XST.TO vs. CJP.NEO
XST.TO (iShares S&P/TSX Capped Consumer Staples Index ETF) and CJP.NEO (iShares Japan Fundamental Index ETF (CAD-Hedged)) are both exchange-traded funds - XST.TO is a Consumer Staples Equities fund tracking the Morningstar Gbl GR CAD, while CJP.NEO is a Japan Equities fund tracking the FTSE RAFI Japan Canadian Dollar Hedged Index. Both are passively managed. Over the past 10 years, XST.TO returned 19.03%/yr vs 16.37%/yr for CJP.NEO. At a 0.20 correlation, their price movements are largely independent. XST.TO charges 0.61%/yr vs 0.71%/yr for CJP.NEO.
Performance
XST.TO vs. CJP.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, XST.TO achieves a 4.80% return, which is significantly lower than CJP.NEO's 17.05% return. Over the past 10 years, XST.TO has outperformed CJP.NEO with an annualized return of 19.03%, while CJP.NEO has yielded a comparatively lower 16.37% annualized return.
XST.TO
- 1D
- -0.98%
- 1M
- 7.14%
- YTD
- 4.80%
- 6M
- 5.68%
- 1Y
- 10.57%
- 3Y*
- 47.03%
- 5Y*
- 30.79%
- 10Y*
- 19.03%
CJP.NEO
- 1D
- 2.51%
- 1M
- 0.99%
- YTD
- 17.05%
- 6M
- 17.74%
- 1Y
- 49.90%
- 3Y*
- 27.93%
- 5Y*
- 22.66%
- 10Y*
- 16.37%
XST.TO vs. CJP.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 4.80% | 16.38% | 140.92% | 7.25% | 9.63% | 21.31% | 4.28% | 12.92% | 2.53% | 7.95% |
CJP.NEO iShares Japan Fundamental Index ETF (CAD-Hedged) | 17.05% | 30.67% | 26.74% | 35.03% | 3.67% | 18.19% | 0.18% | 13.12% | -17.35% | 21.33% |
Correlation
The correlation between XST.TO and CJP.NEO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2012 | 0.20 |
The correlation between XST.TO and CJP.NEO shifts across timeframes, from 0.05 (1 year) to 0.21 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XST.TO vs. CJP.NEO — Risk / Return Rank
XST.TO
CJP.NEO
XST.TO vs. CJP.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XST.TO | CJP.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.51 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 4.58 | -3.58 |
| Martin ratioReturn relative to average drawdown | 2.37 | 17.20 | -14.84 |
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Drawdowns
XST.TO vs. CJP.NEO - Drawdown Comparison
The maximum XST.TO drawdown since its inception was -25.42%, smaller than the maximum CJP.NEO drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for XST.TO and CJP.NEO.
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Drawdown Indicators
| XST.TO | CJP.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -38.36% | +12.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -10.99% | +0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -10.86% | -20.86% | +10.00% |
Max Drawdown (5Y)Largest decline over 5 years | -10.86% | -20.86% | +10.00% |
Max Drawdown (10Y)Largest decline over 10 years | -25.42% | -37.75% | +12.33% |
Current DrawdownCurrent decline from peak | -3.60% | -1.88% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -11.15% | +7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 2.92% | +1.56% |
Volatility
XST.TO vs. CJP.NEO - Volatility Comparison
iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) have volatilities of 4.89% and 5.03%, 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
| XST.TO | CJP.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 5.03% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 13.58% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 18.26% | -1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.19% | 18.37% | +28.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.42% | 19.59% | +15.83% |
XST.TO vs. CJP.NEO - Expense Ratio Comparison
XST.TO has a 0.61% expense ratio, which is lower than CJP.NEO's 0.71% expense ratio.
Dividends
XST.TO vs. CJP.NEO - Dividend Comparison
XST.TO's dividend yield for the trailing twelve months is around 0.66%, less than CJP.NEO's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CJP.NEO iShares Japan Fundamental Index ETF (CAD-Hedged) | 1.26% | 1.48% | 1.71% | 1.24% | 1.96% | 1.56% | 1.97% | 2.42% | 2.38% | 1.48% | 0.97% | 0.84% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 0.66% | 0.68% | 0.87% | 1.57% | 1.48% | 1.37% | 1.48% | 1.46% | 1.62% | 1.80% | 1.03% | 1.24% |
Frequently Asked Questions
XST.TO and CJP.NEO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XST.TO is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XST.TO is cheaper with a 0.61% expense ratio, compared with 0.71% for CJP.NEO.
XST.TO is categorized as Consumer Staples Equities, while CJP.NEO is Japan Equities. XST.TO tracks Morningstar Gbl GR CAD, while CJP.NEO tracks FTSE RAFI Japan Canadian Dollar Hedged Index. Their fees differ too: 0.61% for XST.TO and 0.71% for CJP.NEO.
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