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VBU.NEO vs. HBB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBU.NEO vs. HBB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) and Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.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, VBU.NEO achieves a 0.13% return, which is significantly lower than HBB.TO's 1.78% return. Over the past 10 years, VBU.NEO has underperformed HBB.TO with an annualized return of 0.70%, while HBB.TO has yielded a comparatively higher 1.30% annualized return.


VBU.NEO

1D
0.28%
1M
0.76%
YTD
0.13%
6M
-0.05%
1Y
2.43%
3Y*
2.52%
5Y*
-0.93%
10Y*
0.70%

HBB.TO

1D
-0.24%
1M
0.65%
YTD
1.78%
6M
1.56%
1Y
3.21%
3Y*
3.88%
5Y*
0.32%
10Y*
1.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBU.NEO vs. HBB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
0.13%4.92%0.11%4.79%-13.68%-2.06%7.26%7.77%-1.09%3.47%
HBB.TO
Global X Canadian Select Universe Bond Index Corporate Class ETF
1.78%1.84%3.96%5.76%-11.94%-2.35%8.33%5.81%1.19%1.98%

Correlation

The correlation between VBU.NEO and HBB.TO is 0.61, 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

0.61

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

0.74

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

0.75

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2014

0.61

The correlation between VBU.NEO and HBB.TO shifts across timeframes, from 0.61 (all time) to 0.75 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VBU.NEO vs. HBB.TO — Risk / Return Rank

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

VBU.NEO
VBU.NEO Risk / Return Rank: 1717
Overall Rank
VBU.NEO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VBU.NEO Sortino Ratio Rank: 1515
Sortino Ratio Rank
VBU.NEO Omega Ratio Rank: 1616
Omega Ratio Rank
VBU.NEO Calmar Ratio Rank: 1919
Calmar Ratio Rank
VBU.NEO Martin Ratio Rank: 1919
Martin Ratio Rank

HBB.TO
HBB.TO Risk / Return Rank: 2121
Overall Rank
HBB.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HBB.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
HBB.TO Omega Ratio Rank: 1919
Omega Ratio Rank
HBB.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
HBB.TO Martin Ratio Rank: 2222
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.

VBU.NEO vs. HBB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) and Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.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.


VBU.NEOHBB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.10

1.13

-0.03

Calmar ratioReturn relative to maximum drawdown

0.80

1.16

-0.36

Martin ratioReturn relative to average drawdown

2.07

2.61

-0.54

VBU.NEO vs. HBB.TO - Sharpe Ratio Comparison

The current VBU.NEO Sharpe Ratio is 0.52, which is comparable to the HBB.TO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VBU.NEO and HBB.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

VBU.NEO vs. HBB.TO - Drawdown Comparison

The maximum VBU.NEO drawdown since its inception was -19.34%, which is greater than HBB.TO's maximum drawdown of -18.23%. Use the drawdown chart below to compare losses from any high point for VBU.NEO and HBB.TO.


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Drawdown Indicators


VBU.NEOHBB.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.34%

-18.23%

-1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-2.78%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-5.56%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.44%

-16.19%

-2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-19.34%

-18.23%

-1.11%

Current Drawdown

Current decline from peak

-7.41%

-2.68%

-4.73%

Average Drawdown

Average peak-to-trough decline

-5.31%

-4.57%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

1.23%

-0.05%

Volatility

VBU.NEO vs. HBB.TO - Volatility Comparison

Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) has a higher volatility of 1.25% compared to Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.TO) at 1.11%. This indicates that VBU.NEO's price experiences larger fluctuations and is considered to be riskier than HBB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBU.NEOHBB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.11%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.67%

3.38%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

4.48%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

6.55%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.95%

7.09%

-1.14%

VBU.NEO vs. HBB.TO - Expense Ratio Comparison

VBU.NEO has a 0.22% expense ratio, which is higher than HBB.TO's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VBU.NEO vs. HBB.TO - Dividend Comparison

VBU.NEO's dividend yield for the trailing twelve months is around 3.62%, while HBB.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HBB.TO
Global X Canadian Select Universe Bond Index Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
3.62%3.50%3.34%2.93%2.32%1.87%2.15%2.36%2.24%2.20%2.18%2.23%

Frequently Asked Questions


VBU.NEO and HBB.TO have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HBB.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HBB.TO is cheaper with a 0.09% expense ratio, compared with 0.22% for VBU.NEO.

VBU.NEO tracks Bloomberg U.S. Aggregate Float Adjusted Bond Index (CAD Hedged), while HBB.TO tracks Solactive Canadian Select Universe Bond. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.22% for VBU.NEO and 0.09% for HBB.TO.

Portfolio Optimizer

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