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

Performance

XAGG.TO vs. FBND - 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 Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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XAGG.TO vs. FBND - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
1.46%1.84%10.32%0.84%-6.28%-1.77%
FBND
Fidelity Total Bond ETF
1.39%2.63%10.91%4.46%-6.31%-1.87%
Different Trading Currencies

XAGG.TO is traded in CAD, while FBND is traded in USD. To make them comparable, the FBND values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with XAGG.TO having a 1.46% return and FBND slightly lower at 1.39%.


XAGG.TO

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

FBND

1D
-0.16%
1M
0.29%
YTD
1.39%
6M
0.49%
1Y
1.56%
3Y*
5.39%
5Y*
3.09%
10Y*
3.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAGG.TO vs. FBND - Expense Ratio Comparison

XAGG.TO has a 0.10% expense ratio, which is lower than FBND's 0.36% expense ratio.


Return for Risk

XAGG.TO vs. FBND — 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

FBND
FBND Risk / Return Rank: 5454
Overall Rank
FBND Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 5353
Sortino Ratio Rank
FBND Omega Ratio Rank: 4444
Omega Ratio Rank
FBND Calmar Ratio Rank: 6464
Calmar Ratio Rank
FBND Martin Ratio Rank: 5252
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. FBND - 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 Fidelity Total Bond ETF (FBND). 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.TOFBNDDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.25

-0.05

Sortino ratio

Return per unit of downside risk

0.32

0.37

-0.05

Omega ratio

Gain probability vs. loss probability

1.04

1.05

-0.01

Calmar ratio

Return relative to maximum drawdown

0.62

0.21

+0.41

Martin ratio

Return relative to average drawdown

1.26

0.41

+0.84

XAGG.TO vs. FBND - Sharpe Ratio Comparison

The current XAGG.TO Sharpe Ratio is 0.20, which is comparable to the FBND Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of XAGG.TO and FBND, 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.TOFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.25

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.55

-0.31

Correlation

The correlation between XAGG.TO and FBND is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XAGG.TO vs. FBND - Dividend Comparison

XAGG.TO's dividend yield for the trailing twelve months is around 3.96%, less than FBND's 4.73% yield.


TTM20252024202320222021202020192018201720162015
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
3.96%3.86%3.06%2.29%1.62%1.02%0.00%0.00%0.00%0.00%0.00%0.00%
FBND
Fidelity Total Bond ETF
4.73%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Drawdowns

XAGG.TO vs. FBND - Drawdown Comparison

The maximum XAGG.TO drawdown since its inception was -12.50%, smaller than the maximum FBND drawdown of -15.99%. Use the drawdown chart below to compare losses from any high point for XAGG.TO and FBND.


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Drawdown Indicators


XAGG.TOFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-12.50%

-17.25%

+4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.57%

-2.79%

-2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

Current Drawdown

Current decline from peak

-1.33%

-1.80%

+0.47%

Average Drawdown

Average peak-to-trough decline

-4.54%

-3.38%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

0.90%

+2.55%

Volatility

XAGG.TO vs. FBND - Volatility Comparison

The current volatility for iShares U.S. Aggregate Bond Index ETF (XAGG.TO) is 1.99%, while Fidelity Total Bond ETF (FBND) has a volatility of 2.10%. This indicates that XAGG.TO experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAGG.TOFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

2.10%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

4.25%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

7.15%

6.36%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

7.51%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

8.02%

+1.80%