CBH.TO vs. ESGB.TO
CBH.TO (iShares 1-10 Year Laddered Corporate Bond Index ETF) and ESGB.TO (BMO ESG Corporate Bond Index ETF) are both Corporate Bonds funds. Over the past 5 years, CBH.TO returned 2.08%/yr vs 1.86%/yr for ESGB.TO. At a 0.46 correlation, their price movements are largely independent.
Performance
CBH.TO vs. ESGB.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CBH.TO achieves a 1.13% return, which is significantly higher than ESGB.TO's 0.98% return.
CBH.TO
- 1D
- -0.17%
- 1M
- -0.38%
- 6M
- 0.46%
- YTD
- 1.13%
- 1Y
- 3.88%
- 3Y*
- 5.55%
- 5Y*
- 2.08%
- 10Y*
- 2.31%
ESGB.TO
- 1D
- -0.04%
- 1M
- -0.65%
- 6M
- 0.33%
- YTD
- 0.98%
- 1Y
- 4.10%
- 3Y*
- 5.94%
- 5Y*
- 1.86%
- 10Y*
- —
CBH.TO vs. ESGB.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CBH.TO iShares 1-10 Year Laddered Corporate Bond Index ETF | 1.13% | 4.60% | 6.19% | 6.48% | -6.85% | -2.08% | 7.24% |
ESGB.TO BMO ESG Corporate Bond Index ETF | 0.98% | 4.18% | 6.92% | 7.89% | -9.31% | -2.24% | 6.85% |
Correlation
The correlation between CBH.TO and ESGB.TO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2020 | 0.46 |
The correlation between CBH.TO and ESGB.TO shifts across timeframes, from 0.44 (1 year) to 0.56 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
CBH.TO vs. ESGB.TO — Risk / Return Rank
CBH.TO
ESGB.TO
CBH.TO vs. ESGB.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 1-10 Year Laddered Corporate Bond Index ETF (CBH.TO) and BMO ESG Corporate Bond Index ETF (ESGB.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.
| CBH.TO | ESGB.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.67 | +0.16 |
| Martin ratioReturn relative to average drawdown | 5.47 | 4.79 | +0.68 |
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Drawdowns
CBH.TO vs. ESGB.TO - Drawdown Comparison
The maximum CBH.TO drawdown since its inception was -16.36%, which is greater than ESGB.TO's maximum drawdown of -15.18%. Use the drawdown chart below to compare losses from any high point for CBH.TO and ESGB.TO.
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Drawdown Indicators
| CBH.TO | ESGB.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.36% | -15.18% | -1.18% |
Max Drawdown (1Y)Largest decline over 1 year | -2.14% | -2.47% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -2.14% | -2.54% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -10.50% | -13.96% | +3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -16.36% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -1.64% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -1.86% | -4.24% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.86% | -0.15% |
Volatility
CBH.TO vs. ESGB.TO - Volatility Comparison
The current volatility for iShares 1-10 Year Laddered Corporate Bond Index ETF (CBH.TO) is 0.83%, while BMO ESG Corporate Bond Index ETF (ESGB.TO) has a volatility of 1.73%. This indicates that CBH.TO experiences smaller price fluctuations and is considered to be less risky than ESGB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBH.TO | ESGB.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 1.73% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 2.27% | 3.13% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.12% | 4.05% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.05% | 5.40% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.47% | 5.98% | +0.49% |
Dividends
CBH.TO vs. ESGB.TO - Dividend Comparison
CBH.TO's dividend yield for the trailing twelve months is around 3.39%, less than ESGB.TO's 4.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBH.TO iShares 1-10 Year Laddered Corporate Bond Index ETF | 3.39% | 3.32% | 3.21% | 3.28% | 3.17% | 2.91% | 2.92% | 3.33% | 3.65% | 3.82% | 2.59% | 2.94% |
ESGB.TO BMO ESG Corporate Bond Index ETF | 4.03% | 3.82% | 3.52% | 3.56% | 3.39% | 2.98% | 2.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CBH.TO and ESGB.TO have a correlation of 0.44, 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: iShares and BMO.
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