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IEFA vs. XLB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEFA vs. XLB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI EAFE ETF (IEFA) and iShares Core Canadian Long Term Bond Index ETF (XLB.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IEFA achieves a 9.51% return, which is significantly higher than XLB.TO's 0.25% return. Over the past 10 years, IEFA has outperformed XLB.TO with an annualized return of 9.90%, while XLB.TO has yielded a comparatively lower -0.14% annualized return.


IEFA

1D
0.18%
1M
0.85%
YTD
9.51%
6M
11.08%
1Y
20.89%
3Y*
16.31%
5Y*
8.10%
10Y*
9.90%

XLB.TO

1D
-0.39%
1M
-0.19%
YTD
0.25%
6M
1.39%
1Y
1.01%
3Y*
1.86%
5Y*
-4.59%
10Y*
-0.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEFA vs. XLB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEFA
iShares Core MSCI EAFE ETF
9.51%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-14.14%26.57%
XLB.TO
iShares Core Canadian Long Term Bond Index ETF
0.25%3.99%-7.15%11.81%-26.31%-4.54%13.88%17.71%-7.99%14.89%

Correlation

The correlation between IEFA and XLB.TO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.31

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

0.19

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

0.05

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

-0.01

The correlation between IEFA and XLB.TO shifts across timeframes, from -0.01 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEFA vs. XLB.TO — Risk / Return Rank

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

IEFA
IEFA Risk / Return Rank: 4444
Overall Rank
IEFA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 4444
Sortino Ratio Rank
IEFA Omega Ratio Rank: 4343
Omega Ratio Rank
IEFA Calmar Ratio Rank: 4242
Calmar Ratio Rank
IEFA Martin Ratio Rank: 4848
Martin Ratio Rank

XLB.TO
XLB.TO Risk / Return Rank: 1616
Overall Rank
XLB.TO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XLB.TO Sortino Ratio Rank: 1515
Sortino Ratio Rank
XLB.TO Omega Ratio Rank: 1515
Omega Ratio Rank
XLB.TO Calmar Ratio Rank: 1919
Calmar Ratio Rank
XLB.TO Martin Ratio Rank: 1616
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.

IEFA vs. XLB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE ETF (IEFA) and iShares Core Canadian Long Term Bond Index ETF (XLB.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.


IEFAXLB.TODifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.25

1.03

+0.22

Calmar ratioReturn relative to maximum drawdown

1.83

0.18

+1.65

Martin ratioReturn relative to average drawdown

6.93

0.38

+6.55

IEFA vs. XLB.TO - Sharpe Ratio Comparison

The current IEFA Sharpe Ratio is 1.35, which is higher than the XLB.TO Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of IEFA and XLB.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

IEFA vs. XLB.TO - Drawdown Comparison

The maximum IEFA drawdown since its inception was -34.78%, roughly equal to the maximum XLB.TO drawdown of -36.38%. Use the drawdown chart below to compare losses from any high point for IEFA and XLB.TO.


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Drawdown Indicators


IEFAXLB.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.78%

-36.38%

+1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-5.76%

-5.74%

Max Drawdown (3Y)

Largest decline over 3 years

-13.76%

-14.63%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-30.41%

-34.20%

+3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-34.78%

-36.38%

+1.60%

Current Drawdown

Current decline from peak

-0.60%

-24.01%

+23.41%

Average Drawdown

Average peak-to-trough decline

-6.68%

-11.09%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.63%

+0.40%

Volatility

IEFA vs. XLB.TO - Volatility Comparison

iShares Core MSCI EAFE ETF (IEFA) has a higher volatility of 5.50% compared to iShares Core Canadian Long Term Bond Index ETF (XLB.TO) at 3.13%. This indicates that IEFA's price experiences larger fluctuations and is considered to be riskier than XLB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFAXLB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

3.13%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

6.88%

+6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

8.96%

+6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

13.88%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

13.36%

+3.95%

IEFA vs. XLB.TO - Expense Ratio Comparison

IEFA has a 0.07% expense ratio, which is lower than XLB.TO's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IEFA vs. XLB.TO - Dividend Comparison

IEFA's dividend yield for the trailing twelve months is around 3.24%, less than XLB.TO's 4.02% yield.


PositionTTM20252024202320222021202020192018201720162015
IEFA
iShares Core MSCI EAFE ETF
3.24%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%
XLB.TO
iShares Core Canadian Long Term Bond Index ETF
4.02%4.05%3.82%3.73%3.97%3.03%2.90%3.18%3.56%3.45%3.62%3.64%

Frequently Asked Questions


IEFA and XLB.TO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEFA is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEFA is cheaper with a 0.07% expense ratio, compared with 0.20% for XLB.TO.

IEFA is categorized as Foreign Large Cap Equities, while XLB.TO is Canadian Government Bonds. IEFA tracks MSCI EAFE IMI Index (Net), while XLB.TO tracks Morningstar Can 10+Y Core Bd GR CAD. Their fees differ too: 0.07% for IEFA and 0.20% for XLB.TO.

Portfolio Optimizer

Find the right allocation for IEFA and XLB.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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