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ICCB.TO vs. EQL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICCB.TO vs. EQL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco Canadian Core Plus Bond ETF (ICCB.TO) and Invesco S&P 500 Equal Weight Index ETF CAD (EQL.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ICCB.TO

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

EQL.TO

1D
-1.15%
1M
3.68%
YTD
10.46%
6M
9.85%
1Y
21.38%
3Y*
15.82%
5Y*
10.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ICCB.TO vs. EQL.TO — Risk / Return Rank

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

ICCB.TO

EQL.TO
EQL.TO Risk / Return Rank: 6262
Overall Rank
EQL.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EQL.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
EQL.TO Omega Ratio Rank: 5555
Omega Ratio Rank
EQL.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
EQL.TO Martin Ratio Rank: 6767
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.

ICCB.TO vs. EQL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Canadian Core Plus Bond ETF (ICCB.TO) and Invesco S&P 500 Equal Weight Index ETF CAD (EQL.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ICCB.TO vs. EQL.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ICCB.TOEQL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

Drawdowns

ICCB.TO vs. EQL.TO - Drawdown Comparison


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Drawdown Indicators


ICCB.TOEQL.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.73%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.73%

Current Drawdown

Current decline from peak

-1.15%

Average Drawdown

Average peak-to-trough decline

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

Volatility

ICCB.TO vs. EQL.TO - Volatility Comparison


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Volatility by Period


ICCB.TOEQL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

Dividends

ICCB.TO vs. EQL.TO - Dividend Comparison

ICCB.TO has not paid dividends to shareholders, while EQL.TO's dividend yield for the trailing twelve months is around 1.26%.


PositionTTM20252024202320222021202020192018
EQL.TO
Invesco S&P 500 Equal Weight Index ETF CAD
1.26%1.38%0.97%1.39%1.51%1.30%2.00%1.12%0.82%
ICCB.TO
Invesco Canadian Core Plus Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ICCB.TO is categorized as Intermediate Core-Plus Bond, while EQL.TO is S&P 500.

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