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

Performance

CLG.TO vs. XGB.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 Core Canadian Government Bond Index ETF (XGB.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, CLG.TO achieves a 1.12% return, which is significantly lower than XGB.TO's 1.57% return. Over the past 10 years, CLG.TO has outperformed XGB.TO with an annualized return of 1.54%, while XGB.TO has yielded a comparatively lower 1.06% 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%

XGB.TO

1D
0.00%
1M
1.53%
YTD
1.57%
6M
0.83%
1Y
2.46%
3Y*
3.58%
5Y*
0.13%
10Y*
1.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLG.TO vs. XGB.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%
XGB.TO
iShares Core Canadian Government Bond Index ETF
1.57%1.65%3.54%5.57%-12.25%-3.11%8.14%6.10%1.34%1.71%

Correlation

The correlation between CLG.TO and XGB.TO is 0.92, 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

0.92

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

0.93

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

0.90

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

0.83

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

0.78

The correlation between CLG.TO and XGB.TO shifts across timeframes, from 0.78 (all time) to 0.93 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

CLG.TO vs. XGB.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

XGB.TO
XGB.TO Risk / Return Rank: 1818
Overall Rank
XGB.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XGB.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
XGB.TO Omega Ratio Rank: 1717
Omega Ratio Rank
XGB.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
XGB.TO Martin Ratio Rank: 1818
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. XGB.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 Core Canadian Government Bond Index ETF (XGB.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.TOXGB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.17

1.10

+0.07

Calmar ratioReturn relative to maximum drawdown

1.43

0.86

+0.57

Martin ratioReturn relative to average drawdown

3.56

1.86

+1.71

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

The current CLG.TO Sharpe Ratio is 0.92, which is higher than the XGB.TO Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of CLG.TO and XGB.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


CLG.TOXGB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.55

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.02

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.18

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.52

+0.02

Drawdowns

CLG.TO vs. XGB.TO - Drawdown Comparison

The maximum CLG.TO drawdown since its inception was -10.74%, smaller than the maximum XGB.TO drawdown of -19.53%. Use the drawdown chart below to compare losses from any high point for CLG.TO and XGB.TO.


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Drawdown Indicators


CLG.TOXGB.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.74%

-19.53%

+8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-2.86%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-3.38%

-5.83%

+2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-9.96%

-16.44%

+6.48%

Max Drawdown (10Y)

Largest decline over 10 years

-10.74%

-19.53%

+8.79%

Current Drawdown

Current decline from peak

-0.56%

-5.25%

+4.69%

Average Drawdown

Average peak-to-trough decline

-2.00%

-3.94%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

1.33%

-0.56%

Volatility

CLG.TO vs. XGB.TO - Volatility Comparison

The current volatility for iShares 1-10 Year Laddered Government Bond Index ETF (CLG.TO) is 1.13%, while iShares Core Canadian Government Bond Index ETF (XGB.TO) has a volatility of 1.71%. This indicates that CLG.TO experiences smaller price fluctuations and is considered to be less risky than XGB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLG.TOXGB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.71%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

3.49%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

4.52%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

6.92%

-2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.34%

5.99%

-1.65%

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

CLG.TO has a 0.17% expense ratio, which is higher than XGB.TO's 0.13% 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

CLG.TO vs. XGB.TO - Dividend Comparison

CLG.TO's dividend yield for the trailing twelve months is around 2.54%, less than XGB.TO's 3.11% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XGB.TO
iShares Core Canadian Government Bond Index ETF
3.11%3.11%2.95%2.73%2.64%2.25%2.12%2.32%2.44%2.41%2.53%2.62%

Frequently Asked Questions


With a correlation of 0.92, CLG.TO and XGB.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XGB.TO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGB.TO is cheaper with a 0.13% expense ratio, compared with 0.17% for CLG.TO.

Both ETFs track Morningstar Can Core Bd GR CAD. Their fees differ too: 0.17% for CLG.TO and 0.13% for XGB.TO.

Portfolio Optimizer

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