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DCC.TO vs. XIGS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DCC.TO vs. XIGS.TO

Last updated Jul 16, 2026
Documentation

DCC.TO (Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF) and XIGS.TO (iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged)) are both Corporate Bonds funds. DCC.TO is actively managed, while XIGS.TO is passively managed. Over the past 5 years, DCC.TO returned 2.70%/yr vs 1.33%/yr for XIGS.TO. At a 0.30 correlation, their price movements are largely independent.

Performance

DCC.TO vs. XIGS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF (DCC.TO) and iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.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, DCC.TO achieves a 1.35% return, which is significantly higher than XIGS.TO's -0.01% return.

DCC.TO

1D
0.10%
1M
-0.15%
6M
0.77%
YTD
1.35%
1Y
3.63%
3Y*
5.94%
5Y*
2.70%
10Y*
—

XIGS.TO

1D
0.16%
1M
-0.01%
6M
-0.13%
YTD
-0.01%
1Y
2.22%
3Y*
4.03%
5Y*
1.33%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCC.TO vs. XIGS.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021
DCC.TO
Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF		1.35%4.65%6.97%6.59%-4.65%-0.77%
XIGS.TO
iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged)		-0.01%4.82%3.76%5.39%-5.89%-0.97%

Correlation

The correlation between DCC.TO and XIGS.TO is 0.08, 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

0.08

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

0.26

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2021

0.30

Over the past year, the correlation between DCC.TO and XIGS.TO has dropped to 0.08 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

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Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF

iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged)

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Return for Risk

DCC.TO vs. XIGS.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DCC.TO
DCC.TO Risk / Return Rank: 4747
Overall Rank
DCC.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DCC.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
DCC.TO Omega Ratio Rank: 4646
Omega Ratio Rank
DCC.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
DCC.TO Martin Ratio Rank: 5050
Martin Ratio Rank
XIGS.TO
XIGS.TO Risk / Return Rank: 3333
Overall Rank
XIGS.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XIGS.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
XIGS.TO Omega Ratio Rank: 3333
Omega Ratio Rank
XIGS.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
XIGS.TO Martin Ratio Rank: 3232
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.

DCC.TO vs. XIGS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF (DCC.TO) and iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.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.

DCC.TOXIGS.TODifference
Sharpe ratioReturn per unit of total volatility
1.33
1.03

+0.30

Sortino ratioReturn per unit of downside risk
1.90
1.51

+0.38

Omega ratioGain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratioReturn relative to maximum drawdown

2.11

1.39

+0.72

Martin ratioReturn relative to average drawdown

6.97

3.93

+3.04

DCC.TO vs. XIGS.TO - Sharpe Ratio Comparison

The current DCC.TO Sharpe Ratio is 1.33, which is comparable to the XIGS.TO Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DCC.TO and XIGS.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

DCC.TO vs. XIGS.TO - Drawdown Comparison

The maximum DCC.TO drawdown since its inception was -8.95%, smaller than the maximum XIGS.TO drawdown of -10.12%. Use the drawdown chart below to compare losses from any high point for DCC.TO and XIGS.TO.

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Drawdown Indicators

DCC.TOXIGS.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.95%

-10.12%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

-1.60%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.73%

-1.60%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-8.45%

-10.12%

+1.67%

Current Drawdown

Current decline from peak

-0.52%

-0.73%

+0.21%

Average Drawdown

Average peak-to-trough decline

-1.62%

-2.87%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

0.56%

-0.04%

Volatility

DCC.TO vs. XIGS.TO - Volatility Comparison

Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF (DCC.TO) has a higher volatility of 0.82% compared to iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.TO) at 0.74%. This indicates that DCC.TO's price experiences larger fluctuations and is considered to be riskier than XIGS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DCC.TOXIGS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

0.74%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

1.73%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

2.17%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.41%

3.30%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

3.30%

+0.12%

Dividends

DCC.TO vs. XIGS.TO - Dividend Comparison

DCC.TO's dividend yield for the trailing twelve months is around 3.32%, less than XIGS.TO's 4.54% yield.

PositionTTM202520242023202220212020201920182017
DCC.TO
Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF		3.32%3.28%3.28%3.02%3.40%3.13%3.00%3.09%3.15%2.41%
XIGS.TO
iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged)		4.54%4.10%3.71%3.03%1.75%0.84%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DCC.TO and XIGS.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Desjardins and iShares.

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