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

Performance

XST.TO vs. XSTP.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 0-5 Year TIPS Bond Index ETF (XSTP.TO). The values are adjusted to include any dividend payments, if applicable.

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XST.TO vs. XSTP.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
2.31%16.38%19.83%6.37%8.76%8.77%
XSTP.TO
iShares 0-5 Year TIPS Bond Index ETF
2.42%0.64%13.59%2.31%9.51%4.71%

Returns By Period

The year-to-date returns for both investments are quite close, with XST.TO having a 2.31% return and XSTP.TO slightly higher at 2.42%.


XST.TO

1D
0.46%
1M
-2.19%
YTD
2.31%
6M
9.02%
1Y
15.82%
3Y*
12.66%
5Y*
13.50%
10Y*
9.64%

XSTP.TO

1D
0.00%
1M
2.14%
YTD
2.42%
6M
0.89%
1Y
0.05%
3Y*
5.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XST.TO has a 0.61% expense ratio, which is higher than XSTP.TO's 0.16% expense ratio.


Return for Risk

XST.TO vs. XSTP.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: 6161
Overall Rank
XST.TO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XST.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
XST.TO Omega Ratio Rank: 4949
Omega Ratio Rank
XST.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
XST.TO Martin Ratio Rank: 6161
Martin Ratio Rank

XSTP.TO
XSTP.TO Risk / Return Rank: 1212
Overall Rank
XSTP.TO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XSTP.TO Sortino Ratio Rank: 1010
Sortino Ratio Rank
XSTP.TO Omega Ratio Rank: 1010
Omega Ratio Rank
XSTP.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
XSTP.TO Martin Ratio Rank: 1414
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. XSTP.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 0-5 Year TIPS Bond Index ETF (XSTP.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.TOXSTP.TODifference

Sharpe ratio

Return per unit of total volatility

0.96

0.01

+0.95

Sortino ratio

Return per unit of downside risk

1.45

0.05

+1.40

Omega ratio

Gain probability vs. loss probability

1.18

1.01

+0.17

Calmar ratio

Return relative to maximum drawdown

2.22

0.13

+2.09

Martin ratio

Return relative to average drawdown

5.70

0.24

+5.46

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

The current XST.TO Sharpe Ratio is 0.96, which is higher than the XSTP.TO Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of XST.TO and XSTP.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XST.TOXSTP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.01

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.35

1.01

-2.36

Correlation

The correlation between XST.TO and XSTP.TO is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

XST.TO vs. XSTP.TO - Dividend Comparison

XST.TO's dividend yield for the trailing twelve months is around 0.68%, less than XSTP.TO's 4.03% yield.


TTM20252024202320222021202020192018201720162015
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%
XSTP.TO
iShares 0-5 Year TIPS Bond Index ETF
4.03%4.06%2.41%3.08%5.70%2.19%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XST.TO vs. XSTP.TO - Drawdown Comparison

The maximum XST.TO drawdown since its inception was -99.99%, which is greater than XSTP.TO's maximum drawdown of -5.68%. Use the drawdown chart below to compare losses from any high point for XST.TO and XSTP.TO.


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Drawdown Indicators


XST.TOXSTP.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-5.68%

-94.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-5.05%

-3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-10.86%

Max Drawdown (10Y)

Largest decline over 10 years

-22.65%

Current Drawdown

Current decline from peak

-99.95%

-1.22%

-98.73%

Average Drawdown

Average peak-to-trough decline

-96.77%

-1.66%

-95.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.91%

+0.26%

Volatility

XST.TO vs. XSTP.TO - Volatility Comparison

iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a higher volatility of 5.44% compared to iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO) at 1.35%. This indicates that XST.TO's price experiences larger fluctuations and is considered to be riskier than XSTP.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.TOXSTP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

1.35%

+4.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

3.96%

+8.36%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

5.67%

+10.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

7.18%

+6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

7.18%

+7.71%