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CBIL.TO vs. CLG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBIL.TO vs. CLG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X 0-3 Month T-Bill ETF (CBIL.TO) and iShares 1-10 Year Laddered Government Bond Index ETF (CLG.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, CBIL.TO achieves a 0.85% return, which is significantly lower than CLG.TO's 1.12% return.


CBIL.TO

1D
0.02%
1M
0.20%
YTD
0.85%
6M
1.08%
1Y
2.34%
3Y*
3.63%
5Y*
10Y*

CLG.TO

1D
-0.06%
1M
1.14%
YTD
1.12%
6M
0.59%
1Y
2.87%
3Y*
4.04%
5Y*
1.34%
10Y*
1.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBIL.TO vs. CLG.TO - Yearly Performance Comparison


2026 (YTD)202520242023
CBIL.TO
Global X 0-3 Month T-Bill ETF
0.85%2.68%4.47%3.36%
CLG.TO
iShares 1-10 Year Laddered Government Bond Index ETF
1.12%3.35%4.30%2.87%

Correlation

The correlation between CBIL.TO and CLG.TO is -0.02, 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

-0.02

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

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2023

0.04

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Return for Risk

CBIL.TO vs. CLG.TO — Risk / Return Rank

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

CBIL.TO
CBIL.TO Risk / Return Rank: 9999
Overall Rank
CBIL.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CBIL.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
CBIL.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CBIL.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CBIL.TO Martin Ratio Rank: 100100
Martin Ratio Rank

CLG.TO
CLG.TO Risk / Return Rank: 2727
Overall Rank
CLG.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CLG.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
CLG.TO Omega Ratio Rank: 2626
Omega Ratio Rank
CLG.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
CLG.TO Martin Ratio Rank: 2727
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.

CBIL.TO vs. CLG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X 0-3 Month T-Bill ETF (CBIL.TO) and iShares 1-10 Year Laddered Government Bond Index ETF (CLG.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.


CBIL.TOCLG.TODifference
Sharpe ratioReturn per unit of total volatility

+8.51

Sortino ratioReturn per unit of downside risk

+22.27

Omega ratioGain probability vs. loss probability

5.38

1.18

+4.21

Calmar ratioReturn relative to maximum drawdown

58.74

1.49

+57.24

Martin ratioReturn relative to average drawdown

339.60

3.71

+335.89

CBIL.TO vs. CLG.TO - Sharpe Ratio Comparison

The current CBIL.TO Sharpe Ratio is 9.47, which is higher than the CLG.TO Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of CBIL.TO and CLG.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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Sharpe Ratios by Period


CBIL.TOCLG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.47

0.96

+8.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

11.64

0.54

+11.10

Drawdowns

CBIL.TO vs. CLG.TO - Drawdown Comparison

The maximum CBIL.TO drawdown since its inception was -0.06%, smaller than the maximum CLG.TO drawdown of -10.74%. Use the drawdown chart below to compare losses from any high point for CBIL.TO and CLG.TO.


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Drawdown Indicators


CBIL.TOCLG.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.06%

-10.74%

+10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-1.93%

+1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-3.38%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-9.96%

Max Drawdown (10Y)

Largest decline over 10 years

-10.74%

Current Drawdown

Current decline from peak

0.00%

-0.56%

+0.56%

Average Drawdown

Average peak-to-trough decline

-0.00%

-2.00%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.77%

-0.76%

Volatility

CBIL.TO vs. CLG.TO - Volatility Comparison

The current volatility for Global X 0-3 Month T-Bill ETF (CBIL.TO) is 0.08%, while iShares 1-10 Year Laddered Government Bond Index ETF (CLG.TO) has a volatility of 1.13%. This indicates that CBIL.TO experiences smaller price fluctuations and is considered to be less risky than CLG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBIL.TOCLG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

1.13%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

2.34%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

0.25%

3.00%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.31%

4.31%

-4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.31%

4.34%

-4.03%

CBIL.TO vs. CLG.TO - Expense Ratio Comparison

CBIL.TO has a 0.10% expense ratio, which is lower than CLG.TO's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CBIL.TO vs. CLG.TO - Dividend Comparison

CBIL.TO's dividend yield for the trailing twelve months is around 2.29%, less than CLG.TO's 2.54% yield.


PositionTTM20252024202320222021202020192018201720162015
CBIL.TO
Global X 0-3 Month T-Bill ETF
2.29%2.59%4.38%3.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CLG.TO
iShares 1-10 Year Laddered Government Bond Index ETF
2.54%2.54%2.53%2.51%2.55%2.61%2.59%2.88%3.02%3.17%3.25%3.34%

Frequently Asked Questions


CBIL.TO and CLG.TO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBIL.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBIL.TO is cheaper with a 0.10% expense ratio, compared with 0.17% for CLG.TO.

They also come from different issuers: Global X and iShares. Their fees differ too: 0.10% for CBIL.TO and 0.17% for CLG.TO.

Portfolio Optimizer

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