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

Performance

COW.TO vs. XSH.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 Short Term Corporate Bond Index ETF (XSH.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 15.84% return, which is significantly higher than XSH.TO's 1.33% return. Over the past 10 years, COW.TO has outperformed XSH.TO with an annualized return of 8.59%, while XSH.TO has yielded a comparatively lower 2.82% annualized return.


COW.TO

1D
0.40%
1M
-2.01%
YTD
15.84%
6M
13.53%
1Y
9.79%
3Y*
8.62%
5Y*
4.24%
10Y*
8.59%

XSH.TO

1D
0.00%
1M
1.13%
YTD
1.33%
6M
1.34%
1Y
3.85%
3Y*
6.05%
5Y*
2.86%
10Y*
2.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
COW.TO
iShares Global Agriculture Index ETF
15.84%-0.67%5.62%-8.61%12.64%19.02%11.66%25.91%-14.26%14.84%
XSH.TO
iShares Core Canadian Short Term Corporate Bond Index ETF
1.33%4.61%7.11%6.80%-4.52%-0.81%6.28%5.02%1.28%0.78%

Correlation

The correlation between COW.TO and XSH.TO is -0.02, 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

-0.02

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

0.05

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

0.04

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

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2011

-0.00

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Return for Risk

COW.TO vs. XSH.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: 1919
Overall Rank
COW.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
COW.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
COW.TO Omega Ratio Rank: 1818
Omega Ratio Rank
COW.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
COW.TO Martin Ratio Rank: 1818
Martin Ratio Rank

XSH.TO
XSH.TO Risk / Return Rank: 5353
Overall Rank
XSH.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XSH.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
XSH.TO Omega Ratio Rank: 5757
Omega Ratio Rank
XSH.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
XSH.TO Martin Ratio Rank: 5757
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. XSH.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 Short Term Corporate Bond Index ETF (XSH.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.


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

-1.16

Sortino ratioReturn per unit of downside risk

-1.47

Omega ratioGain probability vs. loss probability

1.12

1.36

-0.24

Calmar ratioReturn relative to maximum drawdown

0.94

2.57

-1.63

Martin ratioReturn relative to average drawdown

1.94

10.05

-8.11

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

The current COW.TO Sharpe Ratio is 0.63, which is lower than the XSH.TO Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of COW.TO and XSH.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


COW.TOXSH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.79

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

1.02

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.64

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.74

-0.38

Drawdowns

COW.TO vs. XSH.TO - Drawdown Comparison

The maximum COW.TO drawdown since its inception was -55.00%, which is greater than XSH.TO's maximum drawdown of -14.24%. Use the drawdown chart below to compare losses from any high point for COW.TO and XSH.TO.


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Drawdown Indicators


COW.TOXSH.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.00%

-14.24%

-40.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-1.51%

-9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-14.51%

-1.51%

-13.00%

Max Drawdown (5Y)

Largest decline over 5 years

-29.82%

-7.80%

-22.02%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

-14.24%

-22.38%

Current Drawdown

Current decline from peak

-7.17%

0.00%

-7.17%

Average Drawdown

Average peak-to-trough decline

-13.94%

-0.93%

-13.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

0.38%

+4.68%

Volatility

COW.TO vs. XSH.TO - Volatility Comparison

iShares Global Agriculture Index ETF (COW.TO) has a higher volatility of 3.85% compared to iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.TO) at 0.80%. This indicates that COW.TO's price experiences larger fluctuations and is considered to be riskier than XSH.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.TOXSH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

0.80%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

1.83%

+10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.68%

2.16%

+13.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.87%

2.83%

+16.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

4.42%

+14.88%

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

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


Dividends

COW.TO vs. XSH.TO - Dividend Comparison

COW.TO's dividend yield for the trailing twelve months is around 2.07%, less than XSH.TO's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
COW.TO
iShares Global Agriculture Index ETF
2.07%2.40%1.43%1.62%2.03%0.69%1.02%1.02%1.07%0.58%1.10%1.78%
XSH.TO
iShares Core Canadian Short Term Corporate Bond Index ETF
3.89%3.82%3.64%3.24%2.97%2.65%2.61%2.80%2.86%2.93%3.08%3.18%

Frequently Asked Questions


COW.TO and XSH.TO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XSH.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 XSH.TO is Canadian Government Bonds. COW.TO tracks Manulife Investment Management Global Agriculture Index, while XSH.TO tracks Morningstar Can 1-5Y Core Bd GR CAD. Their fees differ too: 0.72% for COW.TO and 0.10% for XSH.TO.

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