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MCSB.TO vs. MUB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCSB.TO vs. MUB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Mackenzie Canadian Short Term Fixed Income ETF (MCSB.TO) and Mackenzie Unconstrained Bond ETF (MUB.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, MCSB.TO achieves a 1.47% return, which is significantly higher than MUB.TO's 0.24% return.


MCSB.TO

1D
0.00%
1M
0.01%
6M
0.96%
YTD
1.47%
1Y
3.57%
3Y*
5.39%
5Y*
5.00%
10Y*

MUB.TO

1D
-0.28%
1M
-0.70%
6M
-0.36%
YTD
0.24%
1Y
3.01%
3Y*
4.68%
5Y*
1.68%
10Y*
2.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCSB.TO vs. MUB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCSB.TO
Mackenzie Canadian Short Term Fixed Income ETF
1.47%3.93%6.41%5.77%-4.18%11.34%5.66%3.79%1.50%-0.06%
MUB.TO
Mackenzie Unconstrained Bond ETF
0.24%4.32%5.19%6.36%-7.06%-0.79%5.91%5.34%1.25%0.47%

Correlation

The correlation between MCSB.TO and MUB.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.23

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

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2017

0.14

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Return for Risk

MCSB.TO vs. MUB.TO — Risk / Return Rank

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

MCSB.TO
MCSB.TO Risk / Return Rank: 5959
Overall Rank
MCSB.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MCSB.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
MCSB.TO Omega Ratio Rank: 6666
Omega Ratio Rank
MCSB.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
MCSB.TO Martin Ratio Rank: 5151
Martin Ratio Rank

MUB.TO
MUB.TO Risk / Return Rank: 3030
Overall Rank
MUB.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MUB.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
MUB.TO Omega Ratio Rank: 2626
Omega Ratio Rank
MUB.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
MUB.TO Martin Ratio Rank: 3131
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.

MCSB.TO vs. MUB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mackenzie Canadian Short Term Fixed Income ETF (MCSB.TO) and Mackenzie Unconstrained Bond ETF (MUB.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.


MCSB.TOMUB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.32

1.15

+0.16

Calmar ratioReturn relative to maximum drawdown

2.41

1.52

+0.89

Martin ratioReturn relative to average drawdown

6.98

3.56

+3.42

MCSB.TO vs. MUB.TO - Sharpe Ratio Comparison

The current MCSB.TO Sharpe Ratio is 1.59, which is higher than the MUB.TO Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MCSB.TO and MUB.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

MCSB.TO vs. MUB.TO - Drawdown Comparison

The maximum MCSB.TO drawdown since its inception was -8.35%, smaller than the maximum MUB.TO drawdown of -13.12%. Use the drawdown chart below to compare losses from any high point for MCSB.TO and MUB.TO.


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Drawdown Indicators


MCSB.TOMUB.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.35%

-13.12%

+4.77%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-1.99%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-1.49%

-3.21%

+1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-6.24%

-11.78%

+5.54%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

Current Drawdown

Current decline from peak

-0.34%

-1.25%

+0.91%

Average Drawdown

Average peak-to-trough decline

-1.05%

-2.33%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

0.85%

-0.34%

Volatility

MCSB.TO vs. MUB.TO - Volatility Comparison

The current volatility for Mackenzie Canadian Short Term Fixed Income ETF (MCSB.TO) is 0.71%, while Mackenzie Unconstrained Bond ETF (MUB.TO) has a volatility of 1.44%. This indicates that MCSB.TO experiences smaller price fluctuations and is considered to be less risky than MUB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCSB.TOMUB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

1.44%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

2.66%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.26%

3.43%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

6.32%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.83%

6.77%

-0.94%

Dividends

MCSB.TO vs. MUB.TO - Dividend Comparison

MCSB.TO's dividend yield for the trailing twelve months is around 3.12%, less than MUB.TO's 4.50% yield.


PositionTTM2025202420232022202120202019201820172016
MCSB.TO
Mackenzie Canadian Short Term Fixed Income ETF
3.12%3.16%3.17%3.18%2.47%12.93%2.47%2.31%2.91%0.14%0.00%
MUB.TO
Mackenzie Unconstrained Bond ETF
4.50%4.93%4.74%4.96%4.96%3.39%3.39%3.98%4.17%4.56%3.02%

Frequently Asked Questions


MCSB.TO and MUB.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MCSB.TO is categorized as Short-Term Bond, while MUB.TO is Nontraditional Bonds.

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