VSB.TO vs. XST.TO
VSB.TO (Vanguard Canadian Short Term Bond) and XST.TO (iShares S&P/TSX Capped Consumer Staples Index ETF) are both exchange-traded funds - VSB.TO is a Canadian Government Bonds fund tracking the FTSE Canada Short Term Government Bond Index, while XST.TO is a Consumer Staples Equities fund tracking the Morningstar Gbl GR CAD. Both are passively managed. Over the past 10 years, VSB.TO returned 1.94%/yr vs 9.50%/yr for XST.TO. At a 0.05 correlation, their price movements are largely independent. VSB.TO charges 0.15%/yr vs 0.61%/yr for XST.TO.
Performance
VSB.TO vs. XST.TO - Performance Comparison
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Returns By Period
In the year-to-date period, VSB.TO achieves a 0.97% return, which is significantly lower than XST.TO's 1.49% return. Over the past 10 years, VSB.TO has underperformed XST.TO with an annualized return of 1.94%, while XST.TO has yielded a comparatively higher 9.50% annualized return.
VSB.TO
- 1D
- -0.04%
- 1M
- 0.92%
- YTD
- 0.97%
- 6M
- 0.78%
- 1Y
- 2.90%
- 3Y*
- 4.65%
- 5Y*
- 2.02%
- 10Y*
- 1.94%
XST.TO
- 1D
- 1.56%
- 1M
- 1.84%
- YTD
- 1.49%
- 6M
- 1.76%
- 1Y
- 5.73%
- 3Y*
- 13.65%
- 5Y*
- 12.66%
- 10Y*
- 9.50%
VSB.TO vs. XST.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSB.TO Vanguard Canadian Short Term Bond | 0.97% | 3.66% | 5.54% | 4.92% | -3.93% | -1.15% | 5.29% | 3.06% | 1.67% | -0.36% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 1.49% | 16.38% | 19.83% | 6.37% | 8.76% | 20.39% | 3.48% | 12.13% | 1.65% | 6.95% |
Correlation
The correlation between VSB.TO and XST.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2012 | 0.05 |
The correlation between VSB.TO and XST.TO shifts across timeframes, from 0.05 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VSB.TO vs. XST.TO — Risk / Return Rank
VSB.TO
XST.TO
VSB.TO vs. XST.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Canadian Short Term Bond (VSB.TO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.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.
| VSB.TO | XST.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.07 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 0.55 | +1.50 |
| Martin ratioReturn relative to average drawdown | 6.78 | 1.30 | +5.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSB.TO | XST.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 0.36 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.90 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.64 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.98 | -0.34 |
Drawdowns
VSB.TO vs. XST.TO - Drawdown Comparison
The maximum VSB.TO drawdown since its inception was -8.38%, smaller than the maximum XST.TO drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for VSB.TO and XST.TO.
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Drawdown Indicators
| VSB.TO | XST.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.38% | -22.65% | +14.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.43% | -10.52% | +9.09% |
Max Drawdown (3Y)Largest decline over 3 years | -1.43% | -10.86% | +9.43% |
Max Drawdown (5Y)Largest decline over 5 years | -6.88% | -10.86% | +3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -8.38% | -22.65% | +14.27% |
Current DrawdownCurrent decline from peak | -0.13% | -6.65% | +6.52% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -3.21% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 4.46% | -4.03% |
Volatility
VSB.TO vs. XST.TO - Volatility Comparison
The current volatility for Vanguard Canadian Short Term Bond (VSB.TO) is 0.71%, while iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a volatility of 4.77%. This indicates that VSB.TO experiences smaller price fluctuations and is considered to be less risky than XST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSB.TO | XST.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 4.77% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 1.57% | 12.08% | -10.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.90% | 16.16% | -14.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.57% | 14.22% | -11.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.48% | 14.95% | -11.47% |
VSB.TO vs. XST.TO - Expense Ratio Comparison
VSB.TO has a 0.15% expense ratio, which is lower than XST.TO's 0.61% expense ratio.
Dividends
VSB.TO vs. XST.TO - Dividend Comparison
VSB.TO's dividend yield for the trailing twelve months is around 3.00%, more than XST.TO's 0.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSB.TO Vanguard Canadian Short Term Bond | 3.00% | 3.04% | 3.04% | 2.66% | 2.24% | 2.02% | 2.24% | 2.31% | 2.29% | 2.34% | 2.45% | 2.38% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 0.68% | 0.67% | 0.86% | 0.79% | 0.74% | 0.68% | 0.74% | 0.73% | 0.81% | 0.90% | 0.52% | 0.62% |
Frequently Asked Questions
VSB.TO and XST.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VSB.TO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VSB.TO is cheaper with a 0.15% expense ratio, compared with 0.61% for XST.TO.
VSB.TO is categorized as Canadian Government Bonds, while XST.TO is Consumer Staples Equities. VSB.TO tracks FTSE Canada Short Term Government Bond Index, while XST.TO tracks Morningstar Gbl GR CAD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VSB.TO and 0.61% for XST.TO.
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