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QBB.TO vs. XAGH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBB.TO vs. XAGH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Mackenzie Canadian Aggregate Bond Index ETF (QBB.TO) and iShares U.S. Aggregate Bond Index ETF (CAD-Hedged) (XAGH.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QBB.TO

1D
0.02%
1M
-0.68%
6M
0.45%
YTD
0.99%
1Y
4.09%
3Y*
4.18%
5Y*
0.41%
10Y*

XAGH.TO

1D
0.28%
1M
-0.45%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBB.TO vs. XAGH.TO - Yearly Performance Comparison


Correlation

The correlation between QBB.TO and XAGH.TO is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 20, 2026

0.75

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Return for Risk

QBB.TO vs. XAGH.TO — Risk / Return Rank

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

QBB.TO
QBB.TO Risk / Return Rank: 3232
Overall Rank
QBB.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
QBB.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
QBB.TO Omega Ratio Rank: 3131
Omega Ratio Rank
QBB.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
QBB.TO Martin Ratio Rank: 3131
Martin Ratio Rank

XAGH.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

QBB.TO vs. XAGH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mackenzie Canadian Aggregate Bond Index ETF (QBB.TO) and iShares U.S. Aggregate Bond Index ETF (CAD-Hedged) (XAGH.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.


QBB.TOXAGH.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.46

Martin ratioReturn relative to average drawdown

3.72

QBB.TO vs. XAGH.TO - Sharpe Ratio Comparison


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Drawdowns

QBB.TO vs. XAGH.TO - Drawdown Comparison

The maximum QBB.TO drawdown since its inception was -16.70%, which is greater than XAGH.TO's maximum drawdown of -3.18%. Use the drawdown chart below to compare losses from any high point for QBB.TO and XAGH.TO.


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Drawdown Indicators


QBB.TOXAGH.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.70%

-3.18%

-13.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

Current Drawdown

Current decline from peak

-1.16%

-2.22%

+1.06%

Average Drawdown

Average peak-to-trough decline

-4.62%

-1.43%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

Volatility

QBB.TO vs. XAGH.TO - Volatility Comparison


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Volatility by Period


QBB.TOXAGH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

5.21%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.15%

5.21%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.26%

5.21%

+1.05%

Dividends

QBB.TO vs. XAGH.TO - Dividend Comparison

QBB.TO's dividend yield for the trailing twelve months is around 3.16%, more than XAGH.TO's 1.91% yield.


PositionTTM20252024202320222021202020192018
QBB.TO
Mackenzie Canadian Aggregate Bond Index ETF
3.16%3.22%3.00%2.72%2.42%2.64%2.26%2.72%2.62%
XAGH.TO
iShares U.S. Aggregate Bond Index ETF (CAD-Hedged)
1.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QBB.TO and XAGH.TO have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Mackenzie and iShares.

Portfolio Optimizer

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