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

DOO.TO vs. XSB.TO

Last updated Jul 22, 2026
Documentation

DOO.TO (BRP Inc.) is a stock, while XSB.TO (iShares Core Canadian Short Term Bond Index ETF) is Short-Term Bond fund tracking the FTSE Canada Short Term Overall Bond Index. Over the past 10 years, DOO.TO returned 15.55%/yr vs 1.98%/yr for XSB.TO. At a correlation of -0.00, they often move in opposite directions.

Performance

DOO.TO vs. XSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BRP Inc. (DOO.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, DOO.TO achieves a -12.86% return, which is significantly lower than XSB.TO's 1.25% return. Over the past 10 years, DOO.TO has outperformed XSB.TO with an annualized return of 15.55%, while XSB.TO has yielded a comparatively lower 1.98% annualized return.

DOO.TO

1D
-0.39%
1M
-0.32%
6M
-19.25%
YTD
-12.86%
1Y
29.67%
3Y*
-7.95%
5Y*
-2.79%
10Y*
15.55%
ALL TIME*
10.85%

XSB.TO

1D
0.07%
1M
-0.00%
6M
0.95%
YTD
1.25%
1Y
3.22%
3Y*
4.87%
5Y*
2.06%
10Y*
1.98%
ALL TIME*
2.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
DOO.TO
BRP Inc.		-12.86%34.21%-22.01%-7.49%-6.18%32.39%42.33%68.83%-23.45%64.99%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF		1.25%3.70%5.87%4.67%-4.04%-1.11%5.20%3.20%1.60%0.13%

Correlation

The correlation between DOO.TO and XSB.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

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

0.10

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

0.08

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 22, 2013

-0.00

The correlation between DOO.TO and XSB.TO shifts across timeframes, from -0.00 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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BRP Inc.

iShares Core Canadian Short Term Bond Index ETF

Often compared with DOO.TO:
DOO.TO vs. AAPLDOO.TO vs. ^GSPCDOO.TO vs. VOODOO.TO vs. QQQDOO.TO vs. NA.TODOO.TO vs. VBRDOO.TO vs. SHOP
Often compared with XSB.TO:
XSB.TO vs. XBB.TOXSB.TO vs. ZAG.TOXSB.TO vs. VSB.TOXSB.TO vs. XSH.TOXSB.TO vs. XCB.TOXSB.TO vs. XLB.TOXSB.TO vs. ZCS.TO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DOO.TO
DOO.TO Risk / Return Rank: 6565
Overall Rank
DOO.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DOO.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
DOO.TO Omega Ratio Rank: 7070
Omega Ratio Rank
DOO.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
DOO.TO Martin Ratio Rank: 6565
Martin Ratio Rank
XSB.TO
XSB.TO Risk / Return Rank: 6464
Overall Rank
XSB.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 7171
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 5858
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.

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

This table presents a comparison of risk-adjusted performance metrics for BRP Inc. (DOO.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.

DOO.TOXSB.TODifference
Sharpe ratioReturn per unit of total volatility
0.57
1.60

-1.03

Sortino ratioReturn per unit of downside risk
1.00
2.29

-1.29

Omega ratioGain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratioReturn relative to maximum drawdown

0.80

2.19

-1.39

Martin ratioReturn relative to average drawdown

1.86

7.39

-5.53

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

The current DOO.TO Sharpe Ratio is 0.57, which is lower than the XSB.TO Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of DOO.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

DOO.TO vs. XSB.TO - Drawdown Comparison

The maximum DOO.TO drawdown since its inception was -73.61%, which is greater than XSB.TO's maximum drawdown of -8.65%. Use the drawdown chart below to compare losses from any high point for DOO.TO and XSB.TO.

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Drawdown Indicators

DOO.TOXSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.61%

-8.65%

-64.96%

Max Drawdown (1Y)

Largest decline over 1 year

-37.38%

-1.47%

-35.91%

Max Drawdown (3Y)

Largest decline over 3 years

-62.52%

-1.47%

-61.05%

Max Drawdown (5Y)

Largest decline over 5 years

-63.16%

-6.99%

-56.17%

Max Drawdown (10Y)

Largest decline over 10 years

-73.61%

-8.65%

-64.96%

Current Drawdown

Current decline from peak

-30.01%

-0.26%

-29.75%

Average Drawdown

Average peak-to-trough decline

-21.13%

-0.79%

-20.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.01%

0.44%

+15.57%

Volatility

DOO.TO vs. XSB.TO - Volatility Comparison

BRP Inc. (DOO.TO) has a higher volatility of 8.82% compared to iShares Core Canadian Short Term Bond Index ETF (XSB.TO) at 0.62%. This indicates that DOO.TO's price experiences larger fluctuations and is considered to be riskier 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

DOO.TOXSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

0.62%

+8.20%

Volatility (6M)

Calculated over the trailing 6-month period

51.29%

1.70%

+49.59%

Volatility (1Y)

Calculated over the trailing 1-year period

52.69%

2.02%

+50.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.09%

2.73%

+39.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.35%

3.40%

+40.95%

Dividends

DOO.TO vs. XSB.TO - Dividend Comparison

DOO.TO's dividend yield for the trailing twelve months is around 1.11%, less than XSB.TO's 3.10% yield.

PositionTTM20252024202320222021202020192018201720162015
DOO.TO
BRP Inc.		1.11%0.89%1.15%0.76%0.62%0.47%0.13%0.68%1.02%0.52%0.00%0.00%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF		3.10%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

DOO.TO and XSB.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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