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COW.TO vs. XBB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COW.TO vs. XBB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Agriculture Index ETF (COW.TO) and iShares Core Canadian Universe Bond Index ETF (XBB.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, COW.TO achieves a 14.00% return, which is significantly higher than XBB.TO's 1.72% return. Over the past 10 years, COW.TO has outperformed XBB.TO with an annualized return of 8.27%, while XBB.TO has yielded a comparatively lower 1.63% annualized return.


COW.TO

1D
-0.63%
1M
-0.63%
YTD
14.00%
6M
6.80%
1Y
4.28%
3Y*
5.57%
5Y*
3.92%
10Y*
8.27%

XBB.TO

1D
0.07%
1M
2.10%
YTD
1.72%
6M
1.94%
1Y
4.05%
3Y*
4.40%
5Y*
0.73%
10Y*
1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COW.TO vs. XBB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COW.TO
iShares Global Agriculture Index ETF
14.00%-4.34%5.62%-8.61%12.62%19.09%11.78%26.04%-14.16%14.90%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
1.72%2.59%4.00%6.64%-11.66%-2.81%8.58%7.28%1.00%2.42%

Correlation

The correlation between COW.TO and XBB.TO is -0.01, 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

-0.01

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

0.05

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

-0.02

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2007

-0.14

The correlation between COW.TO and XBB.TO shifts across timeframes, from -0.14 (all time) to 0.05 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

COW.TO vs. XBB.TO — Risk / Return Rank

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

COW.TO
COW.TO Risk / Return Rank: 1212
Overall Rank
COW.TO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
COW.TO Sortino Ratio Rank: 1212
Sortino Ratio Rank
COW.TO Omega Ratio Rank: 1212
Omega Ratio Rank
COW.TO Calmar Ratio Rank: 1212
Calmar Ratio Rank
COW.TO Martin Ratio Rank: 1313
Martin Ratio Rank

XBB.TO
XBB.TO Risk / Return Rank: 2828
Overall Rank
XBB.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XBB.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
XBB.TO Omega Ratio Rank: 2626
Omega Ratio Rank
XBB.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
XBB.TO Martin Ratio Rank: 2828
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.

COW.TO vs. XBB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Agriculture Index ETF (COW.TO) and iShares Core Canadian Universe Bond Index ETF (XBB.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.


COW.TOXBB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.06

1.16

-0.11

Calmar ratioReturn relative to maximum drawdown

0.32

1.49

-1.17

Martin ratioReturn relative to average drawdown

0.78

3.47

-2.70

COW.TO vs. XBB.TO - Sharpe Ratio Comparison

The current COW.TO Sharpe Ratio is 0.27, which is lower than the XBB.TO Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of COW.TO and XBB.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

COW.TO vs. XBB.TO - Drawdown Comparison

The maximum COW.TO drawdown since its inception was -55.00%, which is greater than XBB.TO's maximum drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for COW.TO and XBB.TO.


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Drawdown Indicators


COW.TOXBB.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.00%

-18.16%

-36.84%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-2.73%

-10.70%

Max Drawdown (3Y)

Largest decline over 3 years

-14.51%

-5.42%

-9.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.84%

-15.90%

-13.94%

Max Drawdown (10Y)

Largest decline over 10 years

-42.38%

-18.16%

-24.22%

Current Drawdown

Current decline from peak

-12.04%

-1.18%

-10.86%

Average Drawdown

Average peak-to-trough decline

-14.69%

-3.07%

-11.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

1.17%

+4.34%

Volatility

COW.TO vs. XBB.TO - Volatility Comparison

iShares Global Agriculture Index ETF (COW.TO) has a higher volatility of 3.57% compared to iShares Core Canadian Universe Bond Index ETF (XBB.TO) at 1.44%. This indicates that COW.TO's price experiences larger fluctuations and is considered to be riskier than XBB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COW.TOXBB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

1.44%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

3.26%

+9.59%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

4.37%

+11.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

6.63%

+12.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.84%

6.70%

+15.14%

COW.TO vs. XBB.TO - Expense Ratio Comparison

COW.TO has a 0.72% expense ratio, which is higher than XBB.TO's 0.10% expense ratio.


Dividends

COW.TO vs. XBB.TO - Dividend Comparison

COW.TO's dividend yield for the trailing twelve months is around 2.16%, less than XBB.TO's 3.40% yield.


PositionTTM20252024202320222021202020192018201720162015
COW.TO
iShares Global Agriculture Index ETF
2.16%2.46%1.43%1.62%2.01%0.69%1.13%1.13%1.18%0.63%1.21%1.96%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
3.40%3.39%3.25%3.01%2.91%2.54%2.55%2.80%2.92%2.83%2.81%2.87%

Frequently Asked Questions


COW.TO and XBB.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XBB.TO is cheaper with a 0.10% expense ratio, compared with 0.72% for COW.TO.

COW.TO is categorized as Large Cap Blend Equities, while XBB.TO is Intermediate Core Bond. COW.TO tracks Manulife Investment Management Global Agriculture Index, while XBB.TO tracks FTSE Canada Universe Bond Index. Their fees differ too: 0.72% for COW.TO and 0.10% for XBB.TO.

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