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FLVI.NEO vs. XBB.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLVI.NEO vs. XBB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) and iShares Core Canadian Universe Bond Index ETF (XBB.TO). The values are adjusted to include any dividend payments, if applicable.

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FLVI.NEO vs. XBB.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FLVI.NEO achieves a 7.35% return, which is significantly higher than XBB.TO's -0.19% return.


FLVI.NEO

1D
0.80%
1M
-1.06%
YTD
7.35%
6M
13.01%
1Y
27.56%
3Y*
5Y*
10Y*

XBB.TO

1D
-0.25%
1M
-1.83%
YTD
-0.19%
6M
-0.37%
1Y
0.04%
3Y*
3.26%
5Y*
0.51%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLVI.NEO vs. XBB.TO - Expense Ratio Comparison


Return for Risk

FLVI.NEO vs. XBB.TO — Risk / Return Rank

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

FLVI.NEO
FLVI.NEO Risk / Return Rank: 8787
Overall Rank
FLVI.NEO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FLVI.NEO Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLVI.NEO Omega Ratio Rank: 9191
Omega Ratio Rank
FLVI.NEO Calmar Ratio Rank: 8484
Calmar Ratio Rank
FLVI.NEO Martin Ratio Rank: 8282
Martin Ratio Rank

XBB.TO
XBB.TO Risk / Return Rank: 1212
Overall Rank
XBB.TO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XBB.TO Sortino Ratio Rank: 1010
Sortino Ratio Rank
XBB.TO Omega Ratio Rank: 1010
Omega Ratio Rank
XBB.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
XBB.TO Martin Ratio Rank: 1414
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.

FLVI.NEO vs. XBB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) and iShares Core Canadian Universe Bond Index ETF (XBB.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.


FLVI.NEOXBB.TODifference

Sharpe ratio

Return per unit of total volatility

1.91

0.01

+1.90

Sortino ratio

Return per unit of downside risk

2.70

0.04

+2.66

Omega ratio

Gain probability vs. loss probability

1.41

1.01

+0.40

Calmar ratio

Return relative to maximum drawdown

2.70

0.15

+2.55

Martin ratio

Return relative to average drawdown

10.11

0.30

+9.81

FLVI.NEO vs. XBB.TO - Sharpe Ratio Comparison

The current FLVI.NEO Sharpe Ratio is 1.91, which is higher than the XBB.TO Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of FLVI.NEO and XBB.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


FLVI.NEOXBB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

0.01

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

1.94

0.71

+1.23

Correlation

The correlation between FLVI.NEO and XBB.TO is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLVI.NEO vs. XBB.TO - Dividend Comparison

FLVI.NEO's dividend yield for the trailing twelve months is around 2.37%, less than XBB.TO's 3.43% yield.


TTM20252024202320222021202020192018201720162015
FLVI.NEO
Franklin International Low Volatility High Dividend Index ETF
2.37%3.07%3.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
3.43%3.39%3.25%3.01%2.91%2.54%2.55%2.80%2.92%2.83%2.81%2.87%

Drawdowns

FLVI.NEO vs. XBB.TO - Drawdown Comparison

The maximum FLVI.NEO drawdown since its inception was -11.90%, smaller than the maximum XBB.TO drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for FLVI.NEO and XBB.TO.


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Drawdown Indicators


FLVI.NEOXBB.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.90%

-18.16%

+6.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-2.80%

-7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

Max Drawdown (10Y)

Largest decline over 10 years

-18.16%

Current Drawdown

Current decline from peak

-3.06%

-3.03%

-0.03%

Average Drawdown

Average peak-to-trough decline

-1.55%

-2.77%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.41%

+1.27%

Volatility

FLVI.NEO vs. XBB.TO - Volatility Comparison

Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) has a higher volatility of 4.40% compared to iShares Core Canadian Universe Bond Index ETF (XBB.TO) at 2.00%. This indicates that FLVI.NEO's price experiences larger fluctuations and is considered to be riskier than XBB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLVI.NEOXBB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

2.00%

+2.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

3.10%

+4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

4.72%

+9.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.01%

6.60%

+6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.01%

6.68%

+6.33%