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RATE.TO vs. XIGS.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RATE.TO vs. XIGS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Arrow EC Income Advantage Alternative Fund (RATE.TO) and iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.TO). The values are adjusted to include any dividend payments, if applicable.

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RATE.TO vs. XIGS.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RATE.TO
Arrow EC Income Advantage Alternative Fund
-0.57%4.60%7.87%13.19%3.24%0.01%
XIGS.TO
iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged)
-0.32%4.82%3.76%5.39%-5.89%-0.97%

Returns By Period

In the year-to-date period, RATE.TO achieves a -0.57% return, which is significantly lower than XIGS.TO's -0.32% return.


RATE.TO

1D
-0.38%
1M
-1.04%
YTD
-0.57%
6M
0.25%
1Y
3.16%
3Y*
7.56%
5Y*
5.66%
10Y*

XIGS.TO

1D
0.25%
1M
-1.04%
YTD
-0.32%
6M
0.36%
1Y
2.81%
3Y*
3.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RATE.TO vs. XIGS.TO - Expense Ratio Comparison


Return for Risk

RATE.TO vs. XIGS.TO — Risk / Return Rank

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

RATE.TO
RATE.TO Risk / Return Rank: 8080
Overall Rank
RATE.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RATE.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
RATE.TO Omega Ratio Rank: 6969
Omega Ratio Rank
RATE.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
RATE.TO Martin Ratio Rank: 9191
Martin Ratio Rank

XIGS.TO
XIGS.TO Risk / Return Rank: 6262
Overall Rank
XIGS.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XIGS.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
XIGS.TO Omega Ratio Rank: 5757
Omega Ratio Rank
XIGS.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
XIGS.TO Martin Ratio Rank: 6262
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.

RATE.TO vs. XIGS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow EC Income Advantage Alternative Fund (RATE.TO) and iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.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.


RATE.TOXIGS.TODifference

Sharpe ratio

Return per unit of total volatility

1.36

1.11

+0.25

Sortino ratio

Return per unit of downside risk

2.03

1.59

+0.43

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

2.83

1.75

+1.08

Martin ratio

Return relative to average drawdown

12.37

6.31

+6.06

RATE.TO vs. XIGS.TO - Sharpe Ratio Comparison

The current RATE.TO Sharpe Ratio is 1.36, which is comparable to the XIGS.TO Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of RATE.TO and XIGS.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RATE.TOXIGS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.11

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.40

+0.41

Correlation

The correlation between RATE.TO and XIGS.TO is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RATE.TO vs. XIGS.TO - Dividend Comparison

RATE.TO's dividend yield for the trailing twelve months is around 4.27%, less than XIGS.TO's 4.32% yield.


TTM20252024202320222021202020192018
RATE.TO
Arrow EC Income Advantage Alternative Fund
4.27%4.60%5.68%7.43%4.97%3.52%2.98%2.99%2.32%
XIGS.TO
iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged)
4.32%4.10%3.71%3.03%1.75%0.84%0.00%0.00%0.00%

Drawdowns

RATE.TO vs. XIGS.TO - Drawdown Comparison

The maximum RATE.TO drawdown since its inception was -14.01%, which is greater than XIGS.TO's maximum drawdown of -10.12%. Use the drawdown chart below to compare losses from any high point for RATE.TO and XIGS.TO.


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Drawdown Indicators


RATE.TOXIGS.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.01%

-10.12%

-3.89%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-1.60%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-3.38%

Current Drawdown

Current decline from peak

-1.13%

-1.04%

-0.09%

Average Drawdown

Average peak-to-trough decline

-0.81%

-3.00%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

0.45%

-0.19%

Volatility

RATE.TO vs. XIGS.TO - Volatility Comparison

The current volatility for Arrow EC Income Advantage Alternative Fund (RATE.TO) is 0.80%, while iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.TO) has a volatility of 0.89%. This indicates that RATE.TO experiences smaller price fluctuations and is considered to be less risky than XIGS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RATE.TOXIGS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

0.89%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

1.46%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

2.54%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

3.34%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.81%

3.34%

+2.47%