PortfoliosLab logoPortfoliosLab logo
IXJ vs. SOBO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXJ vs. SOBO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Healthcare ETF (IXJ) and South Bow Corp (SOBO.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IXJ achieves a -1.18% return, which is significantly lower than SOBO.TO's 40.47% return.


IXJ

1D
-0.24%
1M
3.58%
YTD
-1.18%
6M
-0.09%
1Y
11.25%
3Y*
5.65%
5Y*
4.37%
10Y*
8.43%

SOBO.TO

1D
1.07%
1M
2.17%
YTD
40.47%
6M
44.56%
1Y
51.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXJ vs. SOBO.TO - Yearly Performance Comparison


2026 (YTD)20252024
IXJ
iShares Global Healthcare ETF
-1.18%14.99%-11.93%
SOBO.TO
South Bow Corp
40.47%25.61%15.72%

Correlation

The correlation between IXJ and SOBO.TO is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

-0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IXJ vs. SOBO.TO — Risk / Return Rank

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

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

SOBO.TO
SOBO.TO Risk / Return Rank: 9292
Overall Rank
SOBO.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SOBO.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOBO.TO Omega Ratio Rank: 9292
Omega Ratio Rank
SOBO.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
SOBO.TO Martin Ratio Rank: 9191
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.

IXJ vs. SOBO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare ETF (IXJ) and South Bow Corp (SOBO.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.


IXJSOBO.TODifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.28

Omega ratioGain probability vs. loss probability

1.13

1.41

-0.28

Calmar ratioReturn relative to maximum drawdown

0.95

4.00

-3.05

Martin ratioReturn relative to average drawdown

2.29

11.44

-9.15

IXJ vs. SOBO.TO - Sharpe Ratio Comparison

The current IXJ Sharpe Ratio is 0.69, which is lower than the SOBO.TO Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IXJ and SOBO.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.


Loading charts...

Drawdowns

IXJ vs. SOBO.TO - Drawdown Comparison

The maximum IXJ drawdown since its inception was -40.60%, which is greater than SOBO.TO's maximum drawdown of -27.09%. Use the drawdown chart below to compare losses from any high point for IXJ and SOBO.TO.


Loading charts...

Drawdown Indicators


IXJSOBO.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-27.09%

-13.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-12.68%

+1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-27.35%

Current Drawdown

Current decline from peak

-5.37%

-0.27%

-5.10%

Average Drawdown

Average peak-to-trough decline

-6.92%

-4.27%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

4.44%

+0.08%

Volatility

IXJ vs. SOBO.TO - Volatility Comparison

The current volatility for iShares Global Healthcare ETF (IXJ) is 4.81%, while South Bow Corp (SOBO.TO) has a volatility of 7.11%. This indicates that IXJ experiences smaller price fluctuations and is considered to be less risky than SOBO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IXJSOBO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

7.11%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

14.83%

-4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

20.22%

-5.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

44.59%

-30.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

44.59%

-28.89%

Dividends

IXJ vs. SOBO.TO - Dividend Comparison

IXJ's dividend yield for the trailing twelve months is around 1.41%, less than SOBO.TO's 5.18% yield.


PositionTTM20252024202320222021202020192018201720162015
IXJ
iShares Global Healthcare ETF
1.41%1.40%1.50%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.85%
SOBO.TO
South Bow Corp
5.18%7.37%2.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IXJ and SOBO.TO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IXJ and SOBO.TO

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

Open Portfolio Optimizer