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IEF vs. XSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. XSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and iShares Core Canadian Short Term Bond Index ETF (XSB.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IEF achieves a -0.47% return, which is significantly higher than XSB.TO's -0.83% return. Over the past 10 years, IEF has underperformed XSB.TO with an annualized return of 0.59%, while XSB.TO has yielded a comparatively higher 1.10% annualized return.


IEF

1D
-0.17%
1M
1.05%
YTD
-0.47%
6M
-0.18%
1Y
3.78%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%

XSB.TO

1D
-0.18%
1M
-1.11%
YTD
-0.83%
6M
-0.03%
1Y
0.52%
3Y*
3.42%
5Y*
-0.85%
10Y*
1.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. XSB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
-0.83%8.66%-2.39%7.22%-9.76%-1.06%7.75%7.64%-6.28%7.40%

Correlation

The correlation between IEF and XSB.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.32

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

0.27

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.09

The correlation between IEF and XSB.TO shifts across timeframes, from 0.09 (all time) to 0.32 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEF vs. XSB.TO — Risk / Return Rank

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

IEF
IEF Risk / Return Rank: 2222
Overall Rank
IEF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2121
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
Martin Ratio Rank

XSB.TO
XSB.TO Risk / Return Rank: 5454
Overall Rank
XSB.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4949
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.

IEF vs. XSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and iShares Core Canadian Short Term Bond Index ETF (XSB.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.


IEFXSB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.12

1.04

+0.09

Calmar ratioReturn relative to maximum drawdown

0.84

0.28

+0.55

Martin ratioReturn relative to average drawdown

2.35

0.67

+1.67

IEF vs. XSB.TO - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is higher than the XSB.TO Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of IEF and XSB.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

IEF vs. XSB.TO - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum XSB.TO drawdown of -28.27%. Use the drawdown chart below to compare losses from any high point for IEF and XSB.TO.


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Drawdown Indicators


IEFXSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-28.27%

+4.34%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-3.40%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-7.05%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-17.85%

-3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-18.49%

-5.44%

Current Drawdown

Current decline from peak

-11.18%

-8.46%

-2.72%

Average Drawdown

Average peak-to-trough decline

-5.35%

-11.08%

+5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.43%

+0.02%

Volatility

IEF vs. XSB.TO - Volatility Comparison

iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.62% compared to iShares Core Canadian Short Term Bond Index ETF (XSB.TO) at 1.18%. This indicates that IEF's price experiences larger fluctuations and is considered to be riskier than XSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFXSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.18%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

3.67%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

4.74%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

6.84%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

7.24%

-0.61%

IEF vs. XSB.TO - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is higher than XSB.TO's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IEF vs. XSB.TO - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, more than XSB.TO's 3.10% yield.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.89%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
3.10%3.15%3.05%2.67%2.28%2.05%2.21%2.39%2.39%2.36%2.36%2.50%

Frequently Asked Questions


IEF and XSB.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XSB.TO is cheaper with a 0.10% expense ratio, compared with 0.15% for IEF.

IEF is categorized as Government Bonds, while XSB.TO is Canadian Government Bonds. IEF tracks ICE U.S. Treasury 7-10 Year Bond Index, while XSB.TO tracks Morningstar Can 1-5Y Core Bd GR CAD. Their fees differ too: 0.15% for IEF and 0.10% for XSB.TO.

Portfolio Optimizer

Find the right allocation for IEF and XSB.TO

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