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XST.TO vs. CJP.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XST.TO vs. CJP.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XST.TO vs. CJP.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

XST.TO
XST.TO Risk / Return Rank: 2222
Overall Rank
XST.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XST.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
XST.TO Omega Ratio Rank: 2121
Omega Ratio Rank
XST.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
XST.TO Martin Ratio Rank: 2222
Martin Ratio Rank

CJP.NEO
CJP.NEO Risk / Return Rank: 8989
Overall Rank
CJP.NEO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 9090
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 8888
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 8989
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.

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.TOCJP.NEODifference
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

XST.TO vs. CJP.NEO - Sharpe Ratio Comparison

The current XST.TO Sharpe Ratio is 0.65, which is lower than the CJP.NEO Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of XST.TO and CJP.NEO, 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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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.TOCJP.NEODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.60%

-1.88%

-1.72%

Average Drawdown

Average peak-to-trough decline

-3.66%

-11.15%

+7.49%

Ulcer Index

Depth 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.TOCJP.NEODifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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