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

Performance

XST.TO vs. ZEB.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 BMO Equal Weight Banks Index ETF (ZEB.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 4.80% return, which is significantly lower than ZEB.TO's 25.33% return. Over the past 10 years, XST.TO has outperformed ZEB.TO with an annualized return of 19.03%, while ZEB.TO has yielded a comparatively lower 16.60% annualized return.


XST.TO

1D
-0.98%
1M
7.14%
YTD
4.80%
6M
5.68%
1Y
10.57%
3Y*
47.03%
5Y*
30.79%
10Y*
19.03%

ZEB.TO

1D
1.12%
1M
9.87%
YTD
25.33%
6M
26.07%
1Y
67.94%
3Y*
34.82%
5Y*
19.53%
10Y*
16.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
4.80%16.38%140.92%7.25%9.63%21.31%4.28%12.92%2.53%7.95%
ZEB.TO
BMO Equal Weight Banks Index ETF
25.33%43.43%24.58%10.87%-10.38%39.38%3.52%16.06%-8.85%14.26%

Correlation

The correlation between XST.TO and ZEB.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.28

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

0.29

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.27

The correlation between XST.TO and ZEB.TO shifts across timeframes, from 0.13 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

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


Sectors
XST.TO
ZEB.TO

Consumer Defensive

74.9%

-

Consumer Cyclical

25.1%

-

Basic Materials

-

-

Communication Services

-

-

Energy

-

-

Financial Services

-

100.0%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Defensive

XST.TO
74.9%
ZEB.TO

-

Consumer Cyclical

XST.TO
25.1%
ZEB.TO

-

Basic Materials

XST.TO

-

ZEB.TO

-

Communication Services

XST.TO

-

ZEB.TO

-

Energy

XST.TO

-

ZEB.TO

-

Financial Services

XST.TO

-

ZEB.TO
100.0%

Healthcare

XST.TO

-

ZEB.TO

-

Industrials

XST.TO

-

ZEB.TO

-

Real Estate

XST.TO

-

ZEB.TO

-

Technology

XST.TO

-

ZEB.TO

-

Utilities

XST.TO

-

ZEB.TO

-

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Return for Risk

XST.TO vs. ZEB.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: 2222
Overall Rank
XST.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XST.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
XST.TO Omega Ratio Rank: 2121
Omega Ratio Rank
XST.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
XST.TO Martin Ratio Rank: 2222
Martin Ratio Rank

ZEB.TO
ZEB.TO Risk / Return Rank: 9797
Overall Rank
ZEB.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ZEB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
ZEB.TO Omega Ratio Rank: 9898
Omega Ratio Rank
ZEB.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
ZEB.TO Martin Ratio Rank: 9797
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. ZEB.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 BMO Equal Weight Banks Index ETF (ZEB.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.

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.TOZEB.TODifference
Sharpe ratioReturn per unit of total volatility

-4.68

Sortino ratioReturn per unit of downside risk

-6.16

Omega ratioGain probability vs. loss probability

1.13

1.99

-0.86

Calmar ratioReturn relative to maximum drawdown

1.01

8.09

-7.08

Martin ratioReturn relative to average drawdown

2.37

34.80

-32.44

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

The current XST.TO Sharpe Ratio is 0.65, which is lower than the ZEB.TO Sharpe Ratio of 5.33. The chart below compares the historical Sharpe Ratios of XST.TO and ZEB.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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Drawdowns

XST.TO vs. ZEB.TO - Drawdown Comparison

The maximum XST.TO drawdown since its inception was -25.42%, smaller than the maximum ZEB.TO drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for XST.TO and ZEB.TO.


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Drawdown Indicators


XST.TOZEB.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-39.69%

+14.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-8.44%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-10.86%

-14.80%

+3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-10.86%

-25.97%

+15.11%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

-39.69%

+14.27%

Current Drawdown

Current decline from peak

-3.60%

0.00%

-3.60%

Average Drawdown

Average peak-to-trough decline

-3.66%

-5.65%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

1.96%

+2.52%

Volatility

XST.TO vs. ZEB.TO - Volatility Comparison

iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a higher volatility of 4.89% compared to BMO Equal Weight Banks Index ETF (ZEB.TO) at 4.52%. This indicates that XST.TO's price experiences larger fluctuations and is considered to be riskier than ZEB.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.TOZEB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

4.52%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.47%

11.13%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

12.81%

+3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.19%

13.55%

+33.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.42%

16.90%

+18.52%

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

XST.TO has a 0.61% expense ratio, which is higher than ZEB.TO's 0.25% expense ratio.


Dividends

XST.TO vs. ZEB.TO - Dividend Comparison

XST.TO's dividend yield for the trailing twelve months is around 0.66%, less than ZEB.TO's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
0.66%0.68%0.87%1.57%1.48%1.37%1.48%1.46%1.62%1.80%1.03%1.24%
ZEB.TO
BMO Equal Weight Banks Index ETF
2.41%2.95%3.98%4.75%4.29%3.13%4.15%3.65%3.64%3.02%3.19%3.70%

Frequently Asked Questions


XST.TO and ZEB.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZEB.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZEB.TO is cheaper with a 0.25% expense ratio, compared with 0.61% for XST.TO.

XST.TO is categorized as Consumer Staples Equities, while ZEB.TO is Financials Equities. XST.TO tracks Morningstar Gbl GR CAD, while ZEB.TO tracks Solactive Equal Weight Canada Banks Index. They also come from different issuers: iShares and BMO. Their fees differ too: 0.61% for XST.TO and 0.25% for ZEB.TO.

Portfolio Optimizer

Find the right allocation for XST.TO and ZEB.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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