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XLC vs. XFH.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLC and XFH.TO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

XLC vs. XFH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Communication Services Select Sector SPDR Fund (XLC) and iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
107.72%
54.13%
XLC
XFH.TO

Key characteristics

Sharpe Ratio

XLC:

1.37

XFH.TO:

0.51

Sortino Ratio

XLC:

1.88

XFH.TO:

0.82

Omega Ratio

XLC:

1.28

XFH.TO:

1.12

Calmar Ratio

XLC:

1.48

XFH.TO:

0.60

Martin Ratio

XLC:

5.63

XFH.TO:

2.69

Ulcer Index

XLC:

4.71%

XFH.TO:

3.15%

Daily Std Dev

XLC:

19.43%

XFH.TO:

16.52%

Max Drawdown

XLC:

-46.65%

XFH.TO:

-33.85%

Current Drawdown

XLC:

-7.22%

XFH.TO:

-1.75%

Returns By Period

In the year-to-date period, XLC achieves a 0.93% return, which is significantly lower than XFH.TO's 5.26% return.


XLC

YTD

0.93%

1M

5.28%

6M

6.02%

1Y

22.83%

5Y*

15.44%

10Y*

N/A

XFH.TO

YTD

5.26%

1M

5.23%

6M

5.07%

1Y

7.32%

5Y*

12.81%

10Y*

6.38%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XLC vs. XFH.TO - Expense Ratio Comparison

XLC has a 0.13% expense ratio, which is lower than XFH.TO's 0.22% 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%.


Expense ratio chart for XFH.TO: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XFH.TO: 0.22%
Expense ratio chart for XLC: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLC: 0.13%

Risk-Adjusted Performance

XLC vs. XFH.TO — Risk-Adjusted Performance Rank

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

XLC
The Risk-Adjusted Performance Rank of XLC is 8686
Overall Rank
The Sharpe Ratio Rank of XLC is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of XLC is 8686
Sortino Ratio Rank
The Omega Ratio Rank of XLC is 8787
Omega Ratio Rank
The Calmar Ratio Rank of XLC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of XLC is 8585
Martin Ratio Rank

XFH.TO
The Risk-Adjusted Performance Rank of XFH.TO is 5454
Overall Rank
The Sharpe Ratio Rank of XFH.TO is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of XFH.TO is 4848
Sortino Ratio Rank
The Omega Ratio Rank of XFH.TO is 5050
Omega Ratio Rank
The Calmar Ratio Rank of XFH.TO is 6060
Calmar Ratio Rank
The Martin Ratio Rank of XFH.TO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XLC vs. XFH.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Communication Services Select Sector SPDR Fund (XLC) and iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.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.


The chart of Sharpe ratio for XLC, currently valued at 1.10, compared to the broader market-1.000.001.002.003.004.00
XLC: 1.10
XFH.TO: 0.27
The chart of Sortino ratio for XLC, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.00
XLC: 1.56
XFH.TO: 0.52
The chart of Omega ratio for XLC, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
XLC: 1.23
XFH.TO: 1.07
The chart of Calmar ratio for XLC, currently valued at 1.18, compared to the broader market0.002.004.006.008.0010.0012.00
XLC: 1.18
XFH.TO: 0.33
The chart of Martin ratio for XLC, currently valued at 4.49, compared to the broader market0.0020.0040.0060.00
XLC: 4.49
XFH.TO: 1.04

The current XLC Sharpe Ratio is 1.37, which is higher than the XFH.TO Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of XLC and XFH.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
1.10
0.27
XLC
XFH.TO

Dividends

XLC vs. XFH.TO - Dividend Comparison

XLC's dividend yield for the trailing twelve months is around 1.06%, less than XFH.TO's 2.35% yield.


TTM2024202320222021202020192018201720162015
XLC
Communication Services Select Sector SPDR Fund
1.06%0.99%0.82%1.11%0.74%0.68%0.81%0.64%0.00%0.00%0.00%
XFH.TO
iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)
2.35%2.47%2.91%2.91%2.29%1.73%2.43%2.66%2.11%2.03%2.45%

Drawdowns

XLC vs. XFH.TO - Drawdown Comparison

The maximum XLC drawdown since its inception was -46.65%, which is greater than XFH.TO's maximum drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for XLC and XFH.TO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.22%
-0.03%
XLC
XFH.TO

Volatility

XLC vs. XFH.TO - Volatility Comparison

Communication Services Select Sector SPDR Fund (XLC) and iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO) have volatilities of 13.47% and 13.31%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.47%
13.31%
XLC
XFH.TO