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iShares S&P/TSX Composite High Dividend Index ETF (XEI : TSX)

Canadian Div & Inc Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeB Click for more information on Fundata’s ESG Grade

Fundata ESG Grade B

Click for more information on Fundata’s ESG Grade.

Close
(06-21-2024)
$24.48
Change
-$0.06 (-0.24%)
Open $24.54
Day Range $24.45 - $24.59
Volume 193,526

As at May 31, 2024

As at May 31, 2024

As at February 29, 2024

Period
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Legend

iShares S&P/TSX Composite High Dividend Index ETF

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Fund Returns

Inception Return (April 12, 2011): 6.87%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 3.67% 5.11% 9.93% 5.78% 11.50% 0.92% 7.88% 15.97% 9.32% 8.81% 7.76% 8.51% 7.22% 6.10%
Benchmark 2.77% 5.07% 11.79% 7.58% 17.55% 7.08% 7.35% 13.44% 10.14% 8.92% 8.75% 9.19% 7.72% 7.53%
Category Average 2.63% 9.63% 9.63% 5.45% 12.60% 3.39% 6.14% 11.85% 7.77% 7.14% 6.59% 7.11% 6.26% 5.94%
Category Rank 42 / 460 50 / 457 231 / 452 238 / 452 356 / 447 402 / 436 93 / 410 13 / 395 103 / 388 75 / 365 96 / 345 74 / 325 85 / 269 147 / 255
Quartile Ranking 1 1 3 3 4 4 1 1 2 1 2 1 2 3

Monthly Return

Monthly Return
Return % Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Fund 1.76% 1.38% -1.64% -3.15% -2.95% 6.35% 3.92% 0.02% 0.62% 3.61% -2.14% 3.67%
Benchmark 3.36% 2.58% -1.37% -3.33% -3.21% 7.48% 3.91% 0.55% 1.82% 4.14% -1.82% 2.77%

Best Monthly Return Since Inception

15.35% (November 2020)

Worst Monthly Return Since Inception

-23.48% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 4.89% -14.67% 28.20% 7.37% -10.82% 25.43% -7.56% 35.65% 0.45% 6.74%
Benchmark 10.55% -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75%
Category Average 8.23% -6.21% 17.48% 7.25% -7.75% 18.42% -1.18% 26.41% -3.72% 7.17%
Quartile Ranking 4 4 1 3 4 1 4 1 1 3
Category Rank 210/ 243 253/ 266 2/ 302 181/ 333 326/ 358 4/ 380 363/ 395 4/ 407 29/ 430 299/ 441

Best Calendar Return (Last 10 years)

35.65% (2021)

Worst Calendar Return (Last 10 years)

-14.67% (2015)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 91.24
Income Trust Units 8.76

Sector Allocation

Sector Allocation
Name Percent
Energy 31.07
Financial Services 29.55
Utilities 11.76
Telecommunications 10.07
Basic Materials 6.91
Other 10.64

Geographic Allocation

Geographic Allocation
Name Percent
North America 96.25
Latin America 3.75

Top Holdings

Top Holdings
Name Percent
Suncor Energy Inc 5.83
Royal Bank of Canada 5.47
Nutrien Ltd 5.42
Canadian Natural Resources Ltd 5.30
Enbridge Inc 5.09
TC Energy Corp 4.76
BCE Inc 4.63
Telus Corp 4.63
Toronto-Dominion Bank 4.57
Bank of Montreal 4.15

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

iShares S&P/TSX Composite High Dividend Index ETF

Median

Other - Canadian Div & Inc Equity

3 Yr Annualized

Standard Deviation 13.14% 17.65% 14.21%
Beta 0.90% 1.05% 1.03%
Alpha 0.01% -0.01% -0.01%
Rsquared 0.84% 0.86% 0.85%
Sharpe 0.42% 0.48% 0.39%
Sortino 0.62% 0.58% 0.38%
Treynor 0.06% 0.08% 0.05%
Tax Efficiency 74.87% 78.43% 68.37%
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 9 on a scale of 1 to 10 Volatility rating is 8 on a scale of 1 to 10

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 10.58% 13.14% 17.65% 14.21%
Beta 0.90% 0.90% 1.05% 1.03%
Alpha -0.04% 0.01% -0.01% -0.01%
Rsquared 0.95% 0.84% 0.86% 0.85%
Sharpe 0.62% 0.42% 0.48% 0.39%
Sortino 1.51% 0.62% 0.58% 0.38%
Treynor 0.07% 0.06% 0.08% 0.05%
Tax Efficiency 79.76% 74.87% 78.43% 68.37%

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

Fund Details

Start Date April 12, 2011
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Monthly
Assets ($mil) $1,640
52 Week High $26.05
52 Week Low $22.31
Annual Dividend $1.34
Annual Yield -
Index S&P/TSX Composite High Dividend Index
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure 1x performance
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

The iShares S&P/TSX Equity Income Index Fund seeks to provide long-term capital growth by replicating, to the extent possible, the performance of the S&P/TSX Equity Income Index, net of expenses.

Investment Strategy

The S&P/TSX Equity Income Index is an index focused on dividend income. The index is comprised of 50 to 75 stocks selected from the S&P/TSX Composite Index. The S&P/TSX Equity Income Index is weighted by market-capitalization and rebalanced quarterly. Index constituents are ranked and selected based on their indicated dividend yield.

Portfolio Manager(s)

Name Start Date
BlackRock Asset Management Canada Limited 04-12-2011
BlackRock Institutional Trust Company, N.A. 04-12-2011

Management and Organization

Fund Manager BlackRock Asset Management Canada Limited
Advisor BlackRock Asset Management Canada Limited
Custodian State Street Trust Company Canada
Registrar State Street Trust Company Canada
Distributor -
Auditor PriceWaterhouseCoopers LLP

Fees

MER 0.22%
Management Fee 0.20%

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