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CMR.TO vs. XSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMR.TO vs. XSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Premium Money Market ETF (CMR.TO) and iShares Core Canadian Short Term Bond Index ETF (XSB.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, CMR.TO achieves a 1.23% return, which is significantly higher than XSB.TO's 1.02% return. Both investments have delivered pretty close results over the past 10 years, with CMR.TO having a 1.93% annualized return and XSB.TO not far ahead at 1.96%.


CMR.TO

1D
0.02%
1M
0.19%
6M
1.15%
YTD
1.23%
1Y
2.46%
3Y*
3.69%
5Y*
3.02%
10Y*
1.93%

XSB.TO

1D
-0.15%
1M
-0.15%
6M
0.83%
YTD
1.02%
1Y
3.02%
3Y*
4.82%
5Y*
2.06%
10Y*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMR.TO vs. XSB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMR.TO
iShares Premium Money Market ETF
1.23%2.78%4.70%4.70%1.72%0.01%0.47%1.63%1.29%0.63%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
1.02%3.70%5.87%4.67%-4.04%-1.11%5.20%3.20%1.60%0.13%

Correlation

The correlation between CMR.TO and XSB.TO is -0.09, 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

-0.09

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

-0.01

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

0.06

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

0.02

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2008

0.01

The correlation between CMR.TO and XSB.TO shifts across timeframes, from -0.09 (1 year) to 0.06 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CMR.TO vs. XSB.TO — Risk / Return Rank

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

CMR.TO
CMR.TO Risk / Return Rank: 100100
Overall Rank
CMR.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 100100
Martin Ratio Rank

XSB.TO
XSB.TO Risk / Return Rank: 5555
Overall Rank
XSB.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 5252
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.

CMR.TO vs. XSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Premium Money Market ETF (CMR.TO) and iShares Core Canadian Short Term Bond Index ETF (XSB.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.

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.


CMR.TOXSB.TODifference
Sharpe ratioReturn per unit of total volatility

+10.78

Sortino ratioReturn per unit of downside risk

+36.38

Omega ratioGain probability vs. loss probability

13.16

1.29

+11.87

Calmar ratioReturn relative to maximum drawdown

123.47

2.06

+121.41

Martin ratioReturn relative to average drawdown

564.92

7.00

+557.92

CMR.TO vs. XSB.TO - Sharpe Ratio Comparison

The current CMR.TO Sharpe Ratio is 12.28, which is higher than the XSB.TO Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CMR.TO and XSB.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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Drawdowns

CMR.TO vs. XSB.TO - Drawdown Comparison

The maximum CMR.TO drawdown since its inception was -0.52%, smaller than the maximum XSB.TO drawdown of -8.65%. Use the drawdown chart below to compare losses from any high point for CMR.TO and XSB.TO.


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Drawdown Indicators


CMR.TOXSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.52%

-8.65%

+8.13%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-1.47%

+1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

-1.47%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-0.04%

-6.99%

+6.95%

Max Drawdown (10Y)

Largest decline over 10 years

-0.14%

-8.65%

+8.51%

Current Drawdown

Current decline from peak

0.00%

-0.48%

+0.48%

Average Drawdown

Average peak-to-trough decline

-0.01%

-0.79%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.43%

-0.43%

Volatility

CMR.TO vs. XSB.TO - Volatility Comparison

The current volatility for iShares Premium Money Market ETF (CMR.TO) is 0.05%, while iShares Core Canadian Short Term Bond Index ETF (XSB.TO) has a volatility of 0.59%. This indicates that CMR.TO experiences smaller price fluctuations and is considered to be less risky than XSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMR.TOXSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.59%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

0.15%

1.69%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

2.03%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.27%

2.73%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.27%

3.40%

-3.13%

CMR.TO vs. XSB.TO - Expense Ratio Comparison

CMR.TO has a 0.13% expense ratio, which is higher than XSB.TO's 0.10% 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

CMR.TO vs. XSB.TO - Dividend Comparison

CMR.TO's dividend yield for the trailing twelve months is around 2.45%, less than XSB.TO's 3.11% yield.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.45%2.81%4.56%4.64%1.63%0.01%0.47%1.60%1.33%0.61%0.43%0.48%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
3.11%3.15%3.05%2.67%2.28%2.05%2.21%2.39%2.39%2.36%2.36%2.50%

Frequently Asked Questions


CMR.TO and XSB.TO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSB.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSB.TO is cheaper with a 0.10% expense ratio, compared with 0.13% for CMR.TO.

CMR.TO is categorized as Money Market, while XSB.TO is Short-Term Bond. Their fees differ too: 0.13% for CMR.TO and 0.10% for XSB.TO.

Portfolio Optimizer

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