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XIU.TO vs. QCN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIU.TO vs. QCN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX 60 Index ETF (XIU.TO) and Mackenzie Canadian Equity Index ETF (QCN.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, XIU.TO achieves a 10.14% return, which is significantly lower than QCN.TO's 10.85% return.


XIU.TO

1D
-0.87%
1M
3.47%
YTD
10.14%
6M
12.10%
1Y
31.65%
3Y*
22.48%
5Y*
14.37%
10Y*
12.62%

QCN.TO

1D
-0.97%
1M
3.64%
YTD
10.85%
6M
13.08%
1Y
35.02%
3Y*
23.88%
5Y*
15.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIU.TO vs. QCN.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XIU.TO
iShares S&P/TSX 60 Index ETF
10.14%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-7.82%
QCN.TO
Mackenzie Canadian Equity Index ETF
10.85%31.83%21.95%11.28%-5.45%24.65%5.84%24.53%-10.84%

Correlation

The correlation between XIU.TO and QCN.TO is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.92

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2018

0.69

Over the past year, XIU.TO and QCN.TO have become more correlated (0.96) than their long-term average of 0.69, meaning their price movements have been converging.

XIU.TO vs. QCN.TO - Sectors Allocation Comparison


Sectors
XIU.TO
QCN.TO

Financial Services

39.4%
33.2%

Energy

18.6%
18.3%

Basic Materials

13.3%
17.9%

Technology

8.8%
7.3%

Industrials

7.9%
10.5%

Consumer Cyclical

4.1%
3.7%

Consumer Defensive

3.2%
2.9%

Utilities

2.6%
2.7%

Communication Services

2.0%
1.8%

Real Estate

0.2%
1.6%

Healthcare

-

0.2%

Financial Services

XIU.TO
39.4%
QCN.TO
33.2%

Energy

XIU.TO
18.6%
QCN.TO
18.3%

Basic Materials

XIU.TO
13.3%
QCN.TO
17.9%

Technology

XIU.TO
8.8%
QCN.TO
7.3%

Industrials

XIU.TO
7.9%
QCN.TO
10.5%

Consumer Cyclical

XIU.TO
4.1%
QCN.TO
3.7%

Consumer Defensive

XIU.TO
3.2%
QCN.TO
2.9%

Utilities

XIU.TO
2.6%
QCN.TO
2.7%

Communication Services

XIU.TO
2.0%
QCN.TO
1.8%

Real Estate

XIU.TO
0.2%
QCN.TO
1.6%

Healthcare

XIU.TO

-

QCN.TO
0.2%

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Return for Risk

XIU.TO vs. QCN.TO — Risk / Return Rank

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

XIU.TO
XIU.TO Risk / Return Rank: 8282
Overall Rank
XIU.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8080
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 8787
Martin Ratio Rank

QCN.TO
QCN.TO Risk / Return Rank: 8080
Overall Rank
QCN.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
QCN.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
QCN.TO Omega Ratio Rank: 8181
Omega Ratio Rank
QCN.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
QCN.TO Martin Ratio Rank: 8484
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.

XIU.TO vs. QCN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX 60 Index ETF (XIU.TO) and Mackenzie Canadian Equity Index ETF (QCN.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.


XIU.TOQCN.TODifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.49

1.50

-0.01

Calmar ratioReturn relative to maximum drawdown

4.16

3.73

+0.42

Martin ratioReturn relative to average drawdown

19.30

17.33

+1.97

XIU.TO vs. QCN.TO - Sharpe Ratio Comparison

The current XIU.TO Sharpe Ratio is 2.71, which is comparable to the QCN.TO Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of XIU.TO and QCN.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


XIU.TOQCN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

2.75

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

1.15

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.82

-0.31

Drawdowns

XIU.TO vs. QCN.TO - Drawdown Comparison

The maximum XIU.TO drawdown since its inception was -52.31%, which is greater than QCN.TO's maximum drawdown of -36.90%. Use the drawdown chart below to compare losses from any high point for XIU.TO and QCN.TO.


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Drawdown Indicators


XIU.TOQCN.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.31%

-36.90%

-15.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-9.43%

+1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-12.26%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-16.30%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

Current Drawdown

Current decline from peak

-0.87%

-0.97%

+0.10%

Average Drawdown

Average peak-to-trough decline

-11.63%

-3.65%

-7.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

2.03%

-0.39%

Volatility

XIU.TO vs. QCN.TO - Volatility Comparison

iShares S&P/TSX 60 Index ETF (XIU.TO) and Mackenzie Canadian Equity Index ETF (QCN.TO) have volatilities of 3.28% and 3.35%, 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.


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Volatility by Period


XIU.TOQCN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

3.35%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

10.51%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

12.80%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

13.24%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

15.75%

-0.74%

XIU.TO vs. QCN.TO - Expense Ratio Comparison

XIU.TO has a 0.18% expense ratio, which is higher than QCN.TO's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XIU.TO vs. QCN.TO - Dividend Comparison

XIU.TO's dividend yield for the trailing twelve months is around 2.20%, more than QCN.TO's 1.96% yield.


PositionTTM20252024202320222021202020192018201720162015
QCN.TO
Mackenzie Canadian Equity Index ETF
1.96%2.19%2.74%3.37%3.26%2.45%3.02%3.07%2.73%0.00%0.00%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF
2.20%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Frequently Asked Questions


With a correlation of 0.96, XIU.TO and QCN.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, QCN.TO is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QCN.TO is cheaper with a 0.04% expense ratio, compared with 0.18% for XIU.TO.

XIU.TO tracks S&P/TSX 60 Index, while QCN.TO tracks Solactive Canada Broad Market Index. They also come from different issuers: iShares and Mackenzie. Their fees differ too: 0.18% for XIU.TO and 0.04% for QCN.TO.

Portfolio Optimizer

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