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XWD.TO vs. HEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWD.TO vs. HEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares MSCI World Index ETF (XWD.TO) and Horizons All-Equity Asset Allocation ETF (HEQT.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, XWD.TO achieves a 11.42% return, which is significantly lower than HEQT.TO's 13.56% return.


XWD.TO

1D
-0.47%
1M
6.72%
YTD
11.42%
6M
10.29%
1Y
27.27%
3Y*
21.42%
5Y*
14.76%
10Y*
13.45%

HEQT.TO

1D
-0.58%
1M
6.87%
YTD
13.56%
6M
13.18%
1Y
31.58%
3Y*
25.58%
5Y*
16.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWD.TO vs. HEQT.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XWD.TO
iShares MSCI World Index ETF
11.42%15.25%28.07%20.32%-11.57%21.87%11.41%4.95%
HEQT.TO
Horizons All-Equity Asset Allocation ETF
13.56%19.82%25.95%31.63%-12.65%23.11%16.34%7.76%

Correlation

The correlation between XWD.TO and HEQT.TO is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.92

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

0.89

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

0.80

The correlation between XWD.TO and HEQT.TO shifts across timeframes, from 0.80 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XWD.TO vs. HEQT.TO — Risk / Return Rank

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

XWD.TO
XWD.TO Risk / Return Rank: 7171
Overall Rank
XWD.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XWD.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
XWD.TO Omega Ratio Rank: 7171
Omega Ratio Rank
XWD.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
XWD.TO Martin Ratio Rank: 7575
Martin Ratio Rank

HEQT.TO
HEQT.TO Risk / Return Rank: 8080
Overall Rank
HEQT.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HEQT.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
HEQT.TO Omega Ratio Rank: 8282
Omega Ratio Rank
HEQT.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
HEQT.TO Martin Ratio Rank: 8181
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.

XWD.TO vs. HEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Index ETF (XWD.TO) and Horizons All-Equity Asset Allocation ETF (HEQT.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.


XWD.TOHEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.43

1.50

-0.07

Calmar ratioReturn relative to maximum drawdown

3.55

3.74

-0.19

Martin ratioReturn relative to average drawdown

14.52

16.49

-1.96

XWD.TO vs. HEQT.TO - Sharpe Ratio Comparison

The current XWD.TO Sharpe Ratio is 2.35, which is comparable to the HEQT.TO Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of XWD.TO and HEQT.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


XWD.TOHEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.65

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

1.10

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

1.05

-0.15

Drawdowns

XWD.TO vs. HEQT.TO - Drawdown Comparison

The maximum XWD.TO drawdown since its inception was -27.48%, smaller than the maximum HEQT.TO drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for XWD.TO and HEQT.TO.


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Drawdown Indicators


XWD.TOHEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.48%

-31.82%

+4.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

-8.49%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-16.77%

-15.33%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-24.25%

+2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-27.48%

Current Drawdown

Current decline from peak

-0.80%

-0.58%

-0.22%

Average Drawdown

Average peak-to-trough decline

-3.50%

-4.29%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.92%

-0.04%

Volatility

XWD.TO vs. HEQT.TO - Volatility Comparison

iShares MSCI World Index ETF (XWD.TO) and Horizons All-Equity Asset Allocation ETF (HEQT.TO) have volatilities of 3.61% and 3.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWD.TOHEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

3.53%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

9.67%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

11.96%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.71%

15.33%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

17.16%

-1.80%

XWD.TO vs. HEQT.TO - Expense Ratio Comparison

XWD.TO has a 0.48% expense ratio, which is higher than HEQT.TO's 0.20% expense ratio.


Dividends

XWD.TO vs. HEQT.TO - Dividend Comparison

XWD.TO's dividend yield for the trailing twelve months is around 1.19%, less than HEQT.TO's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
HEQT.TO
Horizons All-Equity Asset Allocation ETF
1.61%1.70%3.22%7.85%7.31%0.48%1.40%0.22%0.00%0.00%0.00%0.00%
XWD.TO
iShares MSCI World Index ETF
1.19%1.33%1.19%1.39%1.36%1.21%1.06%1.77%1.94%1.63%1.83%1.84%

Frequently Asked Questions


With a correlation of 0.92, XWD.TO and HEQT.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, HEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.48% for XWD.TO.

They also come from different issuers: iShares and Horizons. Their fees differ too: 0.48% for XWD.TO and 0.20% for HEQT.TO.

Portfolio Optimizer

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