iShares Floating Rate Index ETF (XFR.TO)
XFR.TO is a passive ETF by iShares tracking the investment results of the Morningstar Can 1-5Y Core Bd GR CAD. XFR.TO launched on Dec 6, 2011 and has a 0.14% expense ratio.
ETF Info
| Issuer | iShares |
|---|---|
| Inception Date | Dec 6, 2011 |
| Region | North America (Canada) |
| Category | Canadian Government Bonds |
| Leveraged | 1x |
| Index Tracked | Morningstar Can 1-5Y Core Bd GR CAD |
| Home Page | www.blackrock.com |
| Asset Class | Bond |
Expense Ratio
XFR.TO has an expense ratio of 0.14%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: XFR.TO vs. VUSB, XFR.TO vs. CMR.TO, XFR.TO vs. XSH.TO, XFR.TO vs. XBB.TO
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in iShares Floating Rate Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares Floating Rate Index ETF had a return of 3.42% year-to-date (YTD) and 4.86% in the last 12 months. Over the past 10 years, iShares Floating Rate Index ETF had an annualized return of 1.82%, while the S&P 500 had an annualized return of 10.85%, indicating that iShares Floating Rate Index ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 3.42% | 17.79% |
| 1 month | 0.36% | 0.18% |
| 6 months | 2.33% | 7.53% |
| 1 year | 4.86% | 26.42% |
| 5 years (annualized) | 2.47% | 13.48% |
| 10 years (annualized) | 1.82% | 10.85% |
Monthly Returns
The table below presents the monthly returns of XFR.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.33% | 0.43% | 0.49% | 0.33% | 0.43% | 0.43% | 0.32% | 0.36% | 3.42% | ||||
| 2023 | 0.43% | 0.43% | 0.49% | 0.30% | 0.45% | 0.50% | 0.51% | 0.32% | 0.47% | 0.44% | 0.29% | 0.54% | 5.29% |
| 2022 | -0.07% | 0.03% | -0.07% | 0.02% | 0.08% | 0.13% | 0.02% | 0.28% | 0.24% | 0.36% | 0.37% | 0.41% | 1.82% |
| 2021 | 0.03% | -0.07% | 0.08% | 0.02% | -0.02% | 0.08% | -0.02% | -0.03% | 0.07% | -0.02% | 0.02% | 0.02% | 0.15% |
| 2020 | 0.05% | -0.10% | -0.99% | 0.97% | 0.46% | 0.15% | 0.19% | 0.03% | 0.08% | -0.02% | 0.08% | 0.07% | 0.98% |
| 2019 | 0.53% | 0.18% | -0.02% | 0.31% | 0.11% | 0.06% | 0.10% | 0.20% | 0.15% | 0.20% | 0.10% | 0.28% | 2.23% |
| 2018 | 0.06% | 0.11% | 0.21% | -0.02% | 0.13% | 0.18% | 0.08% | 0.09% | 0.19% | 0.10% | 0.15% | -0.14% | 1.16% |
| 2017 | 0.07% | 0.12% | 0.27% | 0.02% | 0.07% | 0.07% | 0.07% | 0.12% | 0.07% | 0.11% | 0.21% | 0.26% | 1.46% |
| 2016 | -0.09% | -0.04% | 0.26% | 0.11% | 0.16% | 0.01% | 0.27% | 0.02% | 0.12% | 0.07% | 0.02% | 0.07% | 0.98% |
| 2015 | 0.05% | 0.15% | 0.00% | -0.07% | 0.22% | -0.03% | 0.02% | -0.23% | 0.02% | 0.07% | -0.03% | 0.16% | 0.34% |
| 2014 | 0.10% | 0.10% | 0.10% | 0.10% | 0.15% | 0.00% | 0.15% | 0.10% | 0.10% | 0.05% | 0.10% | 0.16% | 1.23% |
| 2013 | 0.26% | 0.11% | 0.20% | 0.16% | 0.01% | 0.01% | 0.16% | 0.16% | 0.11% | 0.15% | 0.05% | 0.15% | 1.53% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of XFR.TO is 99, placing it in the top 1% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Floating Rate Index ETF (XFR.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares Floating Rate Index ETF granted a 5.15% dividend yield in the last twelve months. The annual payout for that period amounted to CA$1.04 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | CA$1.04 | CA$0.99 | CA$0.37 | CA$0.06 | CA$0.22 | CA$0.39 | CA$0.32 | CA$0.19 | CA$0.16 | CA$0.19 | CA$0.25 | CA$0.26 |
Dividend yield | 5.15% | 4.91% | 1.85% | 0.30% | 1.07% | 1.96% | 1.60% | 0.95% | 0.77% | 0.94% | 1.22% | 1.27% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Floating Rate Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.08 | CA$0.00 | CA$0.69 | |||
| 2023 | CA$0.08 | CA$0.08 | CA$0.08 | CA$0.08 | CA$0.08 | CA$0.08 | CA$0.08 | CA$0.08 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.99 |
| 2022 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.02 | CA$0.02 | CA$0.04 | CA$0.04 | CA$0.04 | CA$0.06 | CA$0.07 | CA$0.07 | CA$0.37 |
| 2021 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.00 | CA$0.00 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.06 |
| 2020 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.02 | CA$0.22 |
| 2019 | CA$0.04 | CA$0.04 | CA$0.04 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.04 | CA$0.39 |
| 2018 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.03 | CA$0.32 |
| 2017 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.19 |
| 2016 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.16 |
| 2015 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.01 | CA$0.19 |
| 2014 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.25 |
| 2013 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.02 | CA$0.26 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Floating Rate Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Floating Rate Index ETF was 4.12%, occurring on Mar 19, 2020. Recovery took 36 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -4.12% | Feb 21, 2020 | 20 | Mar 19, 2020 | 36 | May 11, 2020 | 56 |
| -0.5% | Aug 5, 2015 | 44 | Oct 6, 2015 | 121 | Mar 31, 2016 | 165 |
| -0.3% | Nov 14, 2023 | 1 | Nov 14, 2023 | 15 | Dec 5, 2023 | 16 |
| -0.25% | May 12, 2020 | 4 | May 15, 2020 | 4 | May 22, 2020 | 8 |
| -0.25% | Dec 31, 2018 | 1 | Dec 31, 2018 | 3 | Jan 4, 2019 | 4 |
Volatility
Volatility Chart
The current iShares Floating Rate Index ETF volatility is 0.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.