BXF.TO vs. TULB.TO
BXF.TO (CI 1-5 Year Laddered Government Strip Bond Index ETF) and TULB.TO (TD U.S. Long Term Treasury Bond ETF) are both Government Bonds funds. Over the past 5 years, BXF.TO returned 1.88%/yr vs -4.38%/yr for TULB.TO. At a 0.25 correlation, their price movements are largely independent.
Performance
BXF.TO vs. TULB.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BXF.TO achieves a 1.25% return, which is significantly higher than TULB.TO's 1.16% return.
BXF.TO
- 1D
- 0.20%
- 1M
- 0.28%
- 6M
- 0.95%
- YTD
- 1.25%
- 1Y
- 3.41%
- 3Y*
- 4.42%
- 5Y*
- 1.88%
- 10Y*
- 1.85%
TULB.TO
- 1D
- 0.63%
- 1M
- -2.20%
- 6M
- -1.00%
- YTD
- 1.16%
- 1Y
- 5.52%
- 3Y*
- 0.30%
- 5Y*
- -4.38%
- 10Y*
- —
BXF.TO vs. TULB.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BXF.TO CI 1-5 Year Laddered Government Strip Bond Index ETF | 1.25% | 3.86% | 4.51% | 4.55% | -3.73% | -0.83% | 5.07% | -0.45% |
TULB.TO TD U.S. Long Term Treasury Bond ETF | 1.16% | 0.01% | -0.66% | 0.23% | -20.71% | -5.23% | 10.77% | -2.51% |
Correlation
The correlation between BXF.TO and TULB.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2019 | 0.25 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BXF.TO vs. TULB.TO — Risk / Return Rank
BXF.TO
TULB.TO
BXF.TO vs. TULB.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI 1-5 Year Laddered Government Strip Bond Index ETF (BXF.TO) and TD U.S. Long Term Treasury Bond ETF (TULB.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.
| BXF.TO | TULB.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.11 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 0.65 | +1.55 |
| Martin ratioReturn relative to average drawdown | 6.95 | 1.38 | +5.57 |
Loading charts...
Drawdowns
BXF.TO vs. TULB.TO - Drawdown Comparison
The maximum BXF.TO drawdown since its inception was -6.99%, smaller than the maximum TULB.TO drawdown of -44.56%. Use the drawdown chart below to compare losses from any high point for BXF.TO and TULB.TO.
Loading charts...
Drawdown Indicators
| BXF.TO | TULB.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.99% | -44.56% | +37.57% |
Max Drawdown (1Y)Largest decline over 1 year | -1.55% | -8.51% | +6.96% |
Max Drawdown (3Y)Largest decline over 3 years | -1.60% | -13.17% | +11.57% |
Max Drawdown (5Y)Largest decline over 5 years | -6.92% | -34.06% | +27.14% |
Max Drawdown (10Y)Largest decline over 10 years | -6.99% | — | — |
Current DrawdownCurrent decline from peak | -0.29% | -36.00% | +35.71% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -30.45% | +29.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 4.02% | -3.53% |
Volatility
BXF.TO vs. TULB.TO - Volatility Comparison
The current volatility for CI 1-5 Year Laddered Government Strip Bond Index ETF (BXF.TO) is 0.99%, while TD U.S. Long Term Treasury Bond ETF (TULB.TO) has a volatility of 2.75%. This indicates that BXF.TO experiences smaller price fluctuations and is considered to be less risky than TULB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BXF.TO | TULB.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 2.75% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 2.39% | 7.06% | -4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.06% | 9.39% | -6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.57% | 16.00% | -12.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.62% | 16.76% | -13.14% |
Dividends
BXF.TO vs. TULB.TO - Dividend Comparison
BXF.TO's dividend yield for the trailing twelve months is around 2.97%, less than TULB.TO's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BXF.TO CI 1-5 Year Laddered Government Strip Bond Index ETF | 2.97% | 2.91% | 3.29% | 2.58% | 1.58% | 1.38% | 1.67% | 1.75% | 1.55% | 1.17% | 1.19% | 1.24% |
TULB.TO TD U.S. Long Term Treasury Bond ETF | 4.62% | 4.54% | 1.99% | 3.37% | 1.04% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BXF.TO and TULB.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: CI and TD.
Find the right allocation for BXF.TO and TULB.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer