iShares Core S&P/TSX Capped Composite

10-Year Study

XIC.TO · · CA · ETF

Executive Summary: iShares Core S&P/TSX Capped Composite has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 22.5% and an annualized volatility of 16.3%.

1Y CAGR
+31.4%
3Y CAGR
+22.4%
5Y CAGR
+14.2%
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 →
22.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
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 →
2025 · +31.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.97.6-4.43.82.2-0.7——————9.5%
20253.5-0.4-1.4-0.25.62.91.84.95.41.03.91.231.5%
20240.61.74.2-1.82.7-1.45.81.23.10.96.4-3.321.5%
20237.4-2.4-0.22.9-4.93.32.5-1.3-3.4-3.27.53.911.7%
2022-0.40.34.1-5.00.0-8.74.7-1.7-4.35.65.5-4.8-5.8%
2021-0.14.04.02.43.52.50.81.5-2.25.0-1.51.523.4%
20201.8-5.8-17.711.22.82.74.42.3-2.0-3.010.81.45.6%
20198.63.21.03.2-3.02.40.40.51.7-0.93.70.422.8%
2018-1.3-2.9-0.31.83.11.61.1-0.7-1.0-6.31.4-5.2-8.7%
20170.80.41.20.4-1.3-0.80.00.53.22.60.61.09.0%
2016—————0.33.90.31.30.52.31.610.6%

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 16.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 109.6% of variance. Idiosyncratic stock-specific factors contribute 5.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-0110027.029732705976
2016-07-0110419.04918940246
2016-08-0110450.554433406158
2016-09-0110589.707501781371
2016-10-0110644.238073645716
2016-11-0110884.737917591703
2016-12-0111063.817257807119
2017-01-0111150.618621660295
2017-02-0111196.315947542294
2017-03-0111333.290148575197
2017-04-0111379.28191598994
2017-05-0111227.467861706698
2017-06-0111137.604305912973
2017-07-0111142.197593823792
2017-08-0111202.499219729938
2017-09-0111555.534617491006
2017-10-0111859.103837750938
2017-11-0111933.83309876158
2017-12-0112058.617420338842
2018-01-0111903.858950728154
2018-02-0111561.482336452449
2018-03-0111525.383804537933
2018-04-0111733.20063834924
2018-05-0112092.183755071756
2018-06-0112288.28181587982
2018-07-0112421.546053600134
2018-08-0112340.633520401854
2018-09-0112220.501375041957
2018-10-0111452.774522563053
2018-11-0111611.12517887323
2018-12-0111006.577823841519
2019-01-0111957.977304446656
2019-02-0112334.744689746956
2019-03-0112457.114590755713
2019-04-0112851.077361568312
2019-05-0112471.660002473309
2019-06-0112770.69482312897
2019-07-0112819.689894177713
2019-08-0112878.57820072668
2019-09-0113097.642701088844
2019-10-0112983.929381142787
2019-11-0113463.515749677586
2019-12-0113511.980825967386
2020-01-0113756.013968306313
2020-02-0112954.190786335557
2020-03-0110664.142321259267
2020-04-0111862.401582917679
2020-05-0112189.702790716847
2020-06-0112516.061785611233
2020-07-0113064.724137727972
2020-08-0113364.406729755674
2020-09-0113102.353765612763
2020-10-0112702.796605678011
2020-11-0114070.418636971255
2020-12-0114270.63887923775
2021-01-0114260.33342559168
2021-02-0114832.786653554202
2021-03-0115427.381884779139
2021-04-0115801.26374305854
2021-05-0116351.751632678297
2021-06-0116753.840989794655
2021-07-0116889.696313003125
2021-08-0117150.9837291609
2021-09-0116770.68304546766
2021-10-0117617.37911702873
2021-11-0117354.501716594135
2021-12-0117612.726940811364
2022-01-0117550.06978264326
2022-02-0117597.062651269338
2022-03-0118316.559980684633
2022-04-0117397.07796222904
2022-05-0117402.3190215119
2022-06-0115894.483932325558
2022-07-0116636.00548839017
2022-08-0116349.984983481829
2022-09-0115653.571870233727
2022-10-0116524.706589012618
2022-11-0117433.235382450104
2022-12-0116588.01151855276
2023-01-0117810.179432670055
2023-02-0117374.052634368392
2023-03-0117333.71414438235
2023-04-0117838.56359642666
2023-05-0116964.543350626864
2023-06-0117527.69222615465
2023-07-0117971.23895108148
2023-08-0117741.28011400776
2023-09-0117143.917132375023
2023-10-0116597.13920606785
2023-11-0117839.859139170734
2023-12-0118534.564491528916
2024-01-0118640.09233686467
2024-02-0118962.211373687525
2024-03-0119754.435761690802
2024-04-0119401.98924699522
2024-05-0119927.861824477513
2024-06-0119646.43460747999
2024-07-0120785.1577912174
2024-08-0121027.6009492795
2024-09-0121687.444424160694
2024-10-0121880.480293028213
2024-11-0123277.487589289394
2024-12-0122516.297338837427
2025-01-0123293.328543751068
2025-02-0123190.450672210016
2025-03-0122858.49728819348
2025-04-0122812.505520778737
2025-05-0124083.66850594477
2025-06-0124787.619322431143
2025-07-0125233.58046792648
2025-08-0126467.172713514272
2025-09-0127887.970885621242
2025-10-0128161.742622767397
2025-11-0129251.176293923312
2025-12-0129611.98494814884
2026-01-0129881.457838916926
2026-02-0132166.088579790707
2026-03-0130763.25134118118
2026-04-0131941.01747216055
2026-05-0132653.565981403073
2026-06-0132423.901585862095
Annual Return Matrix
YearAnnual Return
20170.08991473190048849
2018-0.08724379917078107
20190.22762779151017098
20200.05614706407904091
20210.2341933034572119
2022-0.05818039567082478
20230.11734697500053248
20240.21482742953730205
20250.3151356327610917
20260.09495873520930709
Total Factor Risk
0.16304309591596822
VTI.US Exposure
1.0958673056465584
VEA.US Exposure
0.24019026939746768
VWO.US Exposure
-0.017874237323769727
QQQ.US Exposure
-0.2500664825046779
VTV.US Exposure
-0.11655861627919231
IJR.US Exposure
0.011680706396038347
QUAL.US Exposure
-0.050472607518945396
SHV.US Exposure
0.036970097742002196
TLT.US Exposure
0.0011390923718921546
LQD.US Exposure
0.014254755468594428
HYG.US Exposure
-0.03538929622416132
GLD.US Exposure
0.03220067350782397
USO.US Exposure
0.0038277242008907153
VNQ.US Exposure
0.013277225430144922
BTC-USD.CC Exposure
-0.005221278175951706
CPER.US Exposure
-0.0063640589433798965
VIX.INDX Exposure
-0.011622074267086486
UUP.US Exposure
-0.01546163345978404
TIP.US Exposure
0.0028191641204545225
Idiosyncratic Exposure
0.05680327041508154
Value Score
34.4
Growth Score
50
Profit Score
75
Health Score
22.4
Yield Score
25
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.3%

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 →15.7x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued15.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.08%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$62.3B
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
2.0/ 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
1.12
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+1.7%
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 →
+8.7%
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 →
2.3% 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 →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
58
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+8.9%
50.0% retracement+12.9%
61.8% retracement+17.2%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is iShares Core S&P/TSX Capped Composite a high-risk investment?

iShares Core S&P/TSX Capped Composite (XIC.TO) has an annualized volatility of 16.3% and experienced a maximum drawdown of 22.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, XIC.TO has generated a Compound Annual Growth Rate (CAGR) of 12.1%. It has had a positive return in 80% 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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