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BBD-B.TO vs. XIU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BBD-B.TO vs. XIU.TO

Last updated Jul 1, 2026
See Documentation

BBD-B.TO (Bombardier Inc) is a stock, while XIU.TO (iShares S&P/TSX 60 Index ETF) is Canada Equities fund tracking the S&P/TSX 60 Index. Over the past 10 years, BBD-B.TO returned 21.01%/yr vs 12.90%/yr for XIU.TO. At a 0.40 correlation, their price movements are largely independent.

Performance

BBD-B.TO vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Bombardier Inc (BBD-B.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBD-B.TO achieves a 39.85% return, which is significantly higher than XIU.TO's 11.48% return. Over the past 10 years, BBD-B.TO has outperformed XIU.TO with an annualized return of 21.01%, while XIU.TO has yielded a comparatively lower 12.90% annualized return.

BBD-B.TO

1D
-1.05%
1M
5.00%
YTD
39.85%
6M
41.42%
1Y
175.24%
3Y*
71.00%
5Y*
62.02%
10Y*
21.01%

XIU.TO

1D
0.12%
1M
1.87%
YTD
11.48%
6M
10.94%
1Y
31.37%
3Y*
22.48%
5Y*
14.41%
10Y*
12.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBD-B.TO vs. XIU.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BBD-B.TO
Bombardier Inc		39.85%138.87%83.71%1.80%24.45%250.00%-75.13%-4.93%-33.00%40.28%
XIU.TO
iShares S&P/TSX 60 Index ETF		11.48%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-7.82%9.58%

Correlation

The correlation between BBD-B.TO and XIU.TO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2006

0.40

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Bombardier Inc

iShares S&P/TSX 60 Index ETF

Often compared with BBD-B.TO:
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Often compared with XIU.TO:
XIU.TO vs. XIC.TOXIU.TO vs. ZCN.TOXIU.TO vs. XDIV.TOXIU.TO vs. XSP.TOXIU.TO vs. HXT.TOXIU.TO vs. SPYXIU.TO vs. XIT.TO

Return for Risk

BBD-B.TO vs. XIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BBD-B.TO
BBD-B.TO Risk / Return Rank: 9797
Overall Rank
BBD-B.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BBD-B.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
BBD-B.TO Omega Ratio Rank: 9595
Omega Ratio Rank
BBD-B.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
BBD-B.TO Martin Ratio Rank: 9898
Martin Ratio Rank
XIU.TO
XIU.TO Risk / Return Rank: 8989
Overall Rank
XIU.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8989
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBD-B.TO vs. XIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bombardier Inc (BBD-B.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

BBD-B.TOXIU.TODifference
Sharpe ratioReturn per unit of total volatility
3.44
2.62

+0.82

Sortino ratioReturn per unit of downside risk
4.21
3.50

+0.71

Omega ratioGain probability vs. loss probability

1.52

1.47

+0.05

Calmar ratioReturn relative to maximum drawdown

9.98

4.12

+5.86

Martin ratioReturn relative to average drawdown

27.09

18.84

+8.25

BBD-B.TO vs. XIU.TO - Sharpe Ratio Comparison

The current BBD-B.TO Sharpe Ratio is 3.44, which is higher than the XIU.TO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of BBD-B.TO and XIU.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

BBD-B.TO vs. XIU.TO - Drawdown Comparison

The maximum BBD-B.TO drawdown since its inception was -96.85%, which is greater than XIU.TO's maximum drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for BBD-B.TO and XIU.TO.

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Drawdown Indicators

BBD-B.TOXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-96.85%

-46.98%

-49.87%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-7.65%

-10.02%

Max Drawdown (3Y)

Largest decline over 3 years

-39.54%

-12.36%

-27.18%

Max Drawdown (5Y)

Largest decline over 5 years

-66.64%

-16.36%

-50.28%

Max Drawdown (10Y)

Largest decline over 10 years

-94.84%

-35.46%

-59.38%

Current Drawdown

Current decline from peak

-1.05%

-0.88%

-0.17%

Average Drawdown

Average peak-to-trough decline

-57.04%

-6.85%

-50.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.50%

1.67%

+4.83%

Volatility

BBD-B.TO vs. XIU.TO - Volatility Comparison

Bombardier Inc (BBD-B.TO) has a higher volatility of 9.02% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 3.61%. This indicates that BBD-B.TO's price experiences larger fluctuations and is considered to be riskier than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BBD-B.TOXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

3.61%

+5.41%

Volatility (6M)

Calculated over the trailing 6-month period

38.52%

9.60%

+28.92%

Volatility (1Y)

Calculated over the trailing 1-year period

51.25%

12.04%

+39.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.65%

12.84%

+41.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.24%

14.99%

+45.25%

Dividends

BBD-B.TO vs. XIU.TO - Dividend Comparison

BBD-B.TO has not paid dividends to shareholders, while XIU.TO's dividend yield for the trailing twelve months is around 2.18%.

PositionTTM20252024202320222021202020192018201720162015
BBD-B.TO
Bombardier Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.18%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Frequently Asked Questions

BBD-B.TO and XIU.TO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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