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CDLB.TO vs. VBU.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDLB.TO vs. VBU.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series (CDLB.TO) and Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDLB.TO achieves a -0.85% return, which is significantly lower than VBU.NEO's 0.04% return.


CDLB.TO

1D
0.00%
1M
-0.06%
YTD
-0.85%
6M
-0.85%
1Y
2.23%
3Y*
2.97%
5Y*
-0.65%
10Y*

VBU.NEO

1D
0.19%
1M
-0.65%
YTD
0.04%
6M
-0.15%
1Y
2.39%
3Y*
2.54%
5Y*
-0.95%
10Y*
0.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDLB.TO vs. VBU.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CDLB.TO
CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series
-0.85%5.44%2.59%2.12%-12.02%-0.11%3.68%
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
0.04%4.92%0.11%4.79%-13.68%-2.06%2.41%

Correlation

The correlation between CDLB.TO and VBU.NEO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.19

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

0.16

Correlation (All Time)
Calculated using the full available price history since May 8, 2020

0.14

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Return for Risk

CDLB.TO vs. VBU.NEO — Risk / Return Rank

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

CDLB.TO
CDLB.TO Risk / Return Rank: 2626
Overall Rank
CDLB.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CDLB.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
CDLB.TO Omega Ratio Rank: 3939
Omega Ratio Rank
CDLB.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
CDLB.TO Martin Ratio Rank: 2323
Martin Ratio Rank

VBU.NEO
VBU.NEO Risk / Return Rank: 1717
Overall Rank
VBU.NEO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VBU.NEO Sortino Ratio Rank: 1515
Sortino Ratio Rank
VBU.NEO Omega Ratio Rank: 1616
Omega Ratio Rank
VBU.NEO Calmar Ratio Rank: 1919
Calmar Ratio Rank
VBU.NEO Martin Ratio Rank: 1919
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.

CDLB.TO vs. VBU.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series (CDLB.TO) and Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO). 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.


CDLB.TOVBU.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.23

1.10

+0.13

Calmar ratioReturn relative to maximum drawdown

1.26

0.78

+0.48

Martin ratioReturn relative to average drawdown

2.70

2.04

+0.67

CDLB.TO vs. VBU.NEO - Sharpe Ratio Comparison

The current CDLB.TO Sharpe Ratio is 0.68, which is higher than the VBU.NEO Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CDLB.TO and VBU.NEO, 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

CDLB.TO vs. VBU.NEO - Drawdown Comparison

The maximum CDLB.TO drawdown since its inception was -17.06%, smaller than the maximum VBU.NEO drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for CDLB.TO and VBU.NEO.


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Drawdown Indicators


CDLB.TOVBU.NEODifference

Max Drawdown

Largest peak-to-trough decline

-17.06%

-19.34%

+2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-3.08%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-5.43%

-5.94%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

-18.44%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-19.34%

Current Drawdown

Current decline from peak

-4.26%

-7.50%

+3.24%

Average Drawdown

Average peak-to-trough decline

-6.58%

-5.31%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

1.18%

-0.20%

Volatility

CDLB.TO vs. VBU.NEO - Volatility Comparison

The current volatility for CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series (CDLB.TO) is 0.52%, while Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) has a volatility of 1.23%. This indicates that CDLB.TO experiences smaller price fluctuations and is considered to be less risky than VBU.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDLB.TOVBU.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

1.23%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

3.66%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

4.74%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.36%

6.30%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

5.95%

-1.02%

CDLB.TO vs. VBU.NEO - Expense Ratio Comparison

CDLB.TO has a 0.85% expense ratio, which is higher than VBU.NEO's 0.22% expense ratio.


Dividends

CDLB.TO vs. VBU.NEO - Dividend Comparison

CDLB.TO's dividend yield for the trailing twelve months is around 4.30%, more than VBU.NEO's 3.62% yield.


PositionTTM20252024202320222021202020192018201720162015
CDLB.TO
CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series
4.30%4.45%4.35%3.60%2.81%2.38%1.14%0.00%0.00%0.00%0.00%0.00%
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
3.62%3.50%3.34%2.93%2.32%1.87%2.15%2.36%2.24%2.20%2.18%2.23%

Frequently Asked Questions


CDLB.TO and VBU.NEO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VBU.NEO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VBU.NEO is cheaper with a 0.22% expense ratio, compared with 0.85% for CDLB.TO.

CDLB.TO is categorized as Intermediate Core-Plus Bond, while VBU.NEO is Total Bond Market. They also come from different issuers: CI Global Asset Management and Vanguard. Their fees differ too: 0.85% for CDLB.TO and 0.22% for VBU.NEO.

Portfolio Optimizer

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