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XST.TO vs. KXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XST.TO vs. KXI - 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 Global Consumer Staples ETF (KXI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XST.TO is traded in CAD, while KXI is traded in USD. To make them comparable, the KXI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XST.TO achieves a 1.77% return, which is significantly lower than KXI's 4.46% return. Over the past 10 years, XST.TO has outperformed KXI with an annualized return of 9.62%, while KXI has yielded a comparatively lower 6.36% annualized return.


XST.TO

1D
0.28%
1M
1.37%
YTD
1.77%
6M
0.81%
1Y
7.32%
3Y*
13.98%
5Y*
12.73%
10Y*
9.62%

KXI

1D
-0.11%
1M
-0.65%
YTD
4.46%
6M
2.86%
1Y
3.20%
3Y*
7.11%
5Y*
6.69%
10Y*
6.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XST.TO vs. KXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
1.77%16.38%19.83%6.37%8.76%20.39%3.48%12.13%1.65%6.95%
KXI
iShares Global Consumer Staples ETF
4.46%4.64%13.15%0.16%0.67%12.68%5.87%17.33%-3.13%10.11%

Correlation

The correlation between XST.TO and KXI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.38

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

0.38

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2012

0.37

XST.TO vs. KXI - Sectors Allocation Comparison


Sectors
XST.TO
KXI

Consumer Defensive

74.9%
96.9%

Consumer Cyclical

25.1%
3.1%

Basic Materials

-

-

Communication Services

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Defensive

XST.TO
74.9%
KXI
96.9%

Consumer Cyclical

XST.TO
25.1%
KXI
3.1%

Basic Materials

XST.TO

-

KXI

-

Communication Services

XST.TO

-

KXI

-

Energy

XST.TO

-

KXI

-

Financial Services

XST.TO

-

KXI

-

Healthcare

XST.TO

-

KXI

-

Industrials

XST.TO

-

KXI

-

Real Estate

XST.TO

-

KXI

-

Technology

XST.TO

-

KXI

-

Utilities

XST.TO

-

KXI

-

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Return for Risk

XST.TO vs. KXI — 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: 1717
Overall Rank
XST.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XST.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
XST.TO Omega Ratio Rank: 1616
Omega Ratio Rank
XST.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
XST.TO Martin Ratio Rank: 1717
Martin Ratio Rank

KXI
KXI Risk / Return Rank: 1111
Overall Rank
KXI Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KXI Sortino Ratio Rank: 1010
Sortino Ratio Rank
KXI Omega Ratio Rank: 1010
Omega Ratio Rank
KXI Calmar Ratio Rank: 1111
Calmar Ratio Rank
KXI Martin Ratio Rank: 1111
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. KXI - 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 Global Consumer Staples ETF (KXI). 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.


XST.TOKXIDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.09

1.05

+0.04

Calmar ratioReturn relative to maximum drawdown

0.70

0.32

+0.37

Martin ratioReturn relative to average drawdown

1.65

0.74

+0.91

XST.TO vs. KXI - Sharpe Ratio Comparison

The current XST.TO Sharpe Ratio is 0.46, which is higher than the KXI Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of XST.TO and KXI, 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


XST.TOKXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.27

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.60

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.51

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.84

+0.15

Drawdowns

XST.TO vs. KXI - Drawdown Comparison

The maximum XST.TO drawdown since its inception was -22.65%, which is greater than KXI's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for XST.TO and KXI.


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Drawdown Indicators


XST.TOKXIDifference

Max Drawdown

Largest peak-to-trough decline

-22.65%

-17.74%

-4.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-9.89%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-10.86%

-9.89%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-10.86%

-12.72%

+1.86%

Max Drawdown (10Y)

Largest decline over 10 years

-22.65%

-17.74%

-4.91%

Current Drawdown

Current decline from peak

-6.39%

-7.82%

+1.43%

Average Drawdown

Average peak-to-trough decline

-3.21%

-3.19%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

4.36%

+0.08%

Volatility

XST.TO vs. KXI - Volatility Comparison

iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a higher volatility of 4.72% compared to iShares Global Consumer Staples ETF (KXI) at 3.86%. This indicates that XST.TO's price experiences larger fluctuations and is considered to be riskier than KXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XST.TOKXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

3.86%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.99%

9.46%

+2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

11.79%

+4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

11.16%

+3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.95%

12.59%

+2.36%

XST.TO vs. KXI - Expense Ratio Comparison

XST.TO has a 0.61% expense ratio, which is higher than KXI's 0.46% expense ratio.


Dividends

XST.TO vs. KXI - Dividend Comparison

XST.TO's dividend yield for the trailing twelve months is around 0.68%, less than KXI's 2.23% yield.


PositionTTM20252024202320222021202020192018201720162015
KXI
iShares Global Consumer Staples ETF
2.23%2.29%2.51%2.99%1.98%2.26%2.34%2.17%2.97%2.17%2.34%2.20%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
0.68%0.67%0.86%0.79%0.74%0.68%0.74%0.73%0.81%0.90%0.52%0.62%

Frequently Asked Questions


XST.TO and KXI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KXI is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KXI is cheaper with a 0.46% expense ratio, compared with 0.61% for XST.TO.

XST.TO tracks Morningstar Gbl GR CAD, while KXI tracks S&P Global Consumer Staples Index. Their fees differ too: 0.61% for XST.TO and 0.46% for KXI.

Portfolio Optimizer

Find the right allocation for XST.TO and KXI

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