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SHY vs. XFN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. XFN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year Treasury Bond ETF (SHY) and iShares S&P/TSX Capped Financials Index ETF (XFN.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SHY achieves a 0.55% return, which is significantly lower than XFN.TO's 15.63% return. Over the past 10 years, SHY has underperformed XFN.TO with an annualized return of 1.65%, while XFN.TO has yielded a comparatively higher 14.23% annualized return.


SHY

1D
-0.02%
1M
0.19%
YTD
0.55%
6M
0.80%
1Y
3.29%
3Y*
4.15%
5Y*
1.74%
10Y*
1.65%

XFN.TO

1D
0.62%
1M
5.25%
YTD
15.63%
6M
17.89%
1Y
45.31%
3Y*
29.51%
5Y*
14.86%
10Y*
14.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. XFN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHY
iShares 1-3 Year Treasury Bond ETF
0.55%4.95%3.92%4.16%-3.88%-0.71%3.03%3.38%1.46%0.26%
XFN.TO
iShares S&P/TSX Capped Financials Index ETF
15.63%40.83%19.22%15.85%-15.28%35.64%3.44%25.85%-16.76%20.71%

Correlation

The correlation between SHY and XFN.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.09

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

0.03

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

-0.18

The correlation between SHY and XFN.TO shifts across timeframes, from -0.18 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SHY vs. XFN.TO — Risk / Return Rank

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

SHY
SHY Risk / Return Rank: 8686
Overall Rank
SHY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 9292
Sortino Ratio Rank
SHY Omega Ratio Rank: 8989
Omega Ratio Rank
SHY Calmar Ratio Rank: 8080
Calmar Ratio Rank
SHY Martin Ratio Rank: 8383
Martin Ratio Rank

XFN.TO
XFN.TO Risk / Return Rank: 9595
Overall Rank
XFN.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XFN.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
XFN.TO Omega Ratio Rank: 9696
Omega Ratio Rank
XFN.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
XFN.TO Martin Ratio Rank: 9595
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.

SHY vs. XFN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year Treasury Bond ETF (SHY) and iShares S&P/TSX Capped Financials Index ETF (XFN.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.


SHYXFN.TODifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.50

1.61

-0.11

Calmar ratioReturn relative to maximum drawdown

3.64

5.00

-1.37

Martin ratioReturn relative to average drawdown

14.45

19.84

-5.39

SHY vs. XFN.TO - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.43, which is lower than the XFN.TO Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of SHY and XFN.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

SHY vs. XFN.TO - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum XFN.TO drawdown of -67.57%. Use the drawdown chart below to compare losses from any high point for SHY and XFN.TO.


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Drawdown Indicators


SHYXFN.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-67.57%

+61.86%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-9.00%

+8.11%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-16.26%

+15.29%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-28.13%

+22.42%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

-45.08%

+39.37%

Current Drawdown

Current decline from peak

-0.18%

0.00%

-0.18%

Average Drawdown

Average peak-to-trough decline

-0.52%

-11.15%

+10.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

2.27%

-2.05%

Volatility

SHY vs. XFN.TO - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.40%, while iShares S&P/TSX Capped Financials Index ETF (XFN.TO) has a volatility of 4.02%. This indicates that SHY experiences smaller price fluctuations and is considered to be less risky than XFN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYXFN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

4.02%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

10.56%

-9.61%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

12.81%

-11.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

15.11%

-13.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

17.99%

-16.42%

SHY vs. XFN.TO - Expense Ratio Comparison

SHY has a 0.15% expense ratio, which is lower than XFN.TO's 0.61% expense ratio.


Dividends

SHY vs. XFN.TO - Dividend Comparison

SHY's dividend yield for the trailing twelve months is around 3.68%, more than XFN.TO's 2.07% yield.


PositionTTM20252024202320222021202020192018201720162015
SHY
iShares 1-3 Year Treasury Bond ETF
3.68%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%
XFN.TO
iShares S&P/TSX Capped Financials Index ETF
2.07%2.39%3.16%3.60%3.48%2.67%3.35%3.00%3.43%2.73%2.83%3.17%

Frequently Asked Questions


SHY and XFN.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHY is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHY is cheaper with a 0.15% expense ratio, compared with 0.61% for XFN.TO.

SHY is categorized as Government Bonds, while XFN.TO is Financials Equities. SHY tracks ICE US Treasury 1-3 Year Index, while XFN.TO tracks Morningstar Gbl Fin Svc GR CAD. Their fees differ too: 0.15% for SHY and 0.61% for XFN.TO.

Portfolio Optimizer

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