iShares Core Equity Portfolio

10-Year Study

XEQT.TO · · CA · ETF

Executive Summary: iShares Core Equity Portfolio has compounded at 14.1% annually over the last 10 years, with a maximum drawdown of 17.6% and an annualized volatility of 12.4%.

1Y CAGR
+26.4%
3Y CAGR
+21.1%
5Y CAGR
+13.0%
10Y CAGR
+14.1%

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 →
17.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.82
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +24.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.93.4-4.75.5————————5.9%
20254.3-0.6-3.4-2.55.53.32.32.84.72.31.3-0.620.6%
20241.44.63.2-2.13.40.93.60.32.40.75.3-1.524.4%
20236.1-0.81.12.1-2.03.22.9-0.6-3.7-1.56.83.017.3%
2022-3.7-2.21.4-5.5-0.6-7.26.1-1.8-4.75.36.4-3.9-11.0%
20210.23.61.32.10.63.51.33.1-3.43.40.12.019.0%
20201.0-6.7-11.710.03.71.83.43.3-1.2-2.810.32.411.8%
2019————————3.71.13.80.69.5%

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 12.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 71.2% of variance. Idiosyncratic stock-specific factors contribute 3.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-08-0110000
2019-09-0110371.240574639707
2019-10-0110480.143145426377
2019-11-0110880.36723890537
2019-12-0110948.338449753326
2020-01-0111055.583186129072
2020-02-0110310.072201546931
2020-03-019107.056086253124
2020-04-0110014.177342548604
2020-05-0110383.188415739138
2020-06-0110571.324038027293
2020-07-0110932.33177268232
2020-08-0111293.282340633521
2020-09-0111154.310083634888
2020-10-0110841.150880081404
2020-11-0111956.530438411452
2020-12-0112244.593458985748
2021-01-0112265.402139178059
2021-02-0112707.700926672269
2021-03-0112873.084200838066
2021-04-0113139.5382073665
2021-05-0113212.711588262533
2021-06-0113672.78922064633
2021-07-0113846.175833347626
2021-08-0114282.129116717259
2021-09-0113795.526133758656
2021-10-0114264.1787717162
2021-11-0114280.013948675734
2021-12-0114566.533468246755
2022-01-0114029.738119329777
2022-02-0113724.525087607974
2022-03-0113910.774208669902
2022-04-0113139.9955409971
2022-05-0113055.560319447542
2022-06-0112120.94187861222
2022-07-0112866.167029675235
2022-08-0112631.95504410411
2022-09-0112036.96399069326
2022-10-0112677.802740571782
2022-11-0113489.5127681833
2022-12-0112965.808594442255
2023-01-0113750.936104775134
2023-02-0113643.405534880265
2023-03-0113799.013302691981
2023-04-0114085.018321928577
2023-05-0113799.013302691981
2023-06-0114244.113258673618
2023-07-0114662.916530895747
2023-08-0114570.477970810682
2023-09-0114026.422450507927
2023-10-0113819.021649030741
2023-11-0114757.75609254146
2023-12-0115205.542883602877
2024-01-0115419.918022946717
2024-02-0116123.582980328936
2024-03-0116647.058487254686
2024-04-0116305.20159838104
2024-05-0116862.119627044423
2024-06-0117018.013228375265
2024-07-0117634.498962424324
2024-08-0117681.718659783797
2024-09-0118103.78043412395
2024-10-0118226.288680420977
2024-11-0119201.15248074911
2024-12-0118912.68929324804
2025-01-0119721.312318853008
2025-02-0119608.979745836838
2025-03-0118945.331481132132
2025-04-0118472.44850709153
2025-05-0119480.183162119054
2025-06-0120121.536412332003
2025-07-0120581.04237767755
2025-08-0121159.68375379444
2025-09-0122152.840899346586
2025-10-0122653.335391334673
2025-11-0122943.399246542846
2025-12-0122803.798155802135
2026-01-0123238.26510487232
2026-02-0124032.882288040157
2026-03-0122900.981552304682
2026-04-0124150.074030881453
Annual Return Matrix
YearAnnual Return
20200.11839741849244989
20210.18962981637883947
2022-0.10989058428306797
20230.17274158204993673
20240.24380230538449377
20250.20574064334379183
20260.059037352719979896
Total Factor Risk
0.12431538869789438
VTI.US Exposure
0.7115305887845033
VEA.US Exposure
0.37722182208441785
VWO.US Exposure
0.035882749525255234
QQQ.US Exposure
-0.2167504117831909
VTV.US Exposure
-0.16568534782567632
IJR.US Exposure
0.007298885232540383
QUAL.US Exposure
0.100806423986963
SHV.US Exposure
0.11067370308803015
TLT.US Exposure
0.0014653688539893858
LQD.US Exposure
-0.010507279533857454
HYG.US Exposure
0.022969799599319763
GLD.US Exposure
0.0018954804360038575
USO.US Exposure
0.010413677479779936
VNQ.US Exposure
-0.01486794316679171
BTC-USD.CC Exposure
0.012975209552063239
CPER.US Exposure
0.0026188116759446106
VIX.INDX Exposure
-0.04163485473476213
UUP.US Exposure
0.00047268914758457606
TIP.US Exposure
0.01765376135265598
Idiosyncratic Exposure
0.03556686624522731
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.4%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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
$1,708
Avg Yield on Cost
2.85%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2021$261.272.61%Solid
2022$295.082.95%Solid
2023$330.083.30%Solid
2024$390.573.91%Solid
2025$378.653.79%Solid
2026$52.020.52%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 →
+3.4%
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 →
+7.9%
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 →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core Equity Portfolio a high-risk investment?

iShares Core Equity Portfolio (XEQT.TO) has an annualized volatility of 12.4% and experienced a maximum drawdown of 17.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, XEQT.TO has generated a Compound Annual Growth Rate (CAGR) of 14.1%. It has had a positive return in 86% 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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