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SBC.TO vs. XIC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SBC.TO vs. XIC.TO

Last updated Jun 4, 2026

SBC.TO (Brompton Split Banc Corp.) is a stock, while XIC.TO (iShares Core S&P/TSX Capped Composite Index ETF) is Canada Equities fund tracking the S&P/TSX Capped Composite Index. Over the past 10 years, SBC.TO returned 20.70%/yr vs 12.48%/yr for XIC.TO. At a 0.50 correlation, their price movements are largely independent.

Performance

SBC.TO vs. XIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Split Banc Corp. (SBC.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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, SBC.TO achieves a 32.35% return, which is significantly higher than XIC.TO's 10.75% return. Over the past 10 years, SBC.TO has outperformed XIC.TO with an annualized return of 20.70%, while XIC.TO has yielded a comparatively lower 12.48% annualized return.

SBC.TO

1D
0.65%
1M
8.67%
YTD
32.35%
6M
42.96%
1Y
114.91%
3Y*
45.26%
5Y*
23.81%
10Y*
20.70%

XIC.TO

1D
-1.05%
1M
3.59%
YTD
10.75%
6M
12.90%
1Y
34.79%
3Y*
23.62%
5Y*
14.60%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBC.TO vs. XIC.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SBC.TO
Brompton Split Banc Corp.		32.35%73.30%21.93%-7.95%-3.13%70.49%-7.21%24.33%-12.84%22.65%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		10.75%31.51%21.48%11.73%-5.82%23.42%5.61%22.76%-8.72%8.99%

Correlation

The correlation between SBC.TO and XIC.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

0.51

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

0.58

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

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2005

0.50

The correlation between SBC.TO and XIC.TO shifts across timeframes, from 0.50 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.

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Brompton Split Banc Corp.

iShares Core S&P/TSX Capped Composite Index ETF

Often compared with SBC.TO:
SBC.TO vs. LBS.TOSBC.TO vs. DFN.TOSBC.TO vs. GDV.TOSBC.TO vs. LCS.TOSBC.TO vs. FIE.TOSBC.TO vs. OLY.TOSBC.TO vs. XIU.TO
Often compared with XIC.TO:
XIC.TO vs. XIU.TOXIC.TO vs. VDY.TOXIC.TO vs. ZCN.TOXIC.TO vs. VCE.TOXIC.TO vs. XEF.TOXIC.TO vs. VEQT.TOXIC.TO vs. VO

Return for Risk

SBC.TO vs. XIC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SBC.TO
SBC.TO Risk / Return Rank: 9797
Overall Rank
SBC.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SBC.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
SBC.TO Omega Ratio Rank: 9898
Omega Ratio Rank
SBC.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
SBC.TO Martin Ratio Rank: 9797
Martin Ratio Rank
XIC.TO
XIC.TO Risk / Return Rank: 8080
Overall Rank
XIC.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 8181
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 8383
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.

SBC.TO vs. XIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Split Banc Corp. (SBC.TO) and iShares Core S&P/TSX Capped Composite Index ETF (XIC.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.

SBC.TOXIC.TODifference
Sharpe ratioReturn per unit of total volatility
5.24
2.76

+2.48

Sortino ratioReturn per unit of downside risk
5.84
3.57

+2.27

Omega ratioGain probability vs. loss probability

1.82

1.50

+0.32

Calmar ratioReturn relative to maximum drawdown

6.86

3.76

+3.10

Martin ratioReturn relative to average drawdown

26.92

17.44

+9.48

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBC.TO vs. XIC.TO - Sharpe Ratio Comparison

The current SBC.TO Sharpe Ratio is 5.24, which is higher than the XIC.TO Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of SBC.TO and XIC.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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Sharpe Ratios by Period

SBC.TOXIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.24

2.76

+2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

1.12

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.84

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.54

-0.14

Drawdowns

SBC.TO vs. XIC.TO - Drawdown Comparison

The maximum SBC.TO drawdown since its inception was -78.75%, which is greater than XIC.TO's maximum drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for SBC.TO and XIC.TO.

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Drawdown Indicators

SBC.TOXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.75%

-48.21%

-30.54%

Max Drawdown (1Y)

Largest decline over 1 year

-16.84%

-9.29%

-7.55%

Max Drawdown (3Y)

Largest decline over 3 years

-26.85%

-12.27%

-14.58%

Max Drawdown (5Y)

Largest decline over 5 years

-41.43%

-16.24%

-25.19%

Max Drawdown (10Y)

Largest decline over 10 years

-66.79%

-37.21%

-29.58%

Current Drawdown

Current decline from peak

-4.34%

-1.05%

-3.29%

Average Drawdown

Average peak-to-trough decline

-11.83%

-7.04%

-4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

2.00%

+2.28%

Volatility

SBC.TO vs. XIC.TO - Volatility Comparison

Brompton Split Banc Corp. (SBC.TO) has a higher volatility of 7.44% compared to iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) at 3.48%. This indicates that SBC.TO's price experiences larger fluctuations and is considered to be riskier than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SBC.TOXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

3.48%

+3.96%

Volatility (6M)

Calculated over the trailing 6-month period

17.20%

10.33%

+6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

12.67%

+9.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

13.13%

+8.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.15%

14.96%

+13.19%

Dividends

SBC.TO vs. XIC.TO - Dividend Comparison

SBC.TO's dividend yield for the trailing twelve months is around 7.25%, more than XIC.TO's 2.02% yield.

PositionTTM20252024202320222021202020192018201720162015
SBC.TO
Brompton Split Banc Corp.		7.25%8.08%12.03%12.89%10.45%8.97%11.32%9.20%10.43%8.11%7.74%10.48%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF		2.02%2.23%2.64%2.95%3.10%2.44%3.03%3.01%3.19%2.49%2.72%3.21%

Frequently Asked Questions

SBC.TO and XIC.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.

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