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XIEE.DE vs. CDZ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIEE.DE vs. CDZ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XIEE.DE is traded in EUR, while CDZ.TO is traded in CAD. To make them comparable, the CDZ.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XIEE.DE achieves a 7.03% return, which is significantly lower than CDZ.TO's 13.40% return. Over the past 10 years, XIEE.DE has outperformed CDZ.TO with an annualized return of 9.13%, while CDZ.TO has yielded a comparatively lower 8.43% annualized return.


XIEE.DE

1D
-0.72%
1M
3.78%
YTD
7.03%
6M
9.80%
1Y
15.99%
3Y*
13.32%
5Y*
9.86%
10Y*
9.13%

CDZ.TO

1D
-0.19%
1M
1.97%
YTD
13.40%
6M
11.78%
1Y
18.35%
3Y*
12.42%
5Y*
8.27%
10Y*
8.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIEE.DE vs. CDZ.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
7.03%20.34%8.08%15.72%-9.15%24.96%-3.13%27.82%-11.03%10.26%
CDZ.TO
iShares S&P/TSX Canadian Dividend Aristocrats Index ETF
13.40%4.78%15.71%8.12%-5.30%32.96%-9.46%34.94%-11.97%-1.62%

Correlation

The correlation between XIEE.DE and CDZ.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.40

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

0.49

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

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2015

0.52

Over the past year, the correlation between XIEE.DE and CDZ.TO has dropped to 0.23 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

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Return for Risk

XIEE.DE vs. CDZ.TO — Risk / Return Rank

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

XIEE.DE
XIEE.DE Risk / Return Rank: 3636
Overall Rank
XIEE.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 4040
Martin Ratio Rank

CDZ.TO
CDZ.TO Risk / Return Rank: 8484
Overall Rank
CDZ.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CDZ.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
CDZ.TO Omega Ratio Rank: 8888
Omega Ratio Rank
CDZ.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
CDZ.TO Martin Ratio Rank: 8686
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.

XIEE.DE vs. CDZ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.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.


XIEE.DECDZ.TODifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

1.66

4.57

-2.91

Martin ratioReturn relative to average drawdown

6.31

13.64

-7.33

XIEE.DE vs. CDZ.TO - Sharpe Ratio Comparison

The current XIEE.DE Sharpe Ratio is 1.25, which is lower than the CDZ.TO Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of XIEE.DE and CDZ.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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Sharpe Ratios by Period


XIEE.DECDZ.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.99

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.63

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.48

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.59

-0.07

Drawdowns

XIEE.DE vs. CDZ.TO - Drawdown Comparison

The maximum XIEE.DE drawdown since its inception was -35.51%, smaller than the maximum CDZ.TO drawdown of -50.16%. Use the drawdown chart below to compare losses from any high point for XIEE.DE and CDZ.TO.


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Drawdown Indicators


XIEE.DECDZ.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-50.16%

+14.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-4.04%

-5.57%

Max Drawdown (3Y)

Largest decline over 3 years

-16.52%

-17.80%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-21.84%

+2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-50.16%

+14.65%

Current Drawdown

Current decline from peak

-2.21%

-0.68%

-1.53%

Average Drawdown

Average peak-to-trough decline

-5.02%

-7.16%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

1.36%

+1.17%

Volatility

XIEE.DE vs. CDZ.TO - Volatility Comparison

Xtrackers MSCI Europe UCITS ETF (XIEE.DE) has a higher volatility of 4.77% compared to iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.TO) at 2.56%. This indicates that XIEE.DE's price experiences larger fluctuations and is considered to be riskier than CDZ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIEE.DECDZ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

2.56%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

7.35%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

9.28%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

13.15%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

17.75%

-2.21%

XIEE.DE vs. CDZ.TO - Expense Ratio Comparison

XIEE.DE has a 0.12% expense ratio, which is lower than CDZ.TO's 0.66% expense ratio.


Dividends

XIEE.DE vs. CDZ.TO - Dividend Comparison

XIEE.DE's dividend yield for the trailing twelve months is around 2.45%, less than CDZ.TO's 3.07% yield.


PositionTTM20252024202320222021202020192018201720162015
CDZ.TO
iShares S&P/TSX Canadian Dividend Aristocrats Index ETF
3.07%3.46%3.56%3.71%3.67%2.95%3.70%3.68%4.37%3.43%3.51%3.72%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.45%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%0.00%

Frequently Asked Questions


XIEE.DE and CDZ.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.66% for CDZ.TO.

XIEE.DE is categorized as Europe Equities, while CDZ.TO is Canada Equities. XIEE.DE tracks MSCI Europe, while CDZ.TO tracks Morningstar Canada GR CAD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XIEE.DE and 0.66% for CDZ.TO.

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