC.TO has outperformed XBAL.TO with an annualized return of 12.77%, while XBAL.TO has yielded a comparatively lower 7.81% annualized return.


XIC.TO

1D
-0.23%
1M
1.58%
YTD
11.29%
6M
10.14%
1Y
34.27%
3Y*
25.00%
5Y*
14.47%
10Y*
12.77%

XBAL.TO

1D
-0.66%
1M
1.70%
YTD
8.24%
6M
6.33%
1Y
17.36%
3Y*
14.83%
5Y*
7.97%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIC.TO vs. XBAL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
11.29%31.51%21.48%11.74%-5.82%23.43%5.61%22.76%-8.72%8.99%
XBAL.TO
iShares Core Balanced ETF Portfolio
8.24%11.90%15.80%13.05%-11.16%10.16%10.73%15.34%-2.73%5.55%

Correlation

The correlation between XIC.TO and XBAL.TO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.77

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

0.77

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

0.70

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2007

0.55

The correlation between XIC.TO and XBAL.TO shifts across timeframes, from 0.55 (all time) to 0.77 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XIC.TO vs. XBAL.TO — 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: 8181
Overall Rank
XIC.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 8181
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 8484
Martin Ratio Rank

XBAL.TO
XBAL.TO Risk / Return Rank: 6161
Overall Rank
XBAL.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XBAL.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XBAL.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XBAL.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
XBAL.TO Martin Ratio Rank: 6767
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. XBAL.TO - 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 Core Balanced ETF Portfolio (XBAL.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.


XIC.TOXBAL.TODifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.46

1.36

+0.11

Calmar ratioReturn relative to maximum drawdown

3.71

2.87

+0.83

Martin ratioReturn relative to average drawdown

16.90

11.85

+5.05

XIC.TO vs. XBAL.TO - Sharpe Ratio Comparison

The current XIC.TO Sharpe Ratio is 2.62, which is higher than the XBAL.TO Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of XIC.TO and XBAL.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

XIC.TO vs. XBAL.TO - Drawdown Comparison

The maximum XIC.TO drawdown since its inception was -47.27%, which is greater than XBAL.TO's maximum drawdown of -28.55%. Use the drawdown chart below to compare losses from any high point for XIC.TO and XBAL.TO.


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Drawdown Indicators


XIC.TOXBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-47.27%

-28.55%

-18.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-6.06%

-3.23%

Max Drawdown (3Y)

Largest decline over 3 years

-12.27%

-9.34%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-16.24%

-17.10%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-37.21%

-20.93%

-16.28%

Current Drawdown

Current decline from peak

-1.31%

-2.63%

+1.32%

Average Drawdown

Average peak-to-trough decline

-6.72%

-3.35%

-3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.47%

+0.56%

Volatility

XIC.TO vs. XBAL.TO - Volatility Comparison

iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) has a higher volatility of 4.20% compared to iShares Core Balanced ETF Portfolio (XBAL.TO) at 3.93%. This indicates that XIC.TO's price experiences larger fluctuations and is considered to be riskier than XBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIC.TOXBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

3.93%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

8.00%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

9.19%

+3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

8.94%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

9.81%

+5.17%

XIC.TO vs. XBAL.TO - Expense Ratio Comparison

XIC.TO has a 0.06% expense ratio, which is lower than XBAL.TO's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XIC.TO vs. XBAL.TO - Dividend Comparison

XIC.TO's dividend yield for the trailing twelve months is around 2.01%, less than XBAL.TO's 2.10% yield.


PositionTTM20252024202320222021202020192018201720162015
XBAL.TO
iShares Core Balanced ETF Portfolio
2.10%2.27%2.72%2.43%2.12%1.78%2.04%2.31%3.47%3.00%3.72%3.38%
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 XBAL.TO have a correlation of 0.73, 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 0.20% for XBAL.TO.

XIC.TO is categorized as Canada Equities, while XBAL.TO is Diversified Portfolio. Their fees differ too: 0.06% for XIC.TO and 0.20% for XBAL.TO.

Portfolio Optimizer

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