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XAGG.TO vs. CDLB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAGG.TO vs. CDLB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares U.S. Aggregate Bond Index ETF (XAGG.TO) and CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series (CDLB.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, XAGG.TO achieves a 0.76% return, which is significantly higher than CDLB.TO's -0.54% return.


XAGG.TO

1D
0.00%
1M
1.87%
YTD
0.76%
6M
-0.88%
1Y
5.87%
3Y*
4.71%
5Y*
10Y*

CDLB.TO

1D
0.31%
1M
0.19%
YTD
-0.54%
6M
-0.14%
1Y
3.58%
3Y*
3.08%
5Y*
-0.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAGG.TO vs. CDLB.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
0.76%1.84%10.40%1.08%-6.23%-1.74%
CDLB.TO
CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series
-0.54%5.44%2.59%2.12%-12.02%-0.02%

Correlation

The correlation between XAGG.TO and CDLB.TO is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.09

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2021

0.10

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Return for Risk

XAGG.TO vs. CDLB.TO — Risk / Return Rank

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

XAGG.TO
XAGG.TO Risk / Return Rank: 3333
Overall Rank
XAGG.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XAGG.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
XAGG.TO Omega Ratio Rank: 3333
Omega Ratio Rank
XAGG.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
XAGG.TO Martin Ratio Rank: 2727
Martin Ratio Rank

CDLB.TO
CDLB.TO Risk / Return Rank: 3838
Overall Rank
CDLB.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CDLB.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
CDLB.TO Omega Ratio Rank: 6969
Omega Ratio Rank
CDLB.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
CDLB.TO Martin Ratio Rank: 2929
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.

XAGG.TO vs. CDLB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index ETF (XAGG.TO) and CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series (CDLB.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.


XAGG.TOCDLB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.22

1.40

-0.19

Calmar ratioReturn relative to maximum drawdown

1.75

1.70

+0.05

Martin ratioReturn relative to average drawdown

3.67

4.08

-0.41

XAGG.TO vs. CDLB.TO - Sharpe Ratio Comparison

The current XAGG.TO Sharpe Ratio is 1.22, which is comparable to the CDLB.TO Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of XAGG.TO and CDLB.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


XAGG.TOCDLB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.99

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.00

+0.22

Drawdowns

XAGG.TO vs. CDLB.TO - Drawdown Comparison

The maximum XAGG.TO drawdown since its inception was -12.43%, smaller than the maximum CDLB.TO drawdown of -17.06%. Use the drawdown chart below to compare losses from any high point for XAGG.TO and CDLB.TO.


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Drawdown Indicators


XAGG.TOCDLB.TODifference

Max Drawdown

Largest peak-to-trough decline

-12.43%

-17.06%

+4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-2.11%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-6.98%

-5.63%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

Current Drawdown

Current decline from peak

-2.01%

-3.97%

+1.96%

Average Drawdown

Average peak-to-trough decline

-4.36%

-6.60%

+2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

0.88%

+2.68%

Volatility

XAGG.TO vs. CDLB.TO - Volatility Comparison

iShares U.S. Aggregate Bond Index ETF (XAGG.TO) has a higher volatility of 1.83% compared to CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series (CDLB.TO) at 1.10%. This indicates that XAGG.TO's price experiences larger fluctuations and is considered to be riskier than CDLB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAGG.TOCDLB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.10%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

2.32%

+1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

5.87%

3.64%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.62%

5.25%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.62%

4.85%

+4.77%

XAGG.TO vs. CDLB.TO - Expense Ratio Comparison

XAGG.TO has a 0.10% expense ratio, which is lower than CDLB.TO's 0.85% expense ratio.


Dividends

XAGG.TO vs. CDLB.TO - Dividend Comparison

XAGG.TO's dividend yield for the trailing twelve months is around 4.10%, less than CDLB.TO's 4.69% yield.


PositionTTM202520242023202220212020
CDLB.TO
CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series
4.69%4.45%4.35%3.60%2.81%2.38%1.14%
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
4.10%3.86%3.07%2.59%1.67%1.04%0.00%

Frequently Asked Questions


XAGG.TO and CDLB.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XAGG.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAGG.TO is cheaper with a 0.10% expense ratio, compared with 0.85% for CDLB.TO.

XAGG.TO is categorized as Total Bond Market, while CDLB.TO is Intermediate Core-Plus Bond. They also come from different issuers: iShares and CI Global Asset Management. Their fees differ too: 0.10% for XAGG.TO and 0.85% for CDLB.TO.

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