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

XST.TO vs. XEI.TO

Last updated Jun 5, 2026

XST.TO (iShares S&P/TSX Capped Consumer Staples Index ETF) and XEI.TO (iShares S&P/TSX Composite High Dividend Index ETF) are both exchange-traded funds - XST.TO is a Consumer Staples Equities fund tracking the Morningstar Gbl GR CAD, while XEI.TO is a Canada Equities fund tracking the S&P/TSX Composite High Dividend Index. Both are passively managed. Over the past 10 years, XST.TO returned 9.62%/yr vs 12.30%/yr for XEI.TO. At a 0.35 correlation, their price movements are largely independent. XST.TO charges 0.61%/yr vs 0.22%/yr for XEI.TO.

Performance

XST.TO vs. XEI.TO - 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 S&P/TSX Composite High Dividend Index ETF (XEI.TO). 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 XEI.TO's 23.25% return. Over the past 10 years, XST.TO has underperformed XEI.TO with an annualized return of 9.62%, while XEI.TO has yielded a comparatively higher 12.30% 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%

XEI.TO

1D
0.85%
1M
3.41%
YTD
23.25%
6M
23.82%
1Y
45.53%
3Y*
22.82%
5Y*
15.75%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XST.TO vs. XEI.TO - 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%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		23.25%25.96%15.42%6.69%0.41%35.88%-7.53%25.44%-10.85%7.24%

Correlation

The correlation between XST.TO and XEI.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.17

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

0.32

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

0.33

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

0.34

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

0.35

The correlation between XST.TO and XEI.TO shifts across timeframes, from 0.17 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

XST.TO vs. XEI.TO - Sectors Allocation Comparison

Sectors
XST.TO
XEI.TO

Consumer Defensive

74.9%
0.5%

Consumer Cyclical

25.1%
6.2%

Basic Materials

-

4.6%

Communication Services

-

7.6%

Energy

-

32.1%

Financial Services

-

31.4%

Healthcare

-

0.2%

Industrials

-

0.7%

Real Estate

-

4.8%

Technology

-

0.7%

Utilities

-

11.2%

Consumer Defensive

XST.TO
74.9%
XEI.TO
0.5%

Consumer Cyclical

XST.TO
25.1%
XEI.TO
6.2%

Basic Materials

XST.TO

-

XEI.TO
4.6%

Communication Services

XST.TO

-

XEI.TO
7.6%

Energy

XST.TO

-

XEI.TO
32.1%

Financial Services

XST.TO

-

XEI.TO
31.4%

Healthcare

XST.TO

-

XEI.TO
0.2%

Industrials

XST.TO

-

XEI.TO
0.7%

Real Estate

XST.TO

-

XEI.TO
4.8%

Technology

XST.TO

-

XEI.TO
0.7%

Utilities

XST.TO

-

XEI.TO
11.2%

Compare stocks, funds, or ETFs

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iShares S&P/TSX Capped Consumer Staples Index ETF

iShares S&P/TSX Composite High Dividend Index ETF

Often compared with XST.TO:
XST.TO vs. VDCXST.TO vs. VOOXST.TO vs. BALTXST.TO vs. XQQ.TOXST.TO vs. XSTP.TOXST.TO vs. XCD.TOXST.TO vs. CHSCP
Often compared with XEI.TO:
XEI.TO vs. VDY.TOXEI.TO vs. XDIV.TOXEI.TO vs. XEQT.TOXEI.TO vs. VFV.TOXEI.TO vs. ZDV.TOXEI.TO vs. CDZ.TOXEI.TO vs. XDV.TO

Return for Risk

XST.TO vs. XEI.TO — 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
XEI.TO
XEI.TO Risk / Return Rank: 9898
Overall Rank
XEI.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XEI.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
XEI.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XEI.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XEI.TO Martin Ratio Rank: 9898
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. XEI.TO - 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 S&P/TSX Composite High Dividend Index ETF (XEI.TO). 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.TOXEI.TODifference
Sharpe ratioReturn per unit of total volatility
0.46
6.34

-5.88

Sortino ratioReturn per unit of downside risk
0.75
9.47

-8.72

Omega ratioGain probability vs. loss probability

1.09

2.34

-1.25

Calmar ratioReturn relative to maximum drawdown

0.70

20.39

-19.70

Martin ratioReturn relative to average drawdown

1.65

69.23

-67.58

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XST.TO vs. XEI.TO - Sharpe Ratio Comparison

The current XST.TO Sharpe Ratio is 0.46, which is lower than the XEI.TO Sharpe Ratio of 6.34. The chart below compares the historical Sharpe Ratios of XST.TO and XEI.TO, 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.TOXEI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

6.34

-5.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

1.41

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.77

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.67

+0.32

Drawdowns

XST.TO vs. XEI.TO - Drawdown Comparison

The maximum XST.TO drawdown since its inception was -22.65%, smaller than the maximum XEI.TO drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for XST.TO and XEI.TO.

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Drawdown Indicators

XST.TOXEI.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.65%

-45.51%

+22.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-2.24%

-8.28%

Max Drawdown (3Y)

Largest decline over 3 years

-10.86%

-9.92%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-10.86%

-17.32%

+6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-22.65%

-45.51%

+22.86%

Current Drawdown

Current decline from peak

-6.39%

0.00%

-6.39%

Average Drawdown

Average peak-to-trough decline

-3.21%

-5.05%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

0.66%

+3.78%

Volatility

XST.TO vs. XEI.TO - Volatility Comparison

iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a higher volatility of 4.72% compared to iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) at 2.89%. This indicates that XST.TO's price experiences larger fluctuations and is considered to be riskier than XEI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XST.TOXEI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

2.89%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

11.99%

6.03%

+5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

7.24%

+8.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

11.24%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.95%

16.01%

-1.06%

XST.TO vs. XEI.TO - Expense Ratio Comparison

XST.TO has a 0.61% expense ratio, which is higher than XEI.TO's 0.22% expense ratio.

Dividends

XST.TO vs. XEI.TO - Dividend Comparison

XST.TO's dividend yield for the trailing twelve months is around 0.68%, less than XEI.TO's 3.53% yield.

PositionTTM20252024202320222021202020192018201720162015
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		3.53%4.39%5.56%5.08%4.78%3.65%5.13%4.71%5.53%4.37%4.51%5.75%
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 XEI.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEI.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEI.TO is cheaper with a 0.22% expense ratio, compared with 0.61% for XST.TO.

XST.TO is categorized as Consumer Staples Equities, while XEI.TO is Canada Equities. XST.TO tracks Morningstar Gbl GR CAD, while XEI.TO tracks S&P/TSX Composite High Dividend Index. Their fees differ too: 0.61% for XST.TO and 0.22% for XEI.TO.

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