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ICPB.TO vs. XFLI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICPB.TO vs. XFLI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in IA Clarington Agile Core Plus Bond Fund Series ETF (ICPB.TO) and iShares Flexible Monthly Income ETF CAD (XFLI.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, ICPB.TO achieves a 0.84% return, which is significantly lower than XFLI.TO's 3.13% return.


ICPB.TO

1D
0.00%
1M
-0.69%
6M
0.20%
YTD
0.84%
1Y
3.00%
3Y*
4.80%
5Y*
1.80%
10Y*
ALL TIME*
2.76%

XFLI.TO

1D
0.10%
1M
-1.53%
6M
2.95%
YTD
3.13%
1Y
7.23%
3Y*
5Y*
10Y*
ALL TIME*
6.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$109.45KCA$91.77KCA$92.24K
CA$99.87KCA$131.75KCA$126.08K

ICPB.TO vs. XFLI.TO - Yearly Performance Comparison


2026 (YTD)20252024
ICPB.TO
IA Clarington Agile Core Plus Bond Fund Series ETF
0.84%3.82%1.69%
XFLI.TO
iShares Flexible Monthly Income ETF CAD
3.13%2.07%6.23%

Correlation

The correlation between ICPB.TO and XFLI.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2024

0.13

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Return for Risk

ICPB.TO vs. XFLI.TO — Risk / Return Rank

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

ICPB.TO
ICPB.TO Risk / Return Rank: 3434
Overall Rank
ICPB.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ICPB.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
ICPB.TO Omega Ratio Rank: 2828
Omega Ratio Rank
ICPB.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
ICPB.TO Martin Ratio Rank: 4444
Martin Ratio Rank

XFLI.TO
XFLI.TO Risk / Return Rank: 5050
Overall Rank
XFLI.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XFLI.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
XFLI.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XFLI.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
XFLI.TO Martin Ratio Rank: 3636
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.

ICPB.TO vs. XFLI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IA Clarington Agile Core Plus Bond Fund Series ETF (ICPB.TO) and iShares Flexible Monthly Income ETF CAD (XFLI.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.

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.


ICPB.TOXFLI.TODifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.13

1.26

-0.13

Calmar ratioReturn relative to maximum drawdown

1.39

1.75

-0.36

Martin ratioReturn relative to average drawdown

4.91

3.69

+1.22

ICPB.TO vs. XFLI.TO - Sharpe Ratio Comparison

The current ICPB.TO Sharpe Ratio is 0.76, which is lower than the XFLI.TO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ICPB.TO and XFLI.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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Drawdowns

ICPB.TO vs. XFLI.TO - Drawdown Comparison

The maximum ICPB.TO drawdown since its inception was -16.58%, which is greater than XFLI.TO's maximum drawdown of -6.92%. Use the drawdown chart below to compare losses from any high point for ICPB.TO and XFLI.TO.


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Drawdown Indicators


ICPB.TOXFLI.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.58%

-6.92%

-9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.17%

-4.15%

+1.98%

Max Drawdown (3Y)

Largest decline over 3 years

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-10.41%

Current Drawdown

Current decline from peak

-0.85%

-2.13%

+1.28%

Average Drawdown

Average peak-to-trough decline

-2.43%

-2.05%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

1.96%

-1.35%

Volatility

ICPB.TO vs. XFLI.TO - Volatility Comparison

The current volatility for IA Clarington Agile Core Plus Bond Fund Series ETF (ICPB.TO) is 1.00%, while iShares Flexible Monthly Income ETF CAD (XFLI.TO) has a volatility of 1.06%. This indicates that ICPB.TO experiences smaller price fluctuations and is considered to be less risky than XFLI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICPB.TOXFLI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

1.06%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

4.24%

-1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

5.59%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

6.31%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.13%

6.31%

+2.82%

Dividends

ICPB.TO vs. XFLI.TO - Dividend Comparison

ICPB.TO's dividend yield for the trailing twelve months is around 4.63%, less than XFLI.TO's 5.45% yield.


PositionTTM20252024202320222021202020192018
ICPB.TO
IA Clarington Agile Core Plus Bond Fund Series ETF
4.63%4.19%4.69%4.25%4.45%3.03%2.86%2.82%0.19%
XFLI.TO
iShares Flexible Monthly Income ETF CAD
5.45%5.69%2.07%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ICPB.TO and XFLI.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICPB.TO is categorized as Intermediate Core-Plus Bond, while XFLI.TO is High Yield Bonds. They also come from different issuers: IA Clarington Investments Inc. and iShares.

Portfolio Optimizer

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