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VFV.TO vs. XBB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFV.TO vs. XBB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard S&P 500 Index ETF (VFV.TO) and iShares Core Canadian Universe Bond Index ETF (XBB.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, VFV.TO achieves a 13.00% return, which is significantly higher than XBB.TO's 1.72% return. Over the past 10 years, VFV.TO has outperformed XBB.TO with an annualized return of 16.32%, while XBB.TO has yielded a comparatively lower 1.63% annualized return.


VFV.TO

1D
1.74%
1M
3.84%
YTD
13.00%
6M
13.01%
1Y
31.44%
3Y*
23.27%
5Y*
16.66%
10Y*
16.32%

XBB.TO

1D
0.07%
1M
2.10%
YTD
1.72%
6M
1.94%
1Y
4.05%
3Y*
4.40%
5Y*
0.73%
10Y*
1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFV.TO vs. XBB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFV.TO
Vanguard S&P 500 Index ETF
13.00%12.18%35.23%23.23%-12.58%27.51%15.61%25.14%2.95%13.69%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
1.72%2.59%4.00%6.64%-11.66%-2.81%8.58%7.28%1.00%2.42%

Correlation

The correlation between VFV.TO and XBB.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.18

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

0.12

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

0.03

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2012

-0.02

The correlation between VFV.TO and XBB.TO shifts across timeframes, from -0.02 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VFV.TO vs. XBB.TO — Risk / Return Rank

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

VFV.TO
VFV.TO Risk / Return Rank: 8585
Overall Rank
VFV.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 8989
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 7979
Martin Ratio Rank

XBB.TO
XBB.TO Risk / Return Rank: 2828
Overall Rank
XBB.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XBB.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
XBB.TO Omega Ratio Rank: 2626
Omega Ratio Rank
XBB.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
XBB.TO Martin Ratio Rank: 2828
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.

VFV.TO vs. XBB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Index ETF (VFV.TO) and iShares Core Canadian Universe Bond Index ETF (XBB.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.


VFV.TOXBB.TODifference
Sharpe ratioReturn per unit of total volatility

+1.72

Sortino ratioReturn per unit of downside risk

+2.27

Omega ratioGain probability vs. loss probability

1.49

1.16

+0.33

Calmar ratioReturn relative to maximum drawdown

3.66

1.49

+2.17

Martin ratioReturn relative to average drawdown

13.81

3.47

+10.33

VFV.TO vs. XBB.TO - Sharpe Ratio Comparison

The current VFV.TO Sharpe Ratio is 2.66, which is higher than the XBB.TO Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VFV.TO and XBB.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

VFV.TO vs. XBB.TO - Drawdown Comparison

The maximum VFV.TO drawdown since its inception was -27.43%, which is greater than XBB.TO's maximum drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for VFV.TO and XBB.TO.


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Drawdown Indicators


VFV.TOXBB.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.43%

-18.16%

-9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.62%

-2.73%

-5.89%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

-5.42%

-13.63%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-15.90%

-6.29%

Max Drawdown (10Y)

Largest decline over 10 years

-27.43%

-18.16%

-9.27%

Current Drawdown

Current decline from peak

0.00%

-1.18%

+1.18%

Average Drawdown

Average peak-to-trough decline

-3.35%

-3.07%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

1.17%

+1.11%

Volatility

VFV.TO vs. XBB.TO - Volatility Comparison

Vanguard S&P 500 Index ETF (VFV.TO) has a higher volatility of 4.71% compared to iShares Core Canadian Universe Bond Index ETF (XBB.TO) at 1.44%. This indicates that VFV.TO's price experiences larger fluctuations and is considered to be riskier than XBB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFV.TOXBB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

1.44%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

3.26%

+6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

4.37%

+7.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

6.63%

+8.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

6.70%

+9.91%

VFV.TO vs. XBB.TO - Expense Ratio Comparison

VFV.TO has a 0.09% expense ratio, which is lower than XBB.TO's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VFV.TO vs. XBB.TO - Dividend Comparison

VFV.TO's dividend yield for the trailing twelve months is around 0.83%, less than XBB.TO's 3.40% yield.


PositionTTM20252024202320222021202020192018201720162015
VFV.TO
Vanguard S&P 500 Index ETF
0.83%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.69%1.51%1.65%1.63%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
3.40%3.39%3.25%3.01%2.91%2.54%2.55%2.80%2.92%2.83%2.81%2.87%

Frequently Asked Questions


VFV.TO and XBB.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VFV.TO is cheaper with a 0.09% expense ratio, compared with 0.10% for XBB.TO.

VFV.TO is categorized as S&P 500, while XBB.TO is Intermediate Core Bond. VFV.TO tracks S&P 500 Index, while XBB.TO tracks FTSE Canada Universe Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VFV.TO and 0.10% for XBB.TO.

Portfolio Optimizer

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