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CBO.TO vs. XIC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBO.TO vs. XIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares 1-5 Year Laddered Corporate Bond Index ETF (CBO.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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, CBO.TO achieves a 1.02% return, which is significantly lower than XIC.TO's 10.75% return. Over the past 10 years, CBO.TO has underperformed XIC.TO with an annualized return of 2.50%, while XIC.TO has yielded a comparatively higher 12.48% annualized return.


CBO.TO

1D
-0.05%
1M
0.94%
YTD
1.02%
6M
1.01%
1Y
3.73%
3Y*
5.68%
5Y*
2.60%
10Y*
2.50%

XIC.TO

1D
-1.05%
1M
3.59%
YTD
10.75%
6M
12.90%
1Y
34.79%
3Y*
23.62%
5Y*
14.60%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBO.TO vs. XIC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBO.TO
iShares 1-5 Year Laddered Corporate Bond Index ETF
1.02%4.69%6.82%6.47%-4.89%-1.04%5.84%4.54%1.27%0.52%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
10.75%31.51%21.48%11.73%-5.82%23.42%5.61%22.76%-8.72%8.99%

Correlation

The correlation between CBO.TO and XIC.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.23

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

0.17

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

0.09

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2009

-0.00

The correlation between CBO.TO and XIC.TO shifts across timeframes, from -0.00 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CBO.TO vs. XIC.TO — Risk / Return Rank

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

CBO.TO
CBO.TO Risk / Return Rank: 4747
Overall Rank
CBO.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CBO.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
CBO.TO Omega Ratio Rank: 4545
Omega Ratio Rank
CBO.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
CBO.TO Martin Ratio Rank: 5151
Martin Ratio Rank

XIC.TO
XIC.TO Risk / Return Rank: 8080
Overall Rank
XIC.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 8181
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 8383
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.

CBO.TO vs. XIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-5 Year Laddered Corporate Bond Index ETF (CBO.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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.


CBO.TOXIC.TODifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.29

1.50

-0.21

Calmar ratioReturn relative to maximum drawdown

2.32

3.76

-1.44

Martin ratioReturn relative to average drawdown

8.72

17.44

-8.72

CBO.TO vs. XIC.TO - Sharpe Ratio Comparison

The current CBO.TO Sharpe Ratio is 1.57, which is lower than the XIC.TO Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of CBO.TO and XIC.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


CBO.TOXIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.76

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

1.12

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.84

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.54

+0.40

Drawdowns

CBO.TO vs. XIC.TO - Drawdown Comparison

The maximum CBO.TO drawdown since its inception was -11.67%, smaller than the maximum XIC.TO drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for CBO.TO and XIC.TO.


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Drawdown Indicators


CBO.TOXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.67%

-48.21%

+36.54%

Max Drawdown (1Y)

Largest decline over 1 year

-1.61%

-9.29%

+7.68%

Max Drawdown (3Y)

Largest decline over 3 years

-1.61%

-12.27%

+10.66%

Max Drawdown (5Y)

Largest decline over 5 years

-8.22%

-16.24%

+8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-11.67%

-37.21%

+25.54%

Current Drawdown

Current decline from peak

-0.05%

-1.05%

+1.00%

Average Drawdown

Average peak-to-trough decline

-0.96%

-7.04%

+6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

2.00%

-1.57%

Volatility

CBO.TO vs. XIC.TO - Volatility Comparison

The current volatility for iShares 1-5 Year Laddered Corporate Bond Index ETF (CBO.TO) is 0.83%, while iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) has a volatility of 3.48%. This indicates that CBO.TO experiences smaller price fluctuations and is considered to be less risky than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBO.TOXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

3.48%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.86%

10.33%

-8.47%

Volatility (1Y)

Calculated over the trailing 1-year period

2.39%

12.67%

-10.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.97%

13.13%

-10.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.59%

14.96%

-11.37%

CBO.TO vs. XIC.TO - Expense Ratio Comparison

CBO.TO has a 0.28% expense ratio, which is higher than XIC.TO's 0.06% expense ratio.


Dividends

CBO.TO vs. XIC.TO - Dividend Comparison

CBO.TO's dividend yield for the trailing twelve months is around 3.45%, more than XIC.TO's 2.02% yield.


PositionTTM20252024202320222021202020192018201720162015
CBO.TO
iShares 1-5 Year Laddered Corporate Bond Index ETF
3.45%3.37%3.09%2.81%2.67%2.55%2.55%2.65%2.74%2.80%3.03%3.86%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
2.02%2.23%2.64%2.95%3.10%2.44%3.03%3.01%3.19%2.49%2.72%3.21%

Frequently Asked Questions


CBO.TO and XIC.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIC.TO is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIC.TO is cheaper with a 0.06% expense ratio, compared with 0.28% for CBO.TO.

CBO.TO is categorized as Canadian Government Bonds, while XIC.TO is Canada Equities. CBO.TO tracks Morningstar Can 1-5Y Core Bd GR CAD, while XIC.TO tracks S&P/TSX Capped Composite Index. Their fees differ too: 0.28% for CBO.TO and 0.06% for XIC.TO.

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