Fund Library Home Page
Sign In Français

  • My Watchlist is is a members only feature. Sign in or Sign up for free access to the watchlist feature.

Try Fund Library Premium

For Free with a 30 day trial!

Gain access to

  • Unlimited Watchlists
  • Advanced Search Filtering
  • Fund Comparisons
  • Portfolio Scenarios
  • Customizable PDF Reports
Sign up Now More Info

iShares Canadian Fundamental Index ETF (CRQ : NEO)

Add to My Watchlist

Canadian Equity

FundGrade B Click for more information on Fundata’s FundGrade

FundGrade B

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
(07-22-2025) 		$27.25
Change
$0.13 (0.48%)
Open $27.19
Day Range $27.19 - $27.22
Volume 1,455

As at June 30, 2025

As at June 30, 2025

As at June 30, 2025

  • Closing Price / Volume
Period
Created with Highcharts 10.3.3Closing PriceVolumeJul 2017Jul 20…Jan 2018Jul 2018Jan 2019Jul 2019Jan 2020Jul 2020Jan 2021Jul 2021Jan 2022Jul 2022Jan 2023Jul 2023Jan 2024Jul 2024Jan 2025Jul 2025Aug 2024Sep 2024Oct 2024Nov 2024Dec 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 2025Jun 2025Jul 20252018-01-012019-01-012020-01-012021-01-012022-01-012023-01-012024-01-012025-01-01$10.00$15.00$20.00$25.00$30.00$22.00$24.00$26.00$28.0001,000,0002,000,00020,00040,000Period
Created with Highcharts 10.3.3Jul 2017Jul 20…Jan 2018Jul 2018Jan 2019Jul 2019Jan 2020Jul 2020Jan 2021Jul 2021Jan 2022Jul 2022Jan 2023Jul 2023Jan 2024Jul 2024Jan 2025Jul 2025Aug 2024Sep 2024Oct 2024Nov 2024Dec 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 2025Jun 2025Jul 20252018-01-012019-01-012020-01-012021-01-012022-01-012023-01-012024-01-012025-01-01-50%-25%0%25%50%75%100%-10%-5%5%10%15%20%Period

Legend

iShares Canadian Fundamental Index ETF

Compare Options

Fund Returns

Inception Return (February 22, 2006): 7.79%

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 2.78% 6.92% 8.82% 8.82% 25.47% 18.80% 14.61% 12.64% 18.70% 12.56% 10.53% 10.74% 10.87% 10.03%
Benchmark 2.91% 8.53% 10.17% 10.17% 26.37% 19.03% 16.09% 10.74% 15.02% 11.96% 10.77% 10.72% 10.76% 9.61%
Category Average 2.57% 9.10% 9.10% 9.10% 21.89% 15.99% 13.69% 9.48% 13.72% 10.29% 9.01% 8.80% 8.93% 7.96%
Category Rank 280 / 754 646 / 749 441 / 744 441 / 744 177 / 729 134 / 706 316 / 685 42 / 606 22 / 575 69 / 544 145 / 496 91 / 467 79 / 435 54 / 392
Quartile Ranking 2 4 3 3 1 1 2 1 1 1 2 1 1 1

Monthly Return

Created with Highcharts 10.3.3Jul 24Aug 24Sep 24Oct 24Nov 24Dec 24Jan 25Feb 25Mar 25Apr 25May 25Jun 25-4%-2%0%2%4%6%8%
Monthly Return
Return % Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Fund 6.16% 1.39% 3.17% 0.90% 5.68% -2.62% 2.75% -0.18% -0.77% -0.92% 4.99% 2.78%
Benchmark 5.87% 1.22% 3.15% 0.85% 6.37% -3.27% 3.48% -0.40% -1.51% -0.10% 5.56% 2.91%

Best Monthly Return Since Inception

14.02% (November 2020)

Worst Monthly Return Since Inception

-20.79% (March 2020)

Calendar Return (%)

Created with Highcharts 10.3.3-20%-10%0%10%20%30%40%
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund -11.54% 29.76% 7.45% -10.33% 19.86% -3.56% 34.73% 0.95% 9.81% 22.14%
Benchmark -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75% 21.65%
Category Average -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85% 17.87%
Quartile Ranking 4 1 2 3 3 4 1 1 3 1
Category Rank 374/ 383 4/ 411 214/ 454 308/ 480 319/ 526 499/ 552 25/ 587 47/ 655 393/ 692 94/ 719

Best Calendar Return (Last 10 years)

34.73% (2021)

Worst Calendar Return (Last 10 years)

-11.54% (2015)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 98.60
Income Trust Units 1.02
US Equity 0.38

Sector Allocation

Sector Allocation
Name Percent
Financial Services 44.12
Energy 21.29
Basic Materials 11.46
Industrial Services 5.32
Consumer Services 5.04
Other 12.77

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
Toronto-Dominion Bank 7.74
Royal Bank of Canada 7.59
Enbridge Inc 5.56
Bank of Nova Scotia 5.23
Bank of Montreal 3.99
Canadian Natural Resources Ltd 3.52
Canadian Imperial Bank of Commerce 3.51
Brookfield Corp Cl A 3.37
Suncor Energy Inc 3.17
Manulife Financial Corp 3.06

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)

Created with Highcharts 10.3.3Risk (Annualized Standard Deviation)ReturnMedian DeviationMedian Return56789101112131415161718190%5%10%15%20%25%30%

iShares Canadian Fundamental Index ETF

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 12.32% 13.57% 14.14%
Beta 0.97% 1.01% 1.04%
Alpha -0.01% 0.03% 0.00%
Rsquared 0.97% 0.89% 0.90%
Sharpe 0.85% 1.15% 0.63%
Sortino 1.67% 2.09% 0.78%
Treynor 0.11% 0.16% 0.09%
Tax Efficiency 91.38% 92.95% 89.54%
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 8 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 9.70% 12.32% 13.57% 14.14%
Beta 0.90% 0.97% 1.01% 1.04%
Alpha 0.02% -0.01% 0.03% 0.00%
Rsquared 0.98% 0.97% 0.89% 0.90%
Sharpe 2.06% 0.85% 1.15% 0.63%
Sortino 6.18% 1.67% 2.09% 0.78%
Treynor 0.22% 0.11% 0.16% 0.09%
Tax Efficiency 94.48% 91.38% 92.95% 89.54%

Fundata ESG Metrics

Fundata ESG Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A74.4​74.441.5​41.50%10%20%30%40%50%60%70%80%90%100%

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

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A78.1​78.145.6​45.60%10%20%30%40%50%60%70%80%90%100%

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

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A81.3​81.338.6​38.60%10%20%30%40%50%60%70%80%90%100%

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

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A48.1​48.138.1​38.10%10%20%30%40%50%60%70%80%90%100%

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.

View the full methodology

Fund Details

Start Date February 22, 2006
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $99
52 Week High $27.22
52 Week Low $21.80
Annual Dividend $0.70
Annual Yield -
Index FTSE RAFI Canada 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

iShares Canadian Fundamental Index Fund seeks to track, less fees and expenses, the FTSE RAFI Canada Index which comprises those Canadian companies with the highest fundamental weightings. They're selected on the basis of 3 factors aggregated over 5 years: total cash dividends, free cash flow and total sales. Current book equity value is also taken into account.

Investment Strategy

CRQ’s current principal investment strategy is to employ a Replicating Strategy. In addition to or as an alternative to this strategy, CRQ may invest by employing a Sampling Strategy, by investing in one or more iShares ETFs and/or through the use of derivatives.

Portfolio Management

Portfolio Manager

BlackRock Asset Management Canada Limited
Sub-Advisor

BlackRock Institutional Trust Company, N.A.

Management and Organization

Fund Manager

BlackRock Asset Management Canada Limited
Custodian

State Street Trust Company Canada
Registrar

State Street Trust Company Canada
Distributor

-

Fees

MER 0.72%
Management Fee 0.65%

Try Fund Library Premium

For Free with a 30 day trial!

Gain access to

  • Unlimited Watchlists
  • Advanced Search Filtering
  • Fund Comparisons
  • Portfolio Scenarios
  • Customizable PDF Reports
Sign up Now More Info