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

Performance

XAGG.TO vs. RLB.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 RBC 1-5 Year Laddered Canadian Bond ETF (RLB.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 2.48% return, which is significantly higher than RLB.TO's 1.12% return.


XAGG.TO

1D
0.03%
1M
-0.68%
6M
0.83%
YTD
2.48%
1Y
6.31%
3Y*
5.35%
5Y*
10Y*

RLB.TO

1D
-0.11%
1M
-0.00%
6M
0.91%
YTD
1.12%
1Y
3.13%
3Y*
5.05%
5Y*
2.08%
10Y*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
2.48%1.66%10.15%1.14%-6.66%1.36%
RLB.TO
RBC 1-5 Year Laddered Canadian Bond ETF
1.12%3.97%5.39%5.93%-5.15%-0.51%

Correlation

The correlation between XAGG.TO and RLB.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2021

0.19

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Return for Risk

XAGG.TO vs. RLB.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: 4444
Overall Rank
XAGG.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XAGG.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
XAGG.TO Omega Ratio Rank: 5656
Omega Ratio Rank
XAGG.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
XAGG.TO Martin Ratio Rank: 3232
Martin Ratio Rank

RLB.TO
RLB.TO Risk / Return Rank: 5454
Overall Rank
RLB.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RLB.TO Sortino Ratio Rank: 5252
Sortino Ratio Rank
RLB.TO Omega Ratio Rank: 5858
Omega Ratio Rank
RLB.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
RLB.TO Martin Ratio Rank: 5353
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. RLB.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 RBC 1-5 Year Laddered Canadian Bond ETF (RLB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.09

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.27

1.27

0.00

Calmar ratioReturn relative to maximum drawdown

1.59

2.13

-0.54

Martin ratioReturn relative to average drawdown

3.58

6.71

-3.13

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

The current XAGG.TO Sharpe Ratio is 1.26, which is comparable to the RLB.TO Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of XAGG.TO and RLB.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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Drawdowns

XAGG.TO vs. RLB.TO - Drawdown Comparison

The maximum XAGG.TO drawdown since its inception was -12.65%, smaller than the maximum RLB.TO drawdown of -13.93%. Use the drawdown chart below to compare losses from any high point for XAGG.TO and RLB.TO.


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Drawdown Indicators


XAGG.TORLB.TODifference

Max Drawdown

Largest peak-to-trough decline

-12.65%

-13.93%

+1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-1.48%

-2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-6.64%

-1.48%

-5.16%

Max Drawdown (5Y)

Largest decline over 5 years

-7.68%

Max Drawdown (10Y)

Largest decline over 10 years

-13.93%

Current Drawdown

Current decline from peak

-2.01%

-0.27%

-1.74%

Average Drawdown

Average peak-to-trough decline

-5.22%

-1.52%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

0.47%

+1.45%

Volatility

XAGG.TO vs. RLB.TO - Volatility Comparison

iShares U.S. Aggregate Bond Index ETF (XAGG.TO) has a higher volatility of 1.46% compared to RBC 1-5 Year Laddered Canadian Bond ETF (RLB.TO) at 0.52%. This indicates that XAGG.TO's price experiences larger fluctuations and is considered to be riskier than RLB.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.TORLB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.52%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

1.97%

+2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.47%

2.34%

+3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.03%

3.01%

+4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

4.40%

+2.63%

Dividends

XAGG.TO vs. RLB.TO - Dividend Comparison

XAGG.TO's dividend yield for the trailing twelve months is around 4.10%, more than RLB.TO's 3.48% yield.


PositionTTM2025202420232022202120202019201820172016
RLB.TO
RBC 1-5 Year Laddered Canadian Bond ETF
3.48%3.25%2.99%2.65%2.54%2.27%2.44%2.66%2.81%2.95%2.32%
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
4.10%3.87%3.07%2.59%1.67%1.04%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XAGG.TO and RLB.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and RBC.

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