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

Performance

CBH.TO vs. SPLT.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 Brompton Split Corp. Preferred Share ETF (SPLT.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 SPLT.TO's 3.54% 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%

SPLT.TO

1D
0.09%
1M
-0.05%
6M
4.58%
YTD
3.54%
1Y
5.71%
3Y*
9.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
CBH.TO
iShares 1-10 Year Laddered Corporate Bond Index ETF
1.13%4.60%6.19%5.09%
SPLT.TO
Brompton Split Corp. Preferred Share ETF
3.54%5.75%14.10%5.83%

Correlation

The correlation between CBH.TO and SPLT.TO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2023

0.06

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Return for Risk

CBH.TO vs. SPLT.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

SPLT.TO
SPLT.TO Risk / Return Rank: 6868
Overall Rank
SPLT.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPLT.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPLT.TO Omega Ratio Rank: 7070
Omega Ratio Rank
SPLT.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPLT.TO Martin Ratio Rank: 6161
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. SPLT.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 Brompton Split Corp. Preferred Share ETF (SPLT.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.TOSPLT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratioReturn relative to maximum drawdown

1.88

3.15

-1.27

Martin ratioReturn relative to average drawdown

5.63

8.32

-2.69

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

The current CBH.TO Sharpe Ratio is 1.29, which is comparable to the SPLT.TO Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of CBH.TO and SPLT.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. SPLT.TO - Drawdown Comparison

The maximum CBH.TO drawdown since its inception was -16.36%, which is greater than SPLT.TO's maximum drawdown of -5.36%. Use the drawdown chart below to compare losses from any high point for CBH.TO and SPLT.TO.


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Drawdown Indicators


CBH.TOSPLT.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.36%

-5.36%

-11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-1.82%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-2.14%

-5.36%

+3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-10.50%

Max Drawdown (10Y)

Largest decline over 10 years

-16.36%

Current Drawdown

Current decline from peak

-0.61%

-0.40%

-0.21%

Average Drawdown

Average peak-to-trough decline

-1.86%

-0.49%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.69%

+0.02%

Volatility

CBH.TO vs. SPLT.TO - Volatility Comparison

The current volatility for iShares 1-10 Year Laddered Corporate Bond Index ETF (CBH.TO) is 0.83%, while Brompton Split Corp. Preferred Share ETF (SPLT.TO) has a volatility of 0.99%. This indicates that CBH.TO experiences smaller price fluctuations and is considered to be less risky than SPLT.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.TOSPLT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.99%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.26%

2.19%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

3.44%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.05%

4.63%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.47%

4.63%

+1.84%

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

CBH.TO has a 0.28% expense ratio, which is lower than SPLT.TO's 0.50% expense ratio.


Dividends

CBH.TO vs. SPLT.TO - Dividend Comparison

CBH.TO's dividend yield for the trailing twelve months is around 3.39%, less than SPLT.TO's 5.98% 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%
SPLT.TO
Brompton Split Corp. Preferred Share ETF
5.98%6.01%5.99%3.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CBH.TO and SPLT.TO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBH.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBH.TO is cheaper with a 0.28% expense ratio, compared with 0.50% for SPLT.TO.

CBH.TO is categorized as Corporate Bonds, while SPLT.TO is Preferred Stock/Convertible Bonds. They also come from different issuers: iShares and Brompton Funds. Their fees differ too: 0.28% for CBH.TO and 0.50% for SPLT.TO.

Portfolio Optimizer

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