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HBB.TO vs. VBU.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBB.TO vs. VBU.NEO - 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 U.S. Aggregate Bond Index ETF (VBU.NEO). 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 2.02% return, which is significantly higher than VBU.NEO's 0.13% return. Over the past 10 years, HBB.TO has outperformed VBU.NEO with an annualized return of 1.36%, while VBU.NEO has yielded a comparatively lower 0.70% annualized return.


HBB.TO

1D
0.39%
1M
1.01%
YTD
2.02%
6M
1.80%
1Y
3.10%
3Y*
4.11%
5Y*
0.37%
10Y*
1.36%

VBU.NEO

1D
0.28%
1M
0.76%
YTD
0.13%
6M
-0.05%
1Y
2.43%
3Y*
2.52%
5Y*
-0.93%
10Y*
0.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBB.TO vs. VBU.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HBB.TO
Global X Canadian Select Universe Bond Index Corporate Class ETF
2.02%1.84%3.96%5.76%-11.94%-2.35%8.33%5.81%1.19%1.98%
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
0.13%4.92%0.11%4.79%-13.68%-2.06%7.26%7.77%-1.09%3.47%

Correlation

The correlation between HBB.TO and VBU.NEO is 0.62, 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

0.62

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

0.74

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

0.76

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2014

0.61

The correlation between HBB.TO and VBU.NEO shifts across timeframes, from 0.61 (all time) to 0.76 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HBB.TO vs. VBU.NEO — 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: 2121
Overall Rank
HBB.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HBB.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
HBB.TO Omega Ratio Rank: 1919
Omega Ratio Rank
HBB.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
HBB.TO Martin Ratio Rank: 2222
Martin Ratio Rank

VBU.NEO
VBU.NEO Risk / Return Rank: 1717
Overall Rank
VBU.NEO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VBU.NEO Sortino Ratio Rank: 1515
Sortino Ratio Rank
VBU.NEO Omega Ratio Rank: 1616
Omega Ratio Rank
VBU.NEO Calmar Ratio Rank: 1919
Calmar Ratio Rank
VBU.NEO Martin Ratio Rank: 1919
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. VBU.NEO - 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 U.S. Aggregate Bond Index ETF (VBU.NEO). 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.


HBB.TOVBU.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.12

1.10

+0.02

Calmar ratioReturn relative to maximum drawdown

1.12

0.80

+0.32

Martin ratioReturn relative to average drawdown

2.52

2.07

+0.44

HBB.TO vs. VBU.NEO - Sharpe Ratio Comparison

The current HBB.TO Sharpe Ratio is 0.69, which is higher than the VBU.NEO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of HBB.TO and VBU.NEO, 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

HBB.TO vs. VBU.NEO - Drawdown Comparison

The maximum HBB.TO drawdown since its inception was -18.23%, smaller than the maximum VBU.NEO drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for HBB.TO and VBU.NEO.


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Drawdown Indicators


HBB.TOVBU.NEODifference

Max Drawdown

Largest peak-to-trough decline

-18.23%

-19.34%

+1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-3.08%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-5.56%

-5.94%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-18.44%

+2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-18.23%

-19.34%

+1.11%

Current Drawdown

Current decline from peak

-2.45%

-7.41%

+4.96%

Average Drawdown

Average peak-to-trough decline

-4.57%

-5.31%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.18%

+0.05%

Volatility

HBB.TO vs. VBU.NEO - Volatility Comparison

The current volatility for Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.TO) is 1.08%, while Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) has a volatility of 1.25%. This indicates that HBB.TO experiences smaller price fluctuations and is considered to be less risky than VBU.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBB.TOVBU.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.25%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.38%

3.67%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

4.73%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.55%

6.30%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.09%

5.95%

+1.14%

HBB.TO vs. VBU.NEO - Expense Ratio Comparison

HBB.TO has a 0.09% expense ratio, which is lower than VBU.NEO's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HBB.TO vs. VBU.NEO - Dividend Comparison

HBB.TO has not paid dividends to shareholders, while VBU.NEO's dividend yield for the trailing twelve months is around 3.62%.


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%
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
3.62%3.50%3.34%2.93%2.32%1.87%2.15%2.36%2.24%2.20%2.18%2.23%

Frequently Asked Questions


HBB.TO and VBU.NEO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HBB.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HBB.TO is cheaper with a 0.09% expense ratio, compared with 0.22% for VBU.NEO.

HBB.TO tracks Solactive Canadian Select Universe Bond, while VBU.NEO tracks Bloomberg U.S. Aggregate Float Adjusted Bond Index (CAD Hedged). They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.09% for HBB.TO and 0.22% for VBU.NEO.

Portfolio Optimizer

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