XQQ.TO vs. XST.TO
Compare and contrast key facts about iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.TO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO).
XQQ.TO and XST.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XQQ.TO is a passively managed fund by iShares that tracks the performance of the Morningstar US Market TR CAD. It was launched on May 3, 2011. XST.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Apr 12, 2011. Both XQQ.TO and XST.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XQQ.TO or XST.TO.
Key characteristics
| XQQ.TO | XST.TO | |
|---|---|---|
| YTD Return | 18.01% | 17.81% |
| 1Y Return | 31.03% | 18.02% |
| 3Y Return (Ann) | 4.74% | 11.64% |
| 5Y Return (Ann) | 17.78% | 11.10% |
| 10Y Return (Ann) | 16.11% | 11.29% |
| Sharpe Ratio | 1.89 | 1.56 |
| Sortino Ratio | 2.55 | 2.21 |
| Omega Ratio | 1.34 | 1.29 |
| Calmar Ratio | 0.33 | 0.19 |
| Martin Ratio | 8.71 | 8.74 |
| Ulcer Index | 3.74% | 2.15% |
| Daily Std Dev | 17.24% | 12.12% |
| Max Drawdown | -100.00% | -99.63% |
| Current Drawdown | -99.99% | -97.84% |
Correlation
The correlation between XQQ.TO and XST.TO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XQQ.TO vs. XST.TO - Performance Comparison
The year-to-date returns for both stocks are quite close, with XQQ.TO having a 18.01% return and XST.TO slightly lower at 17.81%. Over the past 10 years, XQQ.TO has outperformed XST.TO with an annualized return of 16.11%, while XST.TO has yielded a comparatively lower 11.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XQQ.TO vs. XST.TO - Expense Ratio Comparison
XQQ.TO has a 0.39% expense ratio, which is lower than XST.TO's 0.61% expense ratio.
Risk-Adjusted Performance
XQQ.TO vs. XST.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.TO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.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.
Dividends
XQQ.TO vs. XST.TO - Dividend Comparison
XQQ.TO's dividend yield for the trailing twelve months is around 0.32%, less than XST.TO's 0.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XQQ.TO iShares NASDAQ 100 Index ETF (CAD-Hedged) | 0.32% | 0.31% | 0.43% | 0.17% | 0.26% | 0.46% | 0.52% | 0.53% | 0.76% | 0.62% | 1.30% | 1.10% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 0.78% | 0.79% | 0.74% | 0.68% | 0.73% | 0.72% | 0.80% | 0.89% | 0.51% | 0.62% | 1.33% | 0.75% |
Drawdowns
XQQ.TO vs. XST.TO - Drawdown Comparison
The maximum XQQ.TO drawdown since its inception was -100.00%, roughly equal to the maximum XST.TO drawdown of -99.63%. Use the drawdown chart below to compare losses from any high point for XQQ.TO and XST.TO. For additional features, visit the drawdowns tool.
Volatility
XQQ.TO vs. XST.TO - Volatility Comparison
iShares NASDAQ 100 Index ETF (CAD-Hedged) (XQQ.TO) has a higher volatility of 4.46% compared to iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) at 3.77%. This indicates that XQQ.TO's price experiences larger fluctuations and is considered to be riskier than XST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.