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RCDB.NEO vs. XSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RCDB.NEO vs. XSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Canadian Discount Bond ETF (RCDB.NEO) and iShares Core Canadian Short Term Bond Index ETF (XSB.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, RCDB.NEO achieves a 1.45% return, which is significantly higher than XSB.TO's 1.36% return.


RCDB.NEO

1D
0.28%
1M
0.59%
YTD
1.45%
6M
1.36%
1Y
3.22%
3Y*
5.07%
5Y*
2.34%
10Y*

XSB.TO

1D
0.11%
1M
0.52%
YTD
1.36%
6M
1.33%
1Y
3.11%
3Y*
5.03%
5Y*
2.15%
10Y*
2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCDB.NEO vs. XSB.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RCDB.NEO
RBC Canadian Discount Bond ETF
1.45%3.75%5.58%5.68%-4.07%-0.68%5.61%0.58%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
1.36%3.70%5.87%4.67%-4.04%-1.11%5.20%0.63%

Correlation

The correlation between RCDB.NEO and XSB.TO is 0.60, 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

0.60

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

0.74

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2019

0.68

The correlation between RCDB.NEO and XSB.TO shifts across timeframes, from 0.60 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RCDB.NEO vs. XSB.TO — Risk / Return Rank

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

RCDB.NEO
RCDB.NEO Risk / Return Rank: 4646
Overall Rank
RCDB.NEO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RCDB.NEO Sortino Ratio Rank: 4545
Sortino Ratio Rank
RCDB.NEO Omega Ratio Rank: 4545
Omega Ratio Rank
RCDB.NEO Calmar Ratio Rank: 4747
Calmar Ratio Rank
RCDB.NEO Martin Ratio Rank: 4747
Martin Ratio Rank

XSB.TO
XSB.TO Risk / Return Rank: 4949
Overall Rank
XSB.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 5454
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4646
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.

RCDB.NEO vs. XSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Canadian Discount Bond ETF (RCDB.NEO) and iShares Core Canadian Short Term Bond Index ETF (XSB.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.


RCDB.NEOXSB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.26

1.30

-0.05

Calmar ratioReturn relative to maximum drawdown

2.03

2.12

-0.08

Martin ratioReturn relative to average drawdown

6.96

7.02

-0.07

RCDB.NEO vs. XSB.TO - Sharpe Ratio Comparison

The current RCDB.NEO Sharpe Ratio is 1.38, which is comparable to the XSB.TO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of RCDB.NEO and XSB.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

RCDB.NEO vs. XSB.TO - Drawdown Comparison

The maximum RCDB.NEO drawdown since its inception was -8.31%, roughly equal to the maximum XSB.TO drawdown of -8.65%. Use the drawdown chart below to compare losses from any high point for RCDB.NEO and XSB.TO.


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Drawdown Indicators


RCDB.NEOXSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.31%

-8.65%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-1.47%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-1.59%

-1.47%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-6.90%

-6.99%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-8.65%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.40%

-0.79%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.44%

+0.02%

Volatility

RCDB.NEO vs. XSB.TO - Volatility Comparison

RBC Canadian Discount Bond ETF (RCDB.NEO) has a higher volatility of 0.54% compared to iShares Core Canadian Short Term Bond Index ETF (XSB.TO) at 0.50%. This indicates that RCDB.NEO's price experiences larger fluctuations and is considered to be riskier than XSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCDB.NEOXSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

0.50%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

1.63%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

2.33%

2.01%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.84%

2.72%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

3.40%

+2.06%

RCDB.NEO vs. XSB.TO - Expense Ratio Comparison

RCDB.NEO has a 0.17% expense ratio, which is higher than XSB.TO's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

RCDB.NEO vs. XSB.TO - Dividend Comparison

RCDB.NEO's dividend yield for the trailing twelve months is around 2.17%, less than XSB.TO's 3.10% yield.


PositionTTM20252024202320222021202020192018201720162015
RCDB.NEO
RBC Canadian Discount Bond ETF
2.17%1.96%1.58%1.22%1.16%1.33%1.68%0.78%0.00%0.00%0.00%0.00%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
3.10%3.15%3.05%2.67%2.28%2.05%2.21%2.39%2.39%2.36%2.36%2.50%

Frequently Asked Questions


RCDB.NEO and XSB.TO have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSB.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSB.TO is cheaper with a 0.10% expense ratio, compared with 0.17% for RCDB.NEO.

They also come from different issuers: RBC and iShares. Their fees differ too: 0.17% for RCDB.NEO and 0.10% for XSB.TO.

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