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

Performance

XSTP.TO vs. XST.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO). The values are adjusted to include any dividend payments, if applicable.

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


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

Returns By Period

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


XSTP.TO

1D
0.00%
1M
2.14%
YTD
2.42%
6M
0.89%
1Y
0.05%
3Y*
5.46%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

XSTP.TO vs. XST.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

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
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.

XSTP.TO vs. XST.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.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.


XSTP.TOXST.TODifference

Sharpe ratio

Return per unit of total volatility

0.01

0.96

-0.95

Sortino ratio

Return per unit of downside risk

0.05

1.45

-1.40

Omega ratio

Gain probability vs. loss probability

1.01

1.18

-0.17

Calmar ratio

Return relative to maximum drawdown

0.13

2.22

-2.09

Martin ratio

Return relative to average drawdown

0.24

5.70

-5.46

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

The current XSTP.TO Sharpe Ratio is 0.01, which is lower than the XST.TO Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XSTP.TO and XST.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


XSTP.TOXST.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.96

-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

1.01

-1.35

+2.36

Correlation

The correlation between XSTP.TO and XST.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

XSTP.TO vs. XST.TO - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

XSTP.TO vs. XST.TO - Drawdown Comparison

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


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Drawdown Indicators


XSTP.TOXST.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.68%

-99.99%

+94.31%

Max Drawdown (1Y)

Largest decline over 1 year

-5.05%

-8.12%

+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

-1.22%

-99.95%

+98.73%

Average Drawdown

Average peak-to-trough decline

-1.66%

-96.77%

+95.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.17%

-0.26%

Volatility

XSTP.TO vs. XST.TO - Volatility Comparison

The current volatility for iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO) is 1.35%, while iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a volatility of 5.44%. This indicates that XSTP.TO experiences smaller price fluctuations and is considered to be less risky than XST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSTP.TOXST.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

5.44%

-4.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.96%

12.32%

-8.36%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

16.63%

-10.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

13.96%

-6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.18%

14.89%

-7.71%