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HBB.TO vs. VAB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBB.TO vs. VAB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.TO) and Vanguard Canadian Aggregate Bond Index ETF (VAB.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, HBB.TO achieves a 1.48% return, which is significantly lower than VAB.TO's 1.62% return. Over the past 10 years, HBB.TO has underperformed VAB.TO with an annualized return of 1.30%, while VAB.TO has yielded a comparatively higher 1.51% annualized return.


HBB.TO

1D
-0.04%
1M
1.71%
YTD
1.48%
6M
0.58%
1Y
2.70%
3Y*
3.63%
5Y*
0.33%
10Y*
1.30%

VAB.TO

1D
-0.07%
1M
1.70%
YTD
1.62%
6M
0.78%
1Y
3.12%
3Y*
4.12%
5Y*
0.66%
10Y*
1.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBB.TO vs. VAB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HBB.TO
Global X Canadian Select Universe Bond Index Corporate Class ETF
1.48%1.84%3.96%5.76%-11.94%-2.35%8.33%5.81%1.19%1.98%
VAB.TO
Vanguard Canadian Aggregate Bond Index ETF
1.62%2.28%3.98%6.90%-11.86%-2.88%8.26%6.77%1.13%2.30%

Correlation

The correlation between HBB.TO and VAB.TO is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.95

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

0.95

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

0.89

Correlation (All Time)
Calculated using the full available price history since May 9, 2014

0.80

The correlation between HBB.TO and VAB.TO shifts across timeframes, from 0.80 (all time) to 0.95 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HBB.TO vs. VAB.TO — Risk / Return Rank

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

HBB.TO
HBB.TO Risk / Return Rank: 1919
Overall Rank
HBB.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HBB.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
HBB.TO Omega Ratio Rank: 1818
Omega Ratio Rank
HBB.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
HBB.TO Martin Ratio Rank: 1919
Martin Ratio Rank

VAB.TO
VAB.TO Risk / Return Rank: 2121
Overall Rank
VAB.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VAB.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
VAB.TO Omega Ratio Rank: 1919
Omega Ratio Rank
VAB.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
VAB.TO Martin Ratio Rank: 2121
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.

HBB.TO vs. VAB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.TO) and Vanguard Canadian Aggregate Bond Index ETF (VAB.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.


HBB.TOVAB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.11

1.12

-0.02

Calmar ratioReturn relative to maximum drawdown

0.97

1.10

-0.13

Martin ratioReturn relative to average drawdown

2.20

2.61

-0.42

HBB.TO vs. VAB.TO - Sharpe Ratio Comparison

The current HBB.TO Sharpe Ratio is 0.61, which is comparable to the VAB.TO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of HBB.TO and VAB.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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Sharpe Ratios by Period


HBB.TOVAB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.72

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.10

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.23

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.39

-0.09

Drawdowns

HBB.TO vs. VAB.TO - Drawdown Comparison

The maximum HBB.TO drawdown since its inception was -18.23%, roughly equal to the maximum VAB.TO drawdown of -18.39%. Use the drawdown chart below to compare losses from any high point for HBB.TO and VAB.TO.


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Drawdown Indicators


HBB.TOVAB.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.23%

-18.39%

+0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-2.83%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.56%

-5.31%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-15.82%

-0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-18.23%

-18.39%

+0.16%

Current Drawdown

Current decline from peak

-2.97%

-1.92%

-1.05%

Average Drawdown

Average peak-to-trough decline

-4.58%

-4.11%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.20%

+0.03%

Volatility

HBB.TO vs. VAB.TO - Volatility Comparison

Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.TO) and Vanguard Canadian Aggregate Bond Index ETF (VAB.TO) have volatilities of 1.58% and 1.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBB.TOVAB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.59%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.43%

3.45%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

4.38%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.54%

6.58%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.09%

6.48%

+0.61%

HBB.TO vs. VAB.TO - Expense Ratio Comparison

Both HBB.TO and VAB.TO have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

HBB.TO vs. VAB.TO - Dividend Comparison

HBB.TO has not paid dividends to shareholders, while VAB.TO's dividend yield for the trailing twelve months is around 3.32%.


PositionTTM20252024202320222021202020192018201720162015
HBB.TO
Global X Canadian Select Universe Bond Index Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VAB.TO
Vanguard Canadian Aggregate Bond Index ETF
3.32%3.33%3.19%2.95%2.87%2.48%2.50%2.65%2.79%2.77%2.75%2.78%

Frequently Asked Questions


With a correlation of 0.94, HBB.TO and VAB.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HBB.TO and VAB.TO have the same expense ratio: 0.09% per year.

HBB.TO is categorized as Total Bond Market, while VAB.TO is Canadian Government Bonds. HBB.TO tracks Solactive Canadian Select Universe Bond, while VAB.TO tracks Bloomberg Global Aggregate Canadian Float Adjusted Bond Index. They also come from different issuers: Global X and Vanguard.

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