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DCBC.TO vs. XCBG.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCBC.TO vs. XCBG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Desjardins Canadian Corporate Bond Index ETF (DCBC.TO) and iShares ESG Advanced Canadian Corporate Bond Index ETF (XCBG.TO). The values are adjusted to include any dividend payments, if applicable.

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DCBC.TO vs. XCBG.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, DCBC.TO achieves a 0.18% return, which is significantly higher than XCBG.TO's 0.14% return.


DCBC.TO

1D
0.00%
1M
-1.81%
YTD
0.18%
6M
0.39%
1Y
2.41%
3Y*
5Y*
10Y*

XCBG.TO

1D
0.16%
1M
-1.35%
YTD
0.14%
6M
0.34%
1Y
2.70%
3Y*
5.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DCBC.TO vs. XCBG.TO - Expense Ratio Comparison

Both DCBC.TO and XCBG.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%.


Return for Risk

DCBC.TO vs. XCBG.TO — Risk / Return Rank

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

DCBC.TO
DCBC.TO Risk / Return Rank: 3333
Overall Rank
DCBC.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DCBC.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
DCBC.TO Omega Ratio Rank: 2727
Omega Ratio Rank
DCBC.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
DCBC.TO Martin Ratio Rank: 3838
Martin Ratio Rank

XCBG.TO
XCBG.TO Risk / Return Rank: 4848
Overall Rank
XCBG.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XCBG.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
XCBG.TO Omega Ratio Rank: 4242
Omega Ratio Rank
XCBG.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
XCBG.TO Martin Ratio Rank: 4949
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.

DCBC.TO vs. XCBG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Desjardins Canadian Corporate Bond Index ETF (DCBC.TO) and iShares ESG Advanced Canadian Corporate Bond Index ETF (XCBG.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.


DCBC.TOXCBG.TODifference

Sharpe ratio

Return per unit of total volatility

0.61

0.88

-0.27

Sortino ratio

Return per unit of downside risk

0.86

1.24

-0.38

Omega ratio

Gain probability vs. loss probability

1.12

1.17

-0.05

Calmar ratio

Return relative to maximum drawdown

1.07

1.41

-0.34

Martin ratio

Return relative to average drawdown

3.59

4.72

-1.13

DCBC.TO vs. XCBG.TO - Sharpe Ratio Comparison

The current DCBC.TO Sharpe Ratio is 0.61, which is lower than the XCBG.TO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DCBC.TO and XCBG.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DCBC.TOXCBG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.88

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.47

-0.05

Correlation

The correlation between DCBC.TO and XCBG.TO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DCBC.TO vs. XCBG.TO - Dividend Comparison

DCBC.TO's dividend yield for the trailing twelve months is around 3.88%, less than XCBG.TO's 3.92% yield.


TTM20252024202320222021
DCBC.TO
Desjardins Canadian Corporate Bond Index ETF
3.88%3.55%2.69%0.00%0.00%0.00%
XCBG.TO
iShares ESG Advanced Canadian Corporate Bond Index ETF
3.92%3.84%3.61%3.19%2.99%0.87%

Drawdowns

DCBC.TO vs. XCBG.TO - Drawdown Comparison

The maximum DCBC.TO drawdown since its inception was -2.57%, smaller than the maximum XCBG.TO drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for DCBC.TO and XCBG.TO.


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Drawdown Indicators


DCBC.TOXCBG.TODifference

Max Drawdown

Largest peak-to-trough decline

-2.57%

-12.14%

+9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-2.03%

-0.54%

Current Drawdown

Current decline from peak

-1.81%

-1.39%

-0.42%

Average Drawdown

Average peak-to-trough decline

-0.55%

-3.64%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.61%

+0.15%

Volatility

DCBC.TO vs. XCBG.TO - Volatility Comparison

Desjardins Canadian Corporate Bond Index ETF (DCBC.TO) has a higher volatility of 1.77% compared to iShares ESG Advanced Canadian Corporate Bond Index ETF (XCBG.TO) at 1.32%. This indicates that DCBC.TO's price experiences larger fluctuations and is considered to be riskier than XCBG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCBC.TOXCBG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.32%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

2.05%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

3.08%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

484.63%

4.22%

+480.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

484.63%

4.22%

+480.41%