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HPR.TO vs. XSH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPR.TO vs. XSH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Active Preferred Share ETF (HPR.TO) and iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.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, HPR.TO achieves a 4.70% return, which is significantly higher than XSH.TO's 1.33% return. Over the past 10 years, HPR.TO has outperformed XSH.TO with an annualized return of 7.81%, while XSH.TO has yielded a comparatively lower 2.82% annualized return.


HPR.TO

1D
-0.19%
1M
0.88%
YTD
4.70%
6M
5.83%
1Y
17.66%
3Y*
19.60%
5Y*
7.36%
10Y*
7.81%

XSH.TO

1D
0.00%
1M
1.13%
YTD
1.33%
6M
1.34%
1Y
3.85%
3Y*
6.05%
5Y*
2.86%
10Y*
2.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPR.TO vs. XSH.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HPR.TO
Global X Active Preferred Share ETF
4.70%17.78%27.79%8.31%-19.54%24.30%6.35%2.43%-10.17%15.69%
XSH.TO
iShares Core Canadian Short Term Corporate Bond Index ETF
1.33%4.61%7.11%6.80%-4.52%-0.81%6.28%5.02%1.28%0.78%

Correlation

The correlation between HPR.TO and XSH.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.12

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

0.09

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

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2011

-0.00

The correlation between HPR.TO and XSH.TO shifts across timeframes, from -0.00 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HPR.TO vs. XSH.TO — Risk / Return Rank

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

HPR.TO
HPR.TO Risk / Return Rank: 9696
Overall Rank
HPR.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HPR.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
HPR.TO Omega Ratio Rank: 9797
Omega Ratio Rank
HPR.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
HPR.TO Martin Ratio Rank: 9797
Martin Ratio Rank

XSH.TO
XSH.TO Risk / Return Rank: 5353
Overall Rank
XSH.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XSH.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
XSH.TO Omega Ratio Rank: 5757
Omega Ratio Rank
XSH.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
XSH.TO Martin Ratio Rank: 5757
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.

HPR.TO vs. XSH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Active Preferred Share ETF (HPR.TO) and iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.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.


HPR.TOXSH.TODifference
Sharpe ratioReturn per unit of total volatility

+2.47

Sortino ratioReturn per unit of downside risk

+3.90

Omega ratioGain probability vs. loss probability

1.95

1.36

+0.59

Calmar ratioReturn relative to maximum drawdown

7.98

2.57

+5.42

Martin ratioReturn relative to average drawdown

41.59

10.05

+31.54

HPR.TO vs. XSH.TO - Sharpe Ratio Comparison

The current HPR.TO Sharpe Ratio is 4.26, which is higher than the XSH.TO Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of HPR.TO and XSH.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


HPR.TOXSH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.26

1.79

+2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

1.02

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.64

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.74

-0.74

Drawdowns

HPR.TO vs. XSH.TO - Drawdown Comparison

The maximum HPR.TO drawdown since its inception was -45.01%, which is greater than XSH.TO's maximum drawdown of -14.24%. Use the drawdown chart below to compare losses from any high point for HPR.TO and XSH.TO.


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Drawdown Indicators


HPR.TOXSH.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.01%

-14.24%

-30.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-1.51%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-7.83%

-1.51%

-6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

-7.80%

-15.08%

Max Drawdown (10Y)

Largest decline over 10 years

-45.01%

-14.24%

-30.77%

Current Drawdown

Current decline from peak

-0.42%

0.00%

-0.42%

Average Drawdown

Average peak-to-trough decline

-6.19%

-0.93%

-5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.38%

+0.05%

Volatility

HPR.TO vs. XSH.TO - Volatility Comparison

Global X Active Preferred Share ETF (HPR.TO) has a higher volatility of 0.98% compared to iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.TO) at 0.80%. This indicates that HPR.TO's price experiences larger fluctuations and is considered to be riskier than XSH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPR.TOXSH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

0.80%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

1.83%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

2.16%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.43%

2.83%

+5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.80%

4.42%

+7.38%

HPR.TO vs. XSH.TO - Expense Ratio Comparison

HPR.TO has a 0.64% expense ratio, which is higher than XSH.TO's 0.10% expense ratio.


Dividends

HPR.TO vs. XSH.TO - Dividend Comparison

HPR.TO's dividend yield for the trailing twelve months is around 4.73%, more than XSH.TO's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
HPR.TO
Global X Active Preferred Share ETF
4.73%4.34%4.28%5.56%5.96%4.01%5.12%4.88%4.40%3.89%4.34%4.61%
XSH.TO
iShares Core Canadian Short Term Corporate Bond Index ETF
3.89%3.82%3.64%3.24%2.97%2.65%2.61%2.80%2.86%2.93%3.08%3.18%

Frequently Asked Questions


HPR.TO and XSH.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSH.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSH.TO is cheaper with a 0.10% expense ratio, compared with 0.64% for HPR.TO.

HPR.TO is categorized as Preferred Stock/Convertible Bonds, while XSH.TO is Canadian Government Bonds. They also come from different issuers: Global X and iShares. Their fees differ too: 0.64% for HPR.TO and 0.10% for XSH.TO.

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