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

Performance

XST.TO vs. WSHR.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 Wealthsimple Shariah World Equity Index ETF (WSHR.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 1.77% return, which is significantly lower than WSHR.NEO's 5.97% 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%

WSHR.NEO

1D
0.27%
1M
3.61%
YTD
5.97%
6M
4.74%
1Y
9.08%
3Y*
9.32%
5Y*
7.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
1.77%16.38%19.83%6.37%8.76%14.23%
WSHR.NEO
Wealthsimple Shariah World Equity Index ETF
5.97%5.34%12.31%11.88%-10.32%16.05%

Correlation

The correlation between XST.TO and WSHR.NEO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.30

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

0.33

Correlation (All Time)
Calculated using the full available price history since May 13, 2021

0.33

The correlation between XST.TO and WSHR.NEO shifts across timeframes, from 0.16 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XST.TO vs. WSHR.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: 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

WSHR.NEO
WSHR.NEO Risk / Return Rank: 2424
Overall Rank
WSHR.NEO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
WSHR.NEO Sortino Ratio Rank: 2323
Sortino Ratio Rank
WSHR.NEO Omega Ratio Rank: 2424
Omega Ratio Rank
WSHR.NEO Calmar Ratio Rank: 2323
Calmar Ratio Rank
WSHR.NEO Martin Ratio Rank: 2626
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. WSHR.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 Wealthsimple Shariah World Equity Index ETF (WSHR.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.


XST.TOWSHR.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.09

1.16

-0.06

Calmar ratioReturn relative to maximum drawdown

0.70

1.02

-0.32

Martin ratioReturn relative to average drawdown

1.65

3.39

-1.74

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

The current XST.TO Sharpe Ratio is 0.46, which is lower than the WSHR.NEO Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of XST.TO and WSHR.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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Sharpe Ratios by Period


XST.TOWSHR.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.82

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.63

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.70

+0.28

Drawdowns

XST.TO vs. WSHR.NEO - Drawdown Comparison

The maximum XST.TO drawdown since its inception was -22.65%, which is greater than WSHR.NEO's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for XST.TO and WSHR.NEO.


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Drawdown Indicators


XST.TOWSHR.NEODifference

Max Drawdown

Largest peak-to-trough decline

-22.65%

-20.86%

-1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-8.96%

-1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-10.86%

-11.15%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-10.86%

-20.86%

+10.00%

Max Drawdown (10Y)

Largest decline over 10 years

-22.65%

Current Drawdown

Current decline from peak

-6.39%

-0.93%

-5.46%

Average Drawdown

Average peak-to-trough decline

-3.21%

-4.81%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

2.69%

+1.75%

Volatility

XST.TO vs. WSHR.NEO - Volatility Comparison

iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a higher volatility of 4.72% compared to Wealthsimple Shariah World Equity Index ETF (WSHR.NEO) at 2.21%. This indicates that XST.TO's price experiences larger fluctuations and is considered to be riskier than WSHR.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.TOWSHR.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

2.21%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.99%

7.80%

+4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

11.10%

+5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

11.13%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.95%

11.11%

+3.84%

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

XST.TO has a 0.61% expense ratio, which is higher than WSHR.NEO's 0.56% expense ratio.


Dividends

XST.TO vs. WSHR.NEO - Dividend Comparison

XST.TO's dividend yield for the trailing twelve months is around 0.68%, less than WSHR.NEO's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
WSHR.NEO
Wealthsimple Shariah World Equity Index ETF
1.32%1.34%1.31%1.34%2.58%0.44%0.00%0.00%0.00%0.00%0.00%0.00%
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 WSHR.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, WSHR.NEO is cheaper at 0.56% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WSHR.NEO is cheaper with a 0.56% expense ratio, compared with 0.61% for XST.TO.

XST.TO is categorized as Consumer Staples Equities, while WSHR.NEO is Global Equities. XST.TO tracks Morningstar Gbl GR CAD, while WSHR.NEO tracks Dow Jones Islamic Market Developed Markets Quality and Low Volatility Index. They also come from different issuers: iShares and Mackenzie. Their fees differ too: 0.61% for XST.TO and 0.56% for WSHR.NEO.

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