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

Performance

XAGG.TO vs. DXBB.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 Dynamic Active Bond ETF (DXBB.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
1.46%1.84%3.37%
DXBB.TO
Dynamic Active Bond ETF
0.40%2.85%1.32%

Returns By Period

In the year-to-date period, XAGG.TO achieves a 1.46% return, which is significantly higher than DXBB.TO's 0.40% return.


XAGG.TO

1D
0.40%
1M
0.61%
YTD
1.46%
6M
1.14%
1Y
1.08%
3Y*
4.41%
5Y*
10Y*

DXBB.TO

1D
0.00%
1M
-1.30%
YTD
0.40%
6M
0.44%
1Y
1.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XAGG.TO has a 0.10% expense ratio, which is lower than DXBB.TO's 0.33% expense ratio.


Return for Risk

XAGG.TO vs. DXBB.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: 1717
Overall Rank
XAGG.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XAGG.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
XAGG.TO Omega Ratio Rank: 1414
Omega Ratio Rank
XAGG.TO Calmar Ratio Rank: 2323
Calmar Ratio Rank
XAGG.TO Martin Ratio Rank: 1919
Martin Ratio Rank

DXBB.TO
DXBB.TO Risk / Return Rank: 1919
Overall Rank
DXBB.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DXBB.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
DXBB.TO Omega Ratio Rank: 1818
Omega Ratio Rank
DXBB.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
DXBB.TO Martin Ratio Rank: 1919
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. DXBB.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 Dynamic Active Bond ETF (DXBB.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.TODXBB.TODifference

Sharpe ratio

Return per unit of total volatility

0.20

0.35

-0.15

Sortino ratio

Return per unit of downside risk

0.32

0.50

-0.18

Omega ratio

Gain probability vs. loss probability

1.04

1.07

-0.03

Calmar ratio

Return relative to maximum drawdown

0.62

0.57

+0.05

Martin ratio

Return relative to average drawdown

1.26

1.25

+0.01

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

The current XAGG.TO Sharpe Ratio is 0.20, which is lower than the DXBB.TO Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of XAGG.TO and DXBB.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XAGG.TODXBB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.35

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.66

-0.42

Correlation

The correlation between XAGG.TO and DXBB.TO is 0.28, 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.


Dividends

XAGG.TO vs. DXBB.TO - Dividend Comparison

XAGG.TO's dividend yield for the trailing twelve months is around 3.96%, less than DXBB.TO's 4.27% yield.


TTM20252024202320222021
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
3.96%3.86%3.06%2.29%1.62%1.02%
DXBB.TO
Dynamic Active Bond ETF
4.27%4.24%0.89%0.00%0.00%0.00%

Drawdowns

XAGG.TO vs. DXBB.TO - Drawdown Comparison

The maximum XAGG.TO drawdown since its inception was -12.50%, which is greater than DXBB.TO's maximum drawdown of -3.23%. Use the drawdown chart below to compare losses from any high point for XAGG.TO and DXBB.TO.


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Drawdown Indicators


XAGG.TODXBB.TODifference

Max Drawdown

Largest peak-to-trough decline

-12.50%

-3.23%

-9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.57%

-2.79%

-2.78%

Current Drawdown

Current decline from peak

-1.33%

-1.74%

+0.41%

Average Drawdown

Average peak-to-trough decline

-4.54%

-1.22%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

1.27%

+2.18%

Volatility

XAGG.TO vs. DXBB.TO - Volatility Comparison

iShares U.S. Aggregate Bond Index ETF (XAGG.TO) and Dynamic Active Bond ETF (DXBB.TO) have volatilities of 1.99% and 2.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAGG.TODXBB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

2.05%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

3.11%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

7.15%

4.46%

+2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

4.94%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

4.94%

+4.88%