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CBH.TO vs. PSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBH.TO vs. PSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares 1-10 Year Laddered Corporate Bond Index ETF (CBH.TO) and Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.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, CBH.TO achieves a 1.13% return, which is significantly lower than PSB.TO's 1.49% return. Over the past 10 years, CBH.TO has underperformed PSB.TO with an annualized return of 2.27%, while PSB.TO has yielded a comparatively higher 2.69% annualized return.


CBH.TO

1D
0.00%
1M
-0.27%
6M
0.68%
YTD
1.13%
1Y
4.00%
3Y*
5.53%
5Y*
2.08%
10Y*
2.27%

PSB.TO

1D
-0.11%
1M
-0.07%
6M
1.15%
YTD
1.49%
1Y
3.94%
3Y*
5.98%
5Y*
2.93%
10Y*
2.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBH.TO vs. PSB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBH.TO
iShares 1-10 Year Laddered Corporate Bond Index ETF
1.13%4.60%6.19%6.48%-6.85%-2.08%7.99%5.62%0.92%0.65%
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
1.49%4.68%7.08%6.44%-3.89%-0.97%6.08%4.25%1.59%0.23%

Correlation

The correlation between CBH.TO and PSB.TO is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.67

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

0.69

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2011

0.49

The correlation between CBH.TO and PSB.TO shifts across timeframes, from 0.49 (all time) to 0.69 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CBH.TO vs. PSB.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBH.TO
CBH.TO Risk / Return Rank: 4747
Overall Rank
CBH.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CBH.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
CBH.TO Omega Ratio Rank: 4848
Omega Ratio Rank
CBH.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
CBH.TO Martin Ratio Rank: 4545
Martin Ratio Rank

PSB.TO
PSB.TO Risk / Return Rank: 6262
Overall Rank
PSB.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PSB.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
PSB.TO Omega Ratio Rank: 5454
Omega Ratio Rank
PSB.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
PSB.TO Martin Ratio Rank: 6666
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.

CBH.TO vs. PSB.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 Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.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.TOPSB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

1.88

2.86

-0.98

Martin ratioReturn relative to average drawdown

5.63

8.73

-3.11

CBH.TO vs. PSB.TO - Sharpe Ratio Comparison

The current CBH.TO Sharpe Ratio is 1.29, which is comparable to the PSB.TO Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of CBH.TO and PSB.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

CBH.TO vs. PSB.TO - Drawdown Comparison

The maximum CBH.TO drawdown since its inception was -16.36%, which is greater than PSB.TO's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for CBH.TO and PSB.TO.


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Drawdown Indicators


CBH.TOPSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.36%

-13.24%

-3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-1.38%

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-2.14%

-1.89%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-10.50%

-7.93%

-2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-16.36%

-13.24%

-3.12%

Current Drawdown

Current decline from peak

-0.61%

-0.28%

-0.33%

Average Drawdown

Average peak-to-trough decline

-1.86%

-1.00%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.45%

+0.26%

Volatility

CBH.TO vs. PSB.TO - Volatility Comparison

iShares 1-10 Year Laddered Corporate Bond Index ETF (CBH.TO) has a higher volatility of 0.83% compared to Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) at 0.68%. This indicates that CBH.TO's price experiences larger fluctuations and is considered to be riskier than PSB.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.TOPSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.68%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.26%

1.95%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

2.75%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.05%

3.32%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.47%

4.85%

+1.62%

CBH.TO vs. PSB.TO - Expense Ratio Comparison

Both CBH.TO and PSB.TO have an expense ratio of 0.28%.


Dividends

CBH.TO vs. PSB.TO - Dividend Comparison

CBH.TO's dividend yield for the trailing twelve months is around 3.39%, more than PSB.TO's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
3.21%3.18%3.12%3.09%3.13%2.91%2.74%3.00%3.37%3.61%4.01%4.04%

Frequently Asked Questions


CBH.TO and PSB.TO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.28% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CBH.TO and PSB.TO have the same expense ratio: 0.28% per year.

CBH.TO tracks Morningstar Can Corp Bd GR CAD, while PSB.TO tracks FTSE Canada Investment Grade 1-5 Year Laddered Corporate Bond Index. They also come from different issuers: iShares and Invesco.

Portfolio Optimizer

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