Correlation
The correlation between XUT.TO and XEI.TO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
XUT.TO vs. XEI.TO
Compare and contrast key facts about iShares S&P/TSX Capped Utilities Index ETF (XUT.TO) and iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO).
XUT.TO and XEI.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XUT.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Apr 12, 2011. XEI.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Apr 12, 2011. Both XUT.TO and XEI.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XUT.TO or XEI.TO.
Performance
XUT.TO vs. XEI.TO - Performance Comparison
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Key characteristics
XUT.TO:
1.63
XEI.TO:
1.36
XUT.TO:
2.34
XEI.TO:
1.84
XUT.TO:
1.31
XEI.TO:
1.27
XUT.TO:
1.04
XEI.TO:
1.60
XUT.TO:
7.34
XEI.TO:
6.55
XUT.TO:
2.87%
XEI.TO:
2.42%
XUT.TO:
12.73%
XEI.TO:
11.51%
XUT.TO:
-37.65%
XEI.TO:
-45.51%
XUT.TO:
0.00%
XEI.TO:
0.00%
Returns By Period
In the year-to-date period, XUT.TO achieves a 9.51% return, which is significantly higher than XEI.TO's 6.29% return. Over the past 10 years, XUT.TO has underperformed XEI.TO with an annualized return of 7.65%, while XEI.TO has yielded a comparatively higher 8.07% annualized return.
XUT.TO
9.51%
3.79%
7.22%
20.73%
1.50%
6.72%
7.65%
XEI.TO
6.29%
5.49%
3.67%
15.55%
5.69%
15.81%
8.07%
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XUT.TO vs. XEI.TO - Expense Ratio Comparison
XUT.TO has a 0.61% expense ratio, which is higher than XEI.TO's 0.22% expense ratio.
Risk-Adjusted Performance
XUT.TO vs. XEI.TO — Risk-Adjusted Performance Rank
XUT.TO
XEI.TO
XUT.TO vs. XEI.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Utilities Index ETF (XUT.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.
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Dividends
XUT.TO vs. XEI.TO - Dividend Comparison
XUT.TO's dividend yield for the trailing twelve months is around 3.99%, less than XEI.TO's 5.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XUT.TO iShares S&P/TSX Capped Utilities Index ETF | 3.99% | 4.00% | 3.90% | 3.80% | 2.99% | 4.43% | 3.51% | 4.45% | 3.51% | 3.68% | 3.98% | 3.52% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 5.41% | 5.56% | 5.08% | 4.78% | 3.65% | 5.13% | 4.71% | 5.53% | 4.37% | 4.51% | 5.75% | 7.94% |
Drawdowns
XUT.TO vs. XEI.TO - Drawdown Comparison
The maximum XUT.TO drawdown since its inception was -37.65%, smaller than the maximum XEI.TO drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for XUT.TO and XEI.TO.
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Volatility
XUT.TO vs. XEI.TO - Volatility Comparison
iShares S&P/TSX Capped Utilities Index ETF (XUT.TO) has a higher volatility of 2.75% compared to iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) at 1.68%. This indicates that XUT.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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