VSBIX vs. XSB.TO
Compare and contrast key facts about Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) and iShares Core Canadian Short Term Bond Index ETF (XSB.TO).
VSBIX is managed by Vanguard. It was launched on Aug 23, 2010. XSB.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Can 1-5Y Core Bd GR CAD. It was launched on Nov 20, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSBIX or XSB.TO.
Key characteristics
| VSBIX | XSB.TO | |
|---|---|---|
| YTD Return | 3.42% | 4.87% |
| 1Y Return | 5.49% | 7.68% |
| 3Y Return (Ann) | 0.97% | 1.83% |
| 5Y Return (Ann) | 1.11% | 1.87% |
| 10Y Return (Ann) | 1.18% | 1.77% |
| Sharpe Ratio | 2.81 | 2.90 |
| Sortino Ratio | 4.47 | 4.63 |
| Omega Ratio | 1.61 | 1.60 |
| Calmar Ratio | 1.62 | 2.16 |
| Martin Ratio | 15.98 | 24.84 |
| Ulcer Index | 0.33% | 0.29% |
| Daily Std Dev | 1.88% | 2.50% |
| Max Drawdown | -6.49% | -8.65% |
| Current Drawdown | -0.83% | -0.25% |
Correlation
The correlation between VSBIX and XSB.TO is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VSBIX vs. XSB.TO - Performance Comparison
In the year-to-date period, VSBIX achieves a 3.42% return, which is significantly lower than XSB.TO's 4.87% return. Over the past 10 years, VSBIX has underperformed XSB.TO with an annualized return of 1.18%, while XSB.TO has yielded a comparatively higher 1.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSBIX vs. XSB.TO - Expense Ratio Comparison
VSBIX has a 0.05% expense ratio, which is lower than XSB.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%.
Risk-Adjusted Performance
VSBIX vs. XSB.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) and iShares Core Canadian Short Term Bond Index ETF (XSB.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.
Dividends
VSBIX vs. XSB.TO - Dividend Comparison
VSBIX's dividend yield for the trailing twelve months is around 4.14%, more than XSB.TO's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSBIX Vanguard Short-Term Treasury Index Fund Institutional Shares | 4.14% | 3.31% | 1.14% | 0.35% | 1.14% | 2.28% | 1.81% | 1.11% | 0.85% | 0.70% | 0.44% | 0.29% |
XSB.TO iShares Core Canadian Short Term Bond Index ETF | 3.02% | 2.67% | 2.28% | 2.05% | 2.21% | 2.39% | 2.39% | 2.36% | 2.36% | 2.50% | 2.59% | 2.69% |
Drawdowns
VSBIX vs. XSB.TO - Drawdown Comparison
The maximum VSBIX drawdown since its inception was -6.49%, smaller than the maximum XSB.TO drawdown of -8.65%. Use the drawdown chart below to compare losses from any high point for VSBIX and XSB.TO. For additional features, visit the drawdowns tool.
Volatility
VSBIX vs. XSB.TO - Volatility Comparison
The current volatility for Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) is 0.35%, while iShares Core Canadian Short Term Bond Index ETF (XSB.TO) has a volatility of 1.63%. This indicates that VSBIX experiences smaller price fluctuations and is considered to be less risky than XSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.