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VBG.NEO vs. CLF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBG.NEO vs. CLF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged) (VBG.NEO) and iShares 1-5 Year Laddered Government Bond Index ETF (CLF.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, VBG.NEO achieves a -0.27% return, which is significantly lower than CLF.TO's 0.91% return. Over the past 10 years, VBG.NEO has underperformed CLF.TO with an annualized return of 0.33%, while CLF.TO has yielded a comparatively higher 1.81% annualized return.


VBG.NEO

1D
0.09%
1M
0.02%
YTD
-0.27%
6M
-0.75%
1Y
-0.38%
3Y*
1.83%
5Y*
-1.35%
10Y*
0.33%

CLF.TO

1D
0.09%
1M
0.47%
YTD
0.91%
6M
1.28%
1Y
2.48%
3Y*
4.19%
5Y*
1.74%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBG.NEO vs. CLF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBG.NEO
Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged)
-0.27%0.14%1.68%6.85%-13.38%-3.03%3.87%6.33%1.34%1.78%
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF
0.91%3.36%4.82%4.58%-3.98%-1.27%5.53%3.97%1.68%-0.49%

Correlation

The correlation between VBG.NEO and CLF.TO is 0.51, 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

0.51

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

0.60

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

0.62

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

0.54

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2014

0.51

The correlation between VBG.NEO and CLF.TO shifts across timeframes, from 0.51 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VBG.NEO vs. CLF.TO — Risk / Return Rank

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

VBG.NEO
VBG.NEO Risk / Return Rank: 77
Overall Rank
VBG.NEO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VBG.NEO Sortino Ratio Rank: 66
Sortino Ratio Rank
VBG.NEO Omega Ratio Rank: 66
Omega Ratio Rank
VBG.NEO Calmar Ratio Rank: 77
Calmar Ratio Rank
VBG.NEO Martin Ratio Rank: 77
Martin Ratio Rank

CLF.TO
CLF.TO Risk / Return Rank: 3434
Overall Rank
CLF.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CLF.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
CLF.TO Omega Ratio Rank: 3535
Omega Ratio Rank
CLF.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
CLF.TO Martin Ratio Rank: 3434
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.

VBG.NEO vs. CLF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged) (VBG.NEO) and iShares 1-5 Year Laddered Government Bond Index ETF (CLF.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.


VBG.NEOCLF.TODifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

0.97

1.23

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.23

1.80

-2.03

Martin ratioReturn relative to average drawdown

-0.55

5.18

-5.73

VBG.NEO vs. CLF.TO - Sharpe Ratio Comparison

The current VBG.NEO Sharpe Ratio is -0.19, which is lower than the CLF.TO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of VBG.NEO and CLF.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


VBG.NEOCLF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

1.22

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.59

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.54

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.72

-0.49

Drawdowns

VBG.NEO vs. CLF.TO - Drawdown Comparison

The maximum VBG.NEO drawdown since its inception was -17.31%, which is greater than CLF.TO's maximum drawdown of -6.91%. Use the drawdown chart below to compare losses from any high point for VBG.NEO and CLF.TO.


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Drawdown Indicators


VBG.NEOCLF.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.31%

-6.91%

-10.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-1.38%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-3.17%

-1.40%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-16.66%

-6.80%

-9.86%

Max Drawdown (10Y)

Largest decline over 10 years

-17.31%

-6.91%

-10.40%

Current Drawdown

Current decline from peak

-9.05%

-0.26%

-8.79%

Average Drawdown

Average peak-to-trough decline

-4.86%

-1.08%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

0.48%

+0.83%

Volatility

VBG.NEO vs. CLF.TO - Volatility Comparison

Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged) (VBG.NEO) has a higher volatility of 1.84% compared to iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO) at 0.72%. This indicates that VBG.NEO's price experiences larger fluctuations and is considered to be riskier than CLF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBG.NEOCLF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

0.72%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

1.62%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

2.04%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

2.98%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

3.37%

+1.25%

VBG.NEO vs. CLF.TO - Expense Ratio Comparison

VBG.NEO has a 0.39% expense ratio, which is higher than CLF.TO's 0.17% expense ratio.


Dividends

VBG.NEO vs. CLF.TO - Dividend Comparison

VBG.NEO's dividend yield for the trailing twelve months is around 3.61%, more than CLF.TO's 2.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF
2.25%2.22%2.22%2.23%2.10%1.98%2.81%3.93%2.67%2.91%3.12%3.29%
VBG.NEO
Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged)
3.61%3.46%3.25%3.44%1.14%2.91%0.64%2.54%2.34%1.74%1.41%1.26%

Frequently Asked Questions


VBG.NEO and CLF.TO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CLF.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLF.TO is cheaper with a 0.17% expense ratio, compared with 0.39% for VBG.NEO.

VBG.NEO is categorized as Global Bonds, while CLF.TO is Canadian Government Bonds. VBG.NEO tracks Bloomberg Barclays Global Aggregate ex-USD Float Adjusted RIC Capped Index (CAD Hedged), while CLF.TO tracks Morningstar Can 1-5Y Core Bd GR CAD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.39% for VBG.NEO and 0.17% for CLF.TO.

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