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PSB.TO vs. CBH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSB.TO vs. CBH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) and iShares 1-10 Year Laddered Corporate Bond Index ETF (CBH.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, PSB.TO achieves a 1.49% return, which is significantly lower than CBH.TO's 1.58% return. Over the past 10 years, PSB.TO has outperformed CBH.TO with an annualized return of 2.68%, while CBH.TO has yielded a comparatively lower 2.31% annualized return.


PSB.TO

1D
0.11%
1M
0.21%
6M
1.49%
YTD
1.49%
1Y
3.77%
3Y*
6.00%
5Y*
2.96%
10Y*
2.68%

CBH.TO

1D
0.00%
1M
0.28%
6M
1.81%
YTD
1.58%
1Y
4.00%
3Y*
5.66%
5Y*
2.23%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSB.TO vs. CBH.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
1.49%4.68%7.08%6.44%-3.89%-0.97%6.08%4.25%1.59%0.23%
CBH.TO
iShares 1-10 Year Laddered Corporate Bond Index ETF
1.58%4.60%6.19%6.48%-6.85%-2.08%7.99%5.62%0.92%0.65%

Correlation

The correlation between PSB.TO and CBH.TO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.67

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

0.69

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2011

0.49

The correlation between PSB.TO and CBH.TO shifts across timeframes, from 0.49 (all time) to 0.69 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PSB.TO vs. CBH.TO — Risk / Return Rank

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

PSB.TO
PSB.TO Risk / Return Rank: 5252
Overall Rank
PSB.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PSB.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
PSB.TO Omega Ratio Rank: 4545
Omega Ratio Rank
PSB.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
PSB.TO Martin Ratio Rank: 5757
Martin Ratio Rank

CBH.TO
CBH.TO Risk / Return Rank: 4343
Overall Rank
CBH.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CBH.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
CBH.TO Omega Ratio Rank: 4343
Omega Ratio Rank
CBH.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
CBH.TO Martin Ratio Rank: 4141
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.

PSB.TO vs. CBH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) and iShares 1-10 Year Laddered Corporate Bond Index ETF (CBH.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.


PSB.TOCBH.TODifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

2.74

1.88

+0.86

Martin ratioReturn relative to average drawdown

8.23

5.62

+2.61

PSB.TO vs. CBH.TO - Sharpe Ratio Comparison

The current PSB.TO Sharpe Ratio is 1.37, which is comparable to the CBH.TO Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of PSB.TO and CBH.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

PSB.TO vs. CBH.TO - Drawdown Comparison

The maximum PSB.TO drawdown since its inception was -13.24%, smaller than the maximum CBH.TO drawdown of -16.36%. Use the drawdown chart below to compare losses from any high point for PSB.TO and CBH.TO.


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Drawdown Indicators


PSB.TOCBH.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.24%

-16.36%

+3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-2.14%

+0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-1.89%

-2.14%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-7.93%

-10.50%

+2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-13.24%

-16.36%

+3.12%

Current Drawdown

Current decline from peak

-0.23%

-0.11%

-0.12%

Average Drawdown

Average peak-to-trough decline

-1.00%

-1.86%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.71%

-0.25%

Volatility

PSB.TO vs. CBH.TO - Volatility Comparison

The current volatility for Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) is 0.61%, while iShares 1-10 Year Laddered Corporate Bond Index ETF (CBH.TO) has a volatility of 0.90%. This indicates that PSB.TO experiences smaller price fluctuations and is considered to be less risky than CBH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSB.TOCBH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.90%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

2.28%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

3.12%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.31%

4.04%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

6.47%

-1.62%

PSB.TO vs. CBH.TO - Expense Ratio Comparison

Both PSB.TO and CBH.TO have an expense ratio of 0.28%.


Dividends

PSB.TO vs. CBH.TO - Dividend Comparison

PSB.TO's dividend yield for the trailing twelve months is around 3.21%, less than CBH.TO's 3.37% yield.


PositionTTM20252024202320222021202020192018201720162015
CBH.TO
iShares 1-10 Year Laddered Corporate Bond Index ETF
3.37%3.32%3.21%3.28%3.17%2.91%2.92%3.33%3.65%3.82%2.59%2.94%
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
3.21%3.18%3.12%3.09%3.13%2.91%2.74%3.00%3.37%3.61%4.01%4.04%

Frequently Asked Questions


PSB.TO and CBH.TO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.28% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

PSB.TO and CBH.TO have the same expense ratio: 0.28% per year.

PSB.TO tracks FTSE Canada Investment Grade 1-5 Year Laddered Corporate Bond Index, while CBH.TO tracks Morningstar Can Corp Bd GR CAD. They also come from different issuers: Invesco and iShares.

Portfolio Optimizer

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