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XRE.TO vs. HGR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRE.TO vs. HGR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Capped REIT Index ETF (XRE.TO) and Harvest Global REIT Leaders Income ETF (HGR.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, XRE.TO achieves a 10.05% return, which is significantly higher than HGR.TO's 6.32% return.


XRE.TO

1D
0.45%
1M
0.50%
YTD
10.05%
6M
12.65%
1Y
12.66%
3Y*
5.22%
5Y*
1.97%
10Y*
4.82%

HGR.TO

1D
1.12%
1M
1.22%
YTD
6.32%
6M
6.64%
1Y
2.92%
3Y*
4.76%
5Y*
-2.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRE.TO vs. HGR.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRE.TO
iShares S&P/TSX Capped REIT Index ETF
10.05%8.89%-2.52%1.88%-17.34%32.49%-13.63%21.91%5.66%5.66%
HGR.TO
Harvest Global REIT Leaders Income ETF
6.32%-0.91%2.46%4.01%-31.59%24.87%-8.27%22.05%-5.71%3.95%

Correlation

The correlation between XRE.TO and HGR.TO is 0.57, 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

0.57

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

0.55

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2017

0.49

The correlation between XRE.TO and HGR.TO has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

XRE.TO vs. HGR.TO - Sectors Allocation Comparison


Sectors
XRE.TO
HGR.TO

Real Estate

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

XRE.TO
100.0%
HGR.TO
100.0%

Basic Materials

XRE.TO

-

HGR.TO

-

Communication Services

XRE.TO

-

HGR.TO

-

Consumer Cyclical

XRE.TO

-

HGR.TO

-

Consumer Defensive

XRE.TO

-

HGR.TO

-

Energy

XRE.TO

-

HGR.TO

-

Financial Services

XRE.TO

-

HGR.TO

-

Healthcare

XRE.TO

-

HGR.TO

-

Industrials

XRE.TO

-

HGR.TO

-

Technology

XRE.TO

-

HGR.TO

-

Utilities

XRE.TO

-

HGR.TO

-

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Return for Risk

XRE.TO vs. HGR.TO — Risk / Return Rank

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

XRE.TO
XRE.TO Risk / Return Rank: 3131
Overall Rank
XRE.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XRE.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
XRE.TO Omega Ratio Rank: 2828
Omega Ratio Rank
XRE.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
XRE.TO Martin Ratio Rank: 3030
Martin Ratio Rank

HGR.TO
HGR.TO Risk / Return Rank: 1212
Overall Rank
HGR.TO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HGR.TO Sortino Ratio Rank: 1212
Sortino Ratio Rank
HGR.TO Omega Ratio Rank: 1212
Omega Ratio Rank
HGR.TO Calmar Ratio Rank: 1313
Calmar Ratio Rank
HGR.TO Martin Ratio Rank: 1313
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.

XRE.TO vs. HGR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped REIT Index ETF (XRE.TO) and Harvest Global REIT Leaders Income ETF (HGR.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.


XRE.TOHGR.TODifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.19

1.05

+0.14

Calmar ratioReturn relative to maximum drawdown

1.69

0.36

+1.33

Martin ratioReturn relative to average drawdown

4.23

0.90

+3.33

XRE.TO vs. HGR.TO - Sharpe Ratio Comparison

The current XRE.TO Sharpe Ratio is 1.09, which is higher than the HGR.TO Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of XRE.TO and HGR.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


XRE.TOHGR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.22

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

-0.14

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.03

+0.46

Drawdowns

XRE.TO vs. HGR.TO - Drawdown Comparison

The maximum XRE.TO drawdown since its inception was -57.06%, which is greater than HGR.TO's maximum drawdown of -41.33%. Use the drawdown chart below to compare losses from any high point for XRE.TO and HGR.TO.


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Drawdown Indicators


XRE.TOHGR.TODifference

Max Drawdown

Largest peak-to-trough decline

-57.06%

-41.33%

-15.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.51%

-8.05%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-16.37%

-4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-30.53%

-41.33%

+10.80%

Max Drawdown (10Y)

Largest decline over 10 years

-46.58%

Current Drawdown

Current decline from peak

-3.53%

-23.48%

+19.95%

Average Drawdown

Average peak-to-trough decline

-9.66%

-16.82%

+7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.26%

-0.26%

Volatility

XRE.TO vs. HGR.TO - Volatility Comparison

The current volatility for iShares S&P/TSX Capped REIT Index ETF (XRE.TO) is 3.32%, while Harvest Global REIT Leaders Income ETF (HGR.TO) has a volatility of 4.00%. This indicates that XRE.TO experiences smaller price fluctuations and is considered to be less risky than HGR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRE.TOHGR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

4.00%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

10.40%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

13.46%

-1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

16.82%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.57%

18.31%

-0.74%

XRE.TO vs. HGR.TO - Expense Ratio Comparison

XRE.TO has a 0.61% expense ratio, which is lower than HGR.TO's 0.85% expense ratio.


Dividends

XRE.TO vs. HGR.TO - Dividend Comparison

XRE.TO's dividend yield for the trailing twelve months is around 4.47%, less than HGR.TO's 10.16% yield.


PositionTTM20252024202320222021202020192018201720162015
HGR.TO
Harvest Global REIT Leaders Income ETF
10.16%10.35%9.32%8.72%8.30%5.28%6.22%5.36%6.19%2.75%0.00%0.00%
XRE.TO
iShares S&P/TSX Capped REIT Index ETF
4.47%5.00%5.55%4.52%4.85%2.59%4.45%4.82%4.80%4.71%5.20%5.59%

Frequently Asked Questions


XRE.TO and HGR.TO have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XRE.TO is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XRE.TO is cheaper with a 0.61% expense ratio, compared with 0.85% for HGR.TO.

They also come from different issuers: iShares and Harvest. Their fees differ too: 0.61% for XRE.TO and 0.85% for HGR.TO.

Portfolio Optimizer

Find the right allocation for XRE.TO and HGR.TO

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