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TUSB vs. CRQ.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUSB vs. CRQ.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Ultra Short Bond ETF (TUSB) and iShares Canadian Fundamental Index ETF (CRQ.NEO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TUSB is traded in USD, while CRQ.NEO is traded in CAD. To make them comparable, the CRQ.NEO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TUSB achieves a 1.78% return, which is significantly lower than CRQ.NEO's 14.50% return.


TUSB

1D
-0.10%
1M
0.44%
YTD
1.78%
6M
2.09%
1Y
4.62%
3Y*
5Y*
10Y*

CRQ.NEO

1D
-0.72%
1M
1.52%
YTD
14.50%
6M
19.37%
1Y
41.04%
3Y*
24.58%
5Y*
14.34%
10Y*
12.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUSB vs. CRQ.NEO - Yearly Performance Comparison


2026 (YTD)2025
TUSB
Thrivent Ultra Short Bond ETF
1.78%4.14%
CRQ.NEO
iShares Canadian Fundamental Index ETF
14.50%33.23%

Correlation

The correlation between TUSB and CRQ.NEO is 0.03, 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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

0.06

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Return for Risk

TUSB vs. CRQ.NEO — Risk / Return Rank

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

TUSB
TUSB Risk / Return Rank: 9898
Overall Rank
TUSB Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TUSB Sortino Ratio Rank: 9898
Sortino Ratio Rank
TUSB Omega Ratio Rank: 9898
Omega Ratio Rank
TUSB Calmar Ratio Rank: 9898
Calmar Ratio Rank
TUSB Martin Ratio Rank: 9898
Martin Ratio Rank

CRQ.NEO
CRQ.NEO Risk / Return Rank: 9696
Overall Rank
CRQ.NEO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CRQ.NEO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CRQ.NEO Omega Ratio Rank: 9898
Omega Ratio Rank
CRQ.NEO Calmar Ratio Rank: 9292
Calmar Ratio Rank
CRQ.NEO 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.

TUSB vs. CRQ.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Ultra Short Bond ETF (TUSB) and iShares Canadian Fundamental Index ETF (CRQ.NEO). 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.


TUSBCRQ.NEODifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+4.00

Omega ratioGain probability vs. loss probability

2.24

1.69

+0.55

Calmar ratioReturn relative to maximum drawdown

18.74

5.78

+12.96

Martin ratioReturn relative to average drawdown

79.65

24.43

+55.22

TUSB vs. CRQ.NEO - Sharpe Ratio Comparison

The current TUSB Sharpe Ratio is 5.03, which is higher than the CRQ.NEO Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of TUSB and CRQ.NEO, 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


TUSBCRQ.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.03

3.57

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

3.73

0.48

+3.25

Drawdowns

TUSB vs. CRQ.NEO - Drawdown Comparison

The maximum TUSB drawdown since its inception was -0.51%, smaller than the maximum CRQ.NEO drawdown of -47.39%. Use the drawdown chart below to compare losses from any high point for TUSB and CRQ.NEO.


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Drawdown Indicators


TUSBCRQ.NEODifference

Max Drawdown

Largest peak-to-trough decline

-0.51%

-47.39%

+46.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-7.13%

+6.88%

Max Drawdown (3Y)

Largest decline over 3 years

-12.70%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

Max Drawdown (10Y)

Largest decline over 10 years

-47.39%

Current Drawdown

Current decline from peak

-0.13%

-0.86%

+0.73%

Average Drawdown

Average peak-to-trough decline

-0.06%

-9.86%

+9.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

1.68%

-1.62%

Volatility

TUSB vs. CRQ.NEO - Volatility Comparison

The current volatility for Thrivent Ultra Short Bond ETF (TUSB) is 0.33%, while iShares Canadian Fundamental Index ETF (CRQ.NEO) has a volatility of 3.14%. This indicates that TUSB experiences smaller price fluctuations and is considered to be less risky than CRQ.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUSBCRQ.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

3.14%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

0.66%

9.27%

-8.61%

Volatility (1Y)

Calculated over the trailing 1-year period

0.92%

11.56%

-10.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.25%

16.09%

-14.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.25%

19.79%

-18.54%

TUSB vs. CRQ.NEO - Expense Ratio Comparison

TUSB has a 0.20% expense ratio, which is lower than CRQ.NEO's 0.72% expense ratio.


Dividends

TUSB vs. CRQ.NEO - Dividend Comparison

TUSB's dividend yield for the trailing twelve months is around 4.26%, more than CRQ.NEO's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
CRQ.NEO
iShares Canadian Fundamental Index ETF
1.90%2.18%2.72%2.97%2.90%2.17%2.98%2.71%2.46%1.91%1.89%3.09%
TUSB
Thrivent Ultra Short Bond ETF
4.26%3.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TUSB and CRQ.NEO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TUSB is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TUSB is cheaper with a 0.20% expense ratio, compared with 0.72% for CRQ.NEO.

TUSB is categorized as Ultrashort Bond, while CRQ.NEO is Canada Equities. They also come from different issuers: Thrivent and iShares. Their fees differ too: 0.20% for TUSB and 0.72% for CRQ.NEO.

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