PortfoliosLab logoPortfoliosLab logo
CLG.TO vs. CLF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLG.TO vs. CLF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares 1-10 Year Laddered Government Bond Index ETF (CLG.TO) and iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CLG.TO achieves a 1.12% return, which is significantly higher than CLF.TO's 0.91% return. Over the past 10 years, CLG.TO has underperformed CLF.TO with an annualized return of 1.54%, while CLF.TO has yielded a comparatively higher 1.81% annualized return.


CLG.TO

1D
0.00%
1M
1.03%
YTD
1.12%
6M
0.70%
1Y
2.75%
3Y*
4.14%
5Y*
1.34%
10Y*
1.54%

CLF.TO

1D
0.09%
1M
0.73%
YTD
0.91%
6M
0.70%
1Y
2.48%
3Y*
4.19%
5Y*
1.74%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CLG.TO
iShares 1-10 Year Laddered Government Bond Index ETF
1.12%3.35%4.30%4.82%-6.21%-2.23%6.66%3.40%1.69%-0.02%
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF
0.91%3.36%4.82%4.58%-3.98%-1.27%5.53%3.97%1.68%-0.49%

Correlation

The correlation between CLG.TO and CLF.TO is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.88

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

0.86

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

0.78

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2011

0.72

The correlation between CLG.TO and CLF.TO shifts across timeframes, from 0.72 (all time) to 0.88 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

CLG.TO
CLG.TO Risk / Return Rank: 2626
Overall Rank
CLG.TO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CLG.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
CLG.TO Omega Ratio Rank: 2525
Omega Ratio Rank
CLG.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
CLG.TO Martin Ratio Rank: 2727
Martin Ratio Rank

CLF.TO
CLF.TO Risk / Return Rank: 3434
Overall Rank
CLF.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CLF.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
CLF.TO Omega Ratio Rank: 3535
Omega Ratio Rank
CLF.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
CLF.TO Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares 1-10 Year Laddered Government Bond Index ETF (CLG.TO) and iShares 1-5 Year Laddered Government Bond Index ETF (CLF.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.


CLG.TOCLF.TODifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratioReturn relative to maximum drawdown

1.43

1.80

-0.37

Martin ratioReturn relative to average drawdown

3.56

5.18

-1.62

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

The current CLG.TO Sharpe Ratio is 0.92, which is comparable to the CLF.TO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of CLG.TO and CLF.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.


Loading charts...

Sharpe Ratios by Period


CLG.TOCLF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.22

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.59

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.54

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.72

-0.19

Drawdowns

CLG.TO vs. CLF.TO - Drawdown Comparison

The maximum CLG.TO drawdown since its inception was -10.74%, which is greater than CLF.TO's maximum drawdown of -6.91%. Use the drawdown chart below to compare losses from any high point for CLG.TO and CLF.TO.


Loading charts...

Drawdown Indicators


CLG.TOCLF.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.74%

-6.91%

-3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-1.38%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-3.38%

-1.42%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-9.96%

-6.80%

-3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-10.74%

-6.91%

-3.83%

Current Drawdown

Current decline from peak

-0.56%

-0.26%

-0.30%

Average Drawdown

Average peak-to-trough decline

-2.00%

-1.08%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.48%

+0.29%

Volatility

CLG.TO vs. CLF.TO - Volatility Comparison

iShares 1-10 Year Laddered Government Bond Index ETF (CLG.TO) has a higher volatility of 1.13% compared to iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO) at 0.72%. This indicates that CLG.TO's price experiences larger fluctuations and is considered to be riskier than CLF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CLG.TOCLF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

0.72%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

1.62%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

2.04%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

2.98%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.34%

3.37%

+0.97%

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

Both CLG.TO and CLF.TO have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CLG.TO vs. CLF.TO - Dividend Comparison

CLG.TO's dividend yield for the trailing twelve months is around 2.54%, more than CLF.TO's 2.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF
2.25%2.22%2.22%2.23%2.10%1.98%2.81%3.93%2.67%2.91%3.12%3.29%
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


CLG.TO and CLF.TO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.17% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CLG.TO and CLF.TO have the same expense ratio: 0.17% per year.

CLG.TO tracks Morningstar Can Core Bd GR CAD, while CLF.TO tracks Morningstar Can 1-5Y Core Bd GR CAD.

Portfolio Optimizer

Find the right allocation for CLG.TO and CLF.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer