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

Performance

XST.TO vs. FINN.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 Fidelity Global Innovators ETF (FINN.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 6.68% return, which is significantly lower than FINN.NEO's 37.97% return.


XST.TO

1D
-0.78%
1M
3.12%
6M
7.55%
YTD
6.68%
1Y
10.87%
3Y*
46.36%
5Y*
30.39%
10Y*
18.67%
ALL TIME*
20.76%

FINN.NEO

1D
1.62%
1M
-4.98%
6M
31.95%
YTD
37.97%
1Y
51.97%
3Y*
42.65%
5Y*
10Y*
ALL TIME*
44.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
6.68%16.38%140.92%2.93%
FINN.NEO
Fidelity Global Innovators ETF
37.97%20.61%58.65%21.40%

Correlation

The correlation between XST.TO and FINN.NEO is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

0.07

Correlation (All Time)
Calculated using the full available price history since May 19, 2023

0.08

The correlation between XST.TO and FINN.NEO shifts across timeframes, from -0.16 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XST.TO vs. FINN.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: 2626
Overall Rank
XST.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XST.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
XST.TO Omega Ratio Rank: 2424
Omega Ratio Rank
XST.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
XST.TO Martin Ratio Rank: 2626
Martin Ratio Rank

FINN.NEO
FINN.NEO Risk / Return Rank: 8686
Overall Rank
FINN.NEO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FINN.NEO Sortino Ratio Rank: 8181
Sortino Ratio Rank
FINN.NEO Omega Ratio Rank: 8383
Omega Ratio Rank
FINN.NEO Calmar Ratio Rank: 9292
Calmar Ratio Rank
FINN.NEO Martin Ratio Rank: 8787
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. FINN.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 Fidelity Global Innovators ETF (FINN.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.TOFINN.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.72

Omega ratioGain probability vs. loss probability

1.13

1.37

-0.24

Calmar ratioReturn relative to maximum drawdown

1.04

4.37

-3.34

Martin ratioReturn relative to average drawdown

2.39

13.50

-11.11

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

The current XST.TO Sharpe Ratio is 0.64, which is lower than the FINN.NEO Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of XST.TO and FINN.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. FINN.NEO - Drawdown Comparison

The maximum XST.TO drawdown since its inception was -25.42%, roughly equal to the maximum FINN.NEO drawdown of -25.66%. Use the drawdown chart below to compare losses from any high point for XST.TO and FINN.NEO.


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Drawdown Indicators


XST.TOFINN.NEODifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-25.66%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-11.94%

+1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-10.86%

-25.66%

+14.80%

Max Drawdown (5Y)

Largest decline over 5 years

-10.86%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

Current Drawdown

Current decline from peak

-2.13%

-4.98%

+2.85%

Average Drawdown

Average peak-to-trough decline

-3.65%

-3.98%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

3.86%

+0.70%

Volatility

XST.TO vs. FINN.NEO - Volatility Comparison

iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a higher volatility of 6.51% compared to Fidelity Global Innovators ETF (FINN.NEO) at 6.05%. This indicates that XST.TO's price experiences larger fluctuations and is considered to be riskier than FINN.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XST.TOFINN.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

6.05%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

20.15%

-6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

24.78%

-7.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.26%

22.38%

+24.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.47%

22.38%

+13.09%

XST.TO vs. FINN.NEO - Expense Ratio Comparison

XST.TO has a 0.61% expense ratio, which is lower than FINN.NEO's 1.09% expense ratio.


Dividends

XST.TO vs. FINN.NEO - Dividend Comparison

XST.TO's dividend yield for the trailing twelve months is around 0.67%, while FINN.NEO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FINN.NEO
Fidelity Global Innovators ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
0.67%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 FINN.NEO have a correlation of -0.16, 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 1.09% for FINN.NEO.

XST.TO is categorized as Consumer Staples Equities, while FINN.NEO is Global Equities. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.61% for XST.TO and 1.09% for FINN.NEO.

Portfolio Optimizer

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