PortfoliosLab logoPortfoliosLab logo
HBND.TO vs. SCHZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HBND.TO vs. SCHZ - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged) (HBND.TO) and Schwab U.S. Aggregate Bond ETF (SCHZ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HBND.TO vs. SCHZ - Yearly Performance Comparison


2026 (YTD)202520242023
HBND.TO
Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged)
-1.01%4.05%-7.02%4.80%
SCHZ
Schwab U.S. Aggregate Bond ETF
1.40%2.32%9.96%2.93%
Different Trading Currencies

HBND.TO is traded in CAD, while SCHZ is traded in USD. To make them comparable, the SCHZ values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HBND.TO achieves a -1.01% return, which is significantly lower than SCHZ's 1.40% return.


HBND.TO

1D
-0.72%
1M
-4.53%
YTD
-1.01%
6M
-1.85%
1Y
-1.37%
3Y*
5Y*
10Y*

SCHZ

1D
0.15%
1M
0.19%
YTD
1.40%
6M
0.86%
1Y
0.93%
3Y*
4.56%
5Y*
2.29%
10Y*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HBND.TO vs. SCHZ - Expense Ratio Comparison

HBND.TO has a 0.45% expense ratio, which is higher than SCHZ's 0.03% expense ratio.


Return for Risk

HBND.TO vs. SCHZ — Risk / Return Rank

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

HBND.TO
HBND.TO Risk / Return Rank: 99
Overall Rank
HBND.TO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
HBND.TO Sortino Ratio Rank: 88
Sortino Ratio Rank
HBND.TO Omega Ratio Rank: 88
Omega Ratio Rank
HBND.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
HBND.TO Martin Ratio Rank: 1111
Martin Ratio Rank

SCHZ
SCHZ Risk / Return Rank: 6161
Overall Rank
SCHZ Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SCHZ Sortino Ratio Rank: 6161
Sortino Ratio Rank
SCHZ Omega Ratio Rank: 5252
Omega Ratio Rank
SCHZ Calmar Ratio Rank: 7474
Calmar Ratio Rank
SCHZ 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.

HBND.TO vs. SCHZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged) (HBND.TO) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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.


HBND.TOSCHZDifference

Sharpe ratio

Return per unit of total volatility

-0.13

0.15

-0.28

Sortino ratio

Return per unit of downside risk

-0.11

0.24

-0.35

Omega ratio

Gain probability vs. loss probability

0.99

1.03

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.07

0.27

-0.34

Martin ratio

Return relative to average drawdown

-0.16

0.54

-0.70

HBND.TO vs. SCHZ - Sharpe Ratio Comparison

The current HBND.TO Sharpe Ratio is -0.13, which is lower than the SCHZ Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of HBND.TO and SCHZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HBND.TOSCHZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

0.15

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.57

-0.55

Correlation

The correlation between HBND.TO and SCHZ is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HBND.TO vs. SCHZ - Dividend Comparison

HBND.TO's dividend yield for the trailing twelve months is around 10.88%, more than SCHZ's 4.07% yield.


TTM20252024202320222021202020192018201720162015
HBND.TO
Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged)
10.88%11.84%11.51%2.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHZ
Schwab U.S. Aggregate Bond ETF
4.07%4.05%3.96%3.28%2.63%2.16%2.43%2.79%2.56%2.40%2.24%2.11%

Drawdowns

HBND.TO vs. SCHZ - Drawdown Comparison

The maximum HBND.TO drawdown since its inception was -13.65%, smaller than the maximum SCHZ drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for HBND.TO and SCHZ.


Loading graphics...

Drawdown Indicators


HBND.TOSCHZDifference

Max Drawdown

Largest peak-to-trough decline

-13.65%

-18.74%

+5.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-2.51%

-6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.01%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

-8.67%

-2.71%

-5.96%

Average Drawdown

Average peak-to-trough decline

-6.39%

-3.70%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

0.87%

+3.08%

Volatility

HBND.TO vs. SCHZ - Volatility Comparison

Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged) (HBND.TO) has a higher volatility of 3.46% compared to Schwab U.S. Aggregate Bond ETF (SCHZ) at 2.14%. This indicates that HBND.TO's price experiences larger fluctuations and is considered to be riskier than SCHZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HBND.TOSCHZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

2.14%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

5.93%

4.21%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

10.30%

6.42%

+3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.57%

7.84%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.57%

7.97%

+3.60%