PortfoliosLab logoPortfoliosLab logo
RLY vs. XSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLY vs. XSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Multi-Asset Real Return ETF (RLY) and iShares Core Canadian Short Term Bond Index ETF (XSB.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

RLY is traded in USD, while XSB.TO is traded in CAD. To make them comparable, the XSB.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RLY achieves a 15.03% return, which is significantly higher than XSB.TO's -0.83% return. Over the past 10 years, RLY has outperformed XSB.TO with an annualized return of 8.43%, while XSB.TO has yielded a comparatively lower 1.10% annualized return.


RLY

1D
0.47%
1M
-2.69%
YTD
15.03%
6M
15.93%
1Y
26.61%
3Y*
13.98%
5Y*
9.93%
10Y*
8.43%

XSB.TO

1D
-0.18%
1M
-1.11%
YTD
-0.83%
6M
-0.03%
1Y
0.52%
3Y*
3.42%
5Y*
-0.85%
10Y*
1.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RLY vs. XSB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RLY
SPDR SSgA Multi-Asset Real Return ETF
15.03%20.26%2.53%2.56%7.86%22.85%-0.59%15.63%-11.72%10.40%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
-0.83%8.66%-2.39%7.22%-9.76%-1.06%7.75%7.64%-6.28%7.40%

Correlation

The correlation between RLY and XSB.TO is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.11

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

0.07

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

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2012

0.05

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RLY vs. XSB.TO — Risk / Return Rank

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

RLY
RLY Risk / Return Rank: 9191
Overall Rank
RLY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
RLY Sortino Ratio Rank: 8989
Sortino Ratio Rank
RLY Omega Ratio Rank: 8989
Omega Ratio Rank
RLY Calmar Ratio Rank: 9494
Calmar Ratio Rank
RLY Martin Ratio Rank: 9494
Martin Ratio Rank

XSB.TO
XSB.TO Risk / Return Rank: 5454
Overall Rank
XSB.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4949
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.

RLY vs. XSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Multi-Asset Real Return ETF (RLY) 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.


RLYXSB.TODifference
Sharpe ratioReturn per unit of total volatility

+2.45

Sortino ratioReturn per unit of downside risk

+3.27

Omega ratioGain probability vs. loss probability

1.49

1.04

+0.46

Calmar ratioReturn relative to maximum drawdown

5.95

0.28

+5.67

Martin ratioReturn relative to average drawdown

22.94

0.67

+22.27

RLY vs. XSB.TO - Sharpe Ratio Comparison

The current RLY Sharpe Ratio is 2.66, which is higher than the XSB.TO Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of RLY 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.


Loading charts...

Drawdowns

RLY vs. XSB.TO - Drawdown Comparison

The maximum RLY drawdown since its inception was -37.75%, which is greater than XSB.TO's maximum drawdown of -28.27%. Use the drawdown chart below to compare losses from any high point for RLY and XSB.TO.


Loading charts...

Drawdown Indicators


RLYXSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.75%

-28.27%

-9.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-3.40%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

-7.05%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-17.85%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-34.17%

-18.49%

-15.68%

Current Drawdown

Current decline from peak

-3.37%

-8.46%

+5.09%

Average Drawdown

Average peak-to-trough decline

-9.44%

-11.08%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

1.43%

-0.23%

Volatility

RLY vs. XSB.TO - Volatility Comparison

SPDR SSgA Multi-Asset Real Return ETF (RLY) has a higher volatility of 3.25% compared to iShares Core Canadian Short Term Bond Index ETF (XSB.TO) at 1.18%. This indicates that RLY'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.


Loading charts...

Volatility by Period


RLYXSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

1.18%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

3.67%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

4.74%

+5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

6.84%

+6.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.82%

7.24%

+6.58%

RLY vs. XSB.TO - Expense Ratio Comparison

RLY has a 0.50% expense ratio, which is higher than XSB.TO's 0.10% expense ratio.


Dividends

RLY vs. XSB.TO - Dividend Comparison

RLY's dividend yield for the trailing twelve months is around 2.92%, less than XSB.TO's 3.10% yield.


PositionTTM20252024202320222021202020192018201720162015
RLY
SPDR SSgA Multi-Asset Real Return ETF
2.92%3.24%3.31%3.71%5.66%12.15%2.16%3.45%2.76%1.85%2.07%1.80%
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


RLY and XSB.TO have a correlation of 0.10, 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 0.50% for RLY.

RLY is categorized as Hedge Fund, while XSB.TO is Canadian Government Bonds. They also come from different issuers: State Street and iShares. Their fees differ too: 0.50% for RLY and 0.10% for XSB.TO.

Portfolio Optimizer

Find the right allocation for RLY and XSB.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer