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

Performance

XRE.TO vs. RIT.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 CI Canadian REIT ETF (RIT.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 RIT.TO's 8.12% return. Over the past 10 years, XRE.TO has underperformed RIT.TO with an annualized return of 4.82%, while RIT.TO has yielded a comparatively higher 6.70% annualized 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%

RIT.TO

1D
0.51%
1M
0.10%
YTD
8.12%
6M
11.01%
1Y
11.45%
3Y*
8.55%
5Y*
3.82%
10Y*
6.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRE.TO vs. RIT.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%9.27%
RIT.TO
CI Canadian REIT ETF
8.12%11.98%2.51%5.37%-20.74%34.36%-6.83%22.86%3.92%11.74%

Correlation

The correlation between XRE.TO and RIT.TO is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.95

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

0.95

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2004

0.58

Over the past year, XRE.TO and RIT.TO have become more correlated (0.95) than their long-term average of 0.58, meaning their price movements have been converging.

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


Sectors
XRE.TO
RIT.TO

Real Estate

100.0%
96.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

4.0%

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

XRE.TO
100.0%
RIT.TO
96.0%

Basic Materials

XRE.TO

-

RIT.TO

-

Communication Services

XRE.TO

-

RIT.TO

-

Consumer Cyclical

XRE.TO

-

RIT.TO

-

Consumer Defensive

XRE.TO

-

RIT.TO

-

Energy

XRE.TO

-

RIT.TO

-

Financial Services

XRE.TO

-

RIT.TO

-

Healthcare

XRE.TO

-

RIT.TO
4.0%

Industrials

XRE.TO

-

RIT.TO

-

Technology

XRE.TO

-

RIT.TO

-

Utilities

XRE.TO

-

RIT.TO

-

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Return for Risk

XRE.TO vs. RIT.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

RIT.TO
RIT.TO Risk / Return Rank: 3131
Overall Rank
RIT.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
RIT.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
RIT.TO Omega Ratio Rank: 2929
Omega Ratio Rank
RIT.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
RIT.TO Martin Ratio Rank: 3131
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. RIT.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 CI Canadian REIT ETF (RIT.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.TORIT.TODifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.69

1.59

+0.10

Martin ratioReturn relative to average drawdown

4.23

4.58

-0.35

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

The current XRE.TO Sharpe Ratio is 1.09, which is comparable to the RIT.TO Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XRE.TO and RIT.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.TORIT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.09

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.26

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.44

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.52

-0.03

Drawdowns

XRE.TO vs. RIT.TO - Drawdown Comparison

The maximum XRE.TO drawdown since its inception was -57.06%, roughly equal to the maximum RIT.TO drawdown of -56.72%. Use the drawdown chart below to compare losses from any high point for XRE.TO and RIT.TO.


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Drawdown Indicators


XRE.TORIT.TODifference

Max Drawdown

Largest peak-to-trough decline

-57.06%

-56.72%

-0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.51%

-7.21%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-17.16%

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-30.53%

-30.75%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-46.58%

-40.90%

-5.68%

Current Drawdown

Current decline from peak

-3.53%

-0.80%

-2.73%

Average Drawdown

Average peak-to-trough decline

-9.66%

-8.81%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.50%

+0.50%

Volatility

XRE.TO vs. RIT.TO - Volatility Comparison

iShares S&P/TSX Capped REIT Index ETF (XRE.TO) has a higher volatility of 3.32% compared to CI Canadian REIT ETF (RIT.TO) at 2.96%. This indicates that XRE.TO's price experiences larger fluctuations and is considered to be riskier than RIT.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.TORIT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

2.96%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

7.93%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

10.53%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

14.68%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.57%

15.45%

+2.12%

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

XRE.TO has a 0.61% expense ratio, which is lower than RIT.TO's 0.87% expense ratio.


Dividends

XRE.TO vs. RIT.TO - Dividend Comparison

XRE.TO's dividend yield for the trailing twelve months is around 4.47%, less than RIT.TO's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
RIT.TO
CI Canadian REIT ETF
4.57%4.85%5.17%5.04%5.04%3.82%4.92%4.35%5.11%5.05%5.28%4.79%
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


With a correlation of 0.95, XRE.TO and RIT.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, 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 0.87% for RIT.TO.

They also come from different issuers: iShares and CI Investments. Their fees differ too: 0.61% for XRE.TO and 0.87% for RIT.TO.

Portfolio Optimizer

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