CAPM.TO vs. XFLI.TO
CAPM.TO (Capital Group Multi-Sector Income Select ETF (Canada)) and XFLI.TO (iShares Flexible Monthly Income ETF CAD) are both Multisector Bonds funds. Both are actively managed. Over the past year, CAPM.TO returned 2.41% vs 5.26% for XFLI.TO. Their 0.22 correlation means their historical movements had little consistent relationship. CAPM.TO charges 0.42%/yr vs 0.57%/yr for XFLI.TO.
Performance
CAPM.TO vs. XFLI.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CAPM.TO achieves a -0.07% return, which is significantly lower than XFLI.TO's 2.92% return.
CAPM.TO
- 1D
- -0.14%
- 1M
- -1.01%
- 6M
- -0.27%
- YTD
- -0.07%
- 1Y
- 2.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.71%
XFLI.TO
- 1D
- 0.05%
- 1M
- -1.52%
- 6M
- 2.69%
- YTD
- 2.92%
- 1Y
- 5.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$350.96K | CA$289.20K | CA$368.04K | |
| CA$92.83K | CA$128.15K | CA$125.43K |
CAPM.TO vs. XFLI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CAPM.TO Capital Group Multi-Sector Income Select ETF (Canada) | -0.07% | 6.74% | -0.02% |
XFLI.TO iShares Flexible Monthly Income ETF CAD | 2.92% | 2.07% | 4.30% |
Correlation
The correlation between CAPM.TO and XFLI.TO is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2024 | 0.22 |
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Return for Risk
CAPM.TO vs. XFLI.TO — Risk / Return Rank
CAPM.TO
XFLI.TO
CAPM.TO vs. XFLI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) and iShares Flexible Monthly Income ETF CAD (XFLI.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.
| CAPM.TO | XFLI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.22 | -0.22 |
| Martin ratioReturn relative to average drawdown | 3.79 | 2.53 | +1.26 |
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Drawdowns
CAPM.TO vs. XFLI.TO - Drawdown Comparison
The maximum CAPM.TO drawdown since its inception was -4.18%, smaller than the maximum XFLI.TO drawdown of -6.92%. Use the drawdown chart below to compare losses from any high point for CAPM.TO and XFLI.TO.
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Drawdown Indicators
| CAPM.TO | XFLI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.18% | -6.92% | +2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -4.15% | +1.65% |
Current DrawdownCurrent decline from peak | -1.24% | -2.33% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -0.60% | -2.05% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 1.99% | -1.33% |
Volatility
CAPM.TO vs. XFLI.TO - Volatility Comparison
The current volatility for Capital Group Multi-Sector Income Select ETF (Canada) (CAPM.TO) is 0.58%, while iShares Flexible Monthly Income ETF CAD (XFLI.TO) has a volatility of 1.48%. This indicates that CAPM.TO experiences smaller price fluctuations and is considered to be less risky than XFLI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAPM.TO | XFLI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 1.48% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 4.14% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.92% | 5.61% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.33% | 6.32% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.33% | 6.32% | -2.99% |
CAPM.TO vs. XFLI.TO - Expense Ratio Comparison
CAPM.TO has a 0.42% expense ratio, which is lower than XFLI.TO's 0.57% expense ratio.
Dividends
CAPM.TO vs. XFLI.TO - Dividend Comparison
CAPM.TO's dividend yield for the trailing twelve months is around 5.73%, more than XFLI.TO's 5.48% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CAPM.TO Capital Group Multi-Sector Income Select ETF (Canada) | 5.73% | 5.35% | 1.04% |
XFLI.TO iShares Flexible Monthly Income ETF CAD | 5.48% | 5.69% | 2.07% |
Frequently Asked Questions
CAPM.TO and XFLI.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CAPM.TO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CAPM.TO is cheaper with a 0.42% expense ratio, compared with 0.57% for XFLI.TO.
They also come from different issuers: Capital Group and iShares. Their fees differ too: 0.42% for CAPM.TO and 0.57% for XFLI.TO.
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