iShares Core MSCI Canadian Quality Dividend Index ETF

10-Year Study

XDIV.TO · · CA · ETF

Executive Summary: iShares Core MSCI Canadian Quality Dividend Index ETF has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 23.8% and an annualized volatility of 10.6%.

1Y CAGR
+32.3%
3Y CAGR
+21.4%
5Y CAGR
+15.3%
10Y CAGR
+12.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +32.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.34.42.12.3————————10.4%
20251.92.01.7-2.03.02.61.12.94.41.04.7-0.624.9%
20240.71.03.10.02.8-1.65.63.13.4-0.06.2-5.719.6%
20235.9-0.1-1.54.9-4.32.52.2-2.4-2.2-2.56.82.811.7%
20223.90.83.5-4.30.2-5.71.7-0.8-5.23.45.0-1.40.3%
20212.44.27.22.83.00.50.71.00.43.8-2.75.432.2%
20202.3-5.8-19.23.11.01.02.14.5-2.6-1.511.1-1.0-7.8%
20197.93.91.13.8-3.02.00.1-0.35.6-1.03.0-0.324.8%
2018-1.3-2.9-1.20.61.51.81.7-0.4-0.8-4.72.1-6.5-10.0%
2017——————1.4-1.53.63.11.00.48.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 10.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 48.6% of variance. Idiosyncratic stock-specific factors contribute 17.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-0110135.308755511076
2017-08-019983.162478699522
2017-09-0110339.117145871089
2017-10-0110657.542398095806
2017-11-0110760.86662519272
2017-12-0110799.207486949232
2018-01-0110658.82718887777
2018-02-0110351.221227448541
2018-03-0110230.586135078847
2018-04-0110289.821752184145
2018-05-0110440.81847934868
2018-06-0110633.3342349409
2018-07-0110818.885072083525
2018-08-0110771.685915988208
2018-09-0110682.764869762786
2018-10-0110176.963025073706
2018-11-0110392.13167076898
2018-12-019714.84406697141
2019-01-0110484.501365935463
2019-02-0110891.8476643856
2019-03-0111013.226582997484
2019-04-0111434.773200616699
2019-05-0111086.527278136917
2019-06-0111306.632225257636
2019-07-0111322.861161450868
2019-08-0111291.958562116255
2019-09-0111927.389034648779
2019-10-0111810.946417462335
2019-11-0112163.587676827785
2019-12-0112128.222120040033
2020-01-0112403.167347380382
2020-02-0111688.620810905846
2020-03-019446.390414108355
2020-04-019734.927375510535
2020-05-019828.91996429634
2020-06-019932.04132969084
2020-07-0110143.964188147467
2020-08-0110599.659192339943
2020-09-0110319.710043006682
2020-10-0110160.463606610589
2020-11-0111290.876633036703
2020-12-0111180.925590327555
2021-01-0111450.731654540048
2021-02-0111927.862378621081
2021-03-0112785.08831246112
2021-04-0113139.825809418193
2021-05-0113536.893781612616
2021-06-0113599.916150496336
2021-07-0113695.734494603877
2021-08-0113832.260420329447
2021-09-0113892.577966514295
2021-10-0114421.573665846206
2021-11-0114032.687782315868
2021-12-0114786.589489058995
2022-01-0115362.040518244028
2022-02-0115483.487057423386
2022-03-0116019.312434069947
2022-04-0115337.29139054935
2022-05-0115368.126369316493
2022-06-0114496.632495739903
2022-07-0114739.863676935976
2022-08-0114616.320900164996
2022-09-0113861.810608314627
2022-10-0114331.503069973764
2022-11-0115042.465716372293
2022-12-0114829.596169971057
2023-01-0115698.655703118662
2023-02-0115680.60101160369
2023-03-0115439.668929701658
2023-04-0116199.047902409997
2023-05-0115502.691298585378
2023-06-0115884.341781396231
2023-07-0116235.765870547188
2023-08-0115841.199859349219
2023-09-0115493.69776311163
2023-10-0115102.850883124613
2023-11-0116122.298558329505
2023-12-0116565.889480944523
2024-01-0116685.10454139731
2024-02-0116849.76062319115
2024-03-0117375.44291471694
2024-04-0117378.959184225474
2024-05-0117861.905277109086
2024-06-0117574.720727056345
2024-07-0118558.39712206865
2024-08-0119132.09001649942
2024-09-0119787.94190040843
2024-10-0119779.556950041926
2024-11-0120997.1328879392
2024-12-0119806.33469476076
2025-01-0120183.38697898353
2025-02-0120577.00630223689
2025-03-0120930.9323523843
2025-04-0120513.037245408566
2025-05-0121131.08923210084
2025-06-0121677.19293500311
2025-07-0121922.317492088394
2025-08-0122547.94298233751
2025-09-0123529.185036920833
2025-10-0123772.61907981932
2025-11-0124900.665386383927
2025-12-0124742.027535095076
2026-01-0125057.004138378732
2026-02-0126169.159611587464
2026-03-0126716.88620810906
2026-04-0127318.7092586081
Annual Return Matrix
YearAnnual Return
2018-0.1004113886401633
20190.2484216973974538
2020-0.0781067925980029
20210.32248348936787874
20220.002908492248593575
20230.11708297994582928
20240.19560949127082283
20250.2491976893453145
20260.1041418986321212
Total Factor Risk
0.1062421155714928
VTI.US Exposure
0.48581773954487106
VEA.US Exposure
0.1685708793130541
VWO.US Exposure
-0.0021274901107538016
QQQ.US Exposure
-0.08761347005062735
VTV.US Exposure
0.2995538823117426
IJR.US Exposure
-0.11764078804710149
QUAL.US Exposure
-0.1897013047873072
SHV.US Exposure
0.01136063506029282
TLT.US Exposure
0.03742660672045685
LQD.US Exposure
-0.02966291452782779
HYG.US Exposure
-0.021624472843247197
GLD.US Exposure
-0.01412756969733613
USO.US Exposure
0.010032158072593689
VNQ.US Exposure
0.08341014642063807
BTC-USD.CC Exposure
0.032437618008551806
CPER.US Exposure
0.02930853509495602
VIX.INDX Exposure
0.021673628357138097
UUP.US Exposure
-0.019385715976452524
TIP.US Exposure
0.13203225071361696
Idiosyncratic Exposure
0.17025964642274144
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.65%
Market Cap$53.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$80
Avg Yield on Cost
0.80%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$80.470.80%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.78
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core MSCI Canadian Quality Dividend Index ETF a high-risk investment?

iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) has an annualized volatility of 10.6% and experienced a maximum drawdown of 23.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of XDIV.TO?

Over the past 10 years, XDIV.TO has generated a Compound Annual Growth Rate (CAGR) of 12.1%. It has had a positive return in 78% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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