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FLCI.TO vs. XCB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLCI.TO vs. XCB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin Canadian Corporate Bond Fund ETF (FLCI.TO) and iShares Core Canadian Corporate Bond Index ETF (XCB.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, FLCI.TO achieves a 2.06% return, which is significantly higher than XCB.TO's 1.95% return.


FLCI.TO

1D
0.05%
1M
1.92%
YTD
2.06%
6M
2.41%
1Y
6.04%
3Y*
7.01%
5Y*
2.62%
10Y*

XCB.TO

1D
0.00%
1M
2.01%
YTD
1.95%
6M
2.14%
1Y
5.04%
3Y*
6.30%
5Y*
2.31%
10Y*
2.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCI.TO vs. XCB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLCI.TO
Franklin Canadian Corporate Bond Fund ETF
2.06%4.88%8.03%8.31%-10.13%-1.36%8.04%8.29%0.09%-0.28%
XCB.TO
iShares Core Canadian Corporate Bond Index ETF
1.95%4.45%6.72%8.30%-9.79%-1.81%8.36%7.90%0.39%0.68%

Correlation

The correlation between FLCI.TO and XCB.TO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.43

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2017

0.44

The correlation between FLCI.TO and XCB.TO has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.

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Return for Risk

FLCI.TO vs. XCB.TO — Risk / Return Rank

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

FLCI.TO
FLCI.TO Risk / Return Rank: 4949
Overall Rank
FLCI.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FLCI.TO Sortino Ratio Rank: 4848
Sortino Ratio Rank
FLCI.TO Omega Ratio Rank: 4646
Omega Ratio Rank
FLCI.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
FLCI.TO Martin Ratio Rank: 4747
Martin Ratio Rank

XCB.TO
XCB.TO Risk / Return Rank: 3838
Overall Rank
XCB.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XCB.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
XCB.TO Omega Ratio Rank: 3737
Omega Ratio Rank
XCB.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
XCB.TO Martin Ratio Rank: 3939
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.

FLCI.TO vs. XCB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Canadian Corporate Bond Fund ETF (FLCI.TO) and iShares Core Canadian Corporate Bond Index ETF (XCB.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.


FLCI.TOXCB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratioReturn relative to maximum drawdown

2.67

2.03

+0.64

Martin ratioReturn relative to average drawdown

7.43

6.03

+1.40

FLCI.TO vs. XCB.TO - Sharpe Ratio Comparison

The current FLCI.TO Sharpe Ratio is 1.54, which is comparable to the XCB.TO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FLCI.TO and XCB.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

FLCI.TO vs. XCB.TO - Drawdown Comparison

The maximum FLCI.TO drawdown since its inception was -17.51%, smaller than the maximum XCB.TO drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for FLCI.TO and XCB.TO.


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Drawdown Indicators


FLCI.TOXCB.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.51%

-22.59%

+5.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.27%

-2.49%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-3.31%

-3.56%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-14.63%

-14.17%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.30%

-2.11%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.84%

-0.03%

Volatility

FLCI.TO vs. XCB.TO - Volatility Comparison

The current volatility for Franklin Canadian Corporate Bond Fund ETF (FLCI.TO) is 1.23%, while iShares Core Canadian Corporate Bond Index ETF (XCB.TO) has a volatility of 1.35%. This indicates that FLCI.TO experiences smaller price fluctuations and is considered to be less risky than XCB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCI.TOXCB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.35%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

2.97%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

3.82%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

5.68%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.47%

7.24%

-0.77%

FLCI.TO vs. XCB.TO - Expense Ratio Comparison

FLCI.TO has a 0.39% expense ratio, which is higher than XCB.TO's 0.17% expense ratio.


Dividends

FLCI.TO vs. XCB.TO - Dividend Comparison

FLCI.TO's dividend yield for the trailing twelve months is around 4.41%, more than XCB.TO's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
FLCI.TO
Franklin Canadian Corporate Bond Fund ETF
4.41%4.26%4.41%4.09%4.95%3.35%3.25%3.68%3.87%0.84%0.00%0.00%
XCB.TO
iShares Core Canadian Corporate Bond Index ETF
4.12%4.10%4.00%3.69%3.55%3.01%2.75%2.95%3.10%3.07%3.19%3.31%

Frequently Asked Questions


FLCI.TO and XCB.TO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCB.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCB.TO is cheaper with a 0.17% expense ratio, compared with 0.39% for FLCI.TO.

They also come from different issuers: Franklin and iShares. Their fees differ too: 0.39% for FLCI.TO and 0.17% for XCB.TO.

Portfolio Optimizer

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