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

Performance

CBIL.TO vs. XLK - 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 State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CBIL.TO is traded in CAD, while XLK is traded in USD. To make them comparable, the XLK values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBIL.TO achieves a 0.93% return, which is significantly lower than XLK's 31.26% return.


CBIL.TO

1D
0.02%
1M
0.20%
YTD
0.93%
6M
1.08%
1Y
2.34%
3Y*
3.62%
5Y*
10Y*

XLK

1D
1.16%
1M
6.71%
YTD
31.26%
6M
30.94%
1Y
56.84%
3Y*
32.28%
5Y*
25.62%
10Y*
26.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBIL.TO vs. XLK - Yearly Performance Comparison


2026 (YTD)202520242023
CBIL.TO
Global X 0-3 Month T-Bill ETF
0.93%2.68%4.47%3.36%
XLK
State Street Technology Select Sector SPDR ETF
31.13%18.92%31.93%27.57%

Correlation

The correlation between CBIL.TO and XLK 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

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2023

0.01

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Return for Risk

CBIL.TO vs. XLK — 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: 9999
Sortino Ratio Rank
CBIL.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CBIL.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CBIL.TO Martin Ratio Rank: 9999
Martin Ratio Rank

XLK
XLK Risk / Return Rank: 7676
Overall Rank
XLK Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLK Omega Ratio Rank: 7878
Omega Ratio Rank
XLK Calmar Ratio Rank: 7575
Calmar Ratio Rank
XLK Martin Ratio Rank: 6868
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. XLK - 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 State Street Technology Select Sector SPDR ETF (XLK). 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.


CBIL.TOXLKDifference
Sharpe ratioReturn per unit of total volatility

+6.77

Sortino ratioReturn per unit of downside risk

+18.56

Omega ratioGain probability vs. loss probability

5.59

1.41

+4.18

Calmar ratioReturn relative to maximum drawdown

59.18

3.53

+55.65

Martin ratioReturn relative to average drawdown

326.28

10.40

+315.88

CBIL.TO vs. XLK - Sharpe Ratio Comparison

The current CBIL.TO Sharpe Ratio is 9.29, which is higher than the XLK Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of CBIL.TO and XLK, 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

CBIL.TO vs. XLK - Drawdown Comparison

The maximum CBIL.TO drawdown since its inception was -0.06%, smaller than the maximum XLK drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for CBIL.TO and XLK.


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Drawdown Indicators


CBIL.TOXLKDifference

Max Drawdown

Largest peak-to-trough decline

-0.06%

-38.68%

+38.62%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-16.16%

+16.12%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-26.35%

+26.29%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

Max Drawdown (10Y)

Largest decline over 10 years

-29.64%

Current Drawdown

Current decline from peak

0.00%

-5.77%

+5.77%

Average Drawdown

Average peak-to-trough decline

-0.00%

-7.56%

+7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

5.48%

-5.47%

Volatility

CBIL.TO vs. XLK - Volatility Comparison

The current volatility for Global X 0-3 Month T-Bill ETF (CBIL.TO) is 0.06%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 10.83%. This indicates that CBIL.TO experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBIL.TOXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

10.83%

-10.77%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

19.12%

-18.93%

Volatility (1Y)

Calculated over the trailing 1-year period

0.25%

22.68%

-22.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.32%

25.91%

-25.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.32%

25.57%

-25.25%

CBIL.TO vs. XLK - Expense Ratio Comparison

CBIL.TO has a 0.10% expense ratio, which is higher than XLK's 0.08% expense ratio. However, 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. XLK - Dividend Comparison

CBIL.TO's dividend yield for the trailing twelve months is around 2.29%, more than XLK's 0.41% yield.


PositionTTM20252024202320222021202020192018201720162015
CBIL.TO
Global X 0-3 Month T-Bill ETF
2.29%2.58%4.38%3.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
State Street Technology Select Sector SPDR ETF
0.41%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Frequently Asked Questions


CBIL.TO and XLK 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, XLK is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLK is cheaper with a 0.08% expense ratio, compared with 0.10% for CBIL.TO.

CBIL.TO is categorized as Canadian Government Bonds, while XLK is Technology Equities. They also come from different issuers: Global X and State Street. Their fees differ too: 0.10% for CBIL.TO and 0.08% for XLK.

Portfolio Optimizer

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