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XBAL.TO vs. GBAL.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBAL.TO vs. GBAL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Balanced ETF Portfolio (XBAL.TO) and iShares ESG Balanced ETF Portfolio (GBAL.TO). The values are adjusted to include any dividend payments, if applicable.

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XBAL.TO vs. GBAL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XBAL.TO
iShares Core Balanced ETF Portfolio
0.80%11.87%15.76%13.01%-11.19%10.11%6.65%
GBAL.TO
iShares ESG Balanced ETF Portfolio
-0.84%11.77%17.38%14.48%-11.94%11.32%6.10%

Returns By Period

In the year-to-date period, XBAL.TO achieves a 0.80% return, which is significantly higher than GBAL.TO's -0.84% return.


XBAL.TO

1D
0.51%
1M
-2.76%
YTD
0.80%
6M
0.72%
1Y
11.80%
3Y*
11.96%
5Y*
7.10%
10Y*
7.24%

GBAL.TO

1D
0.60%
1M
-2.88%
YTD
-0.84%
6M
-1.33%
1Y
11.13%
3Y*
12.34%
5Y*
7.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XBAL.TO vs. GBAL.TO - Expense Ratio Comparison

XBAL.TO has a 0.20% expense ratio, which is lower than GBAL.TO's 0.25% 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%.


Return for Risk

XBAL.TO vs. GBAL.TO — Risk / Return Rank

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

XBAL.TO
XBAL.TO Risk / Return Rank: 6161
Overall Rank
XBAL.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XBAL.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
XBAL.TO Omega Ratio Rank: 6262
Omega Ratio Rank
XBAL.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
XBAL.TO Martin Ratio Rank: 6161
Martin Ratio Rank

GBAL.TO
GBAL.TO Risk / Return Rank: 5858
Overall Rank
GBAL.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GBAL.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
GBAL.TO Omega Ratio Rank: 5454
Omega Ratio Rank
GBAL.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
GBAL.TO Martin Ratio Rank: 5858
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.

XBAL.TO vs. GBAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Balanced ETF Portfolio (XBAL.TO) and iShares ESG Balanced ETF Portfolio (GBAL.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.


XBAL.TOGBAL.TODifference

Sharpe ratio

Return per unit of total volatility

1.16

1.09

+0.07

Sortino ratio

Return per unit of downside risk

1.60

1.53

+0.06

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.55

1.70

-0.16

Martin ratio

Return relative to average drawdown

6.33

5.99

+0.34

XBAL.TO vs. GBAL.TO - Sharpe Ratio Comparison

The current XBAL.TO Sharpe Ratio is 1.16, which is comparable to the GBAL.TO Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XBAL.TO and GBAL.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


XBAL.TOGBAL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.09

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.77

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.87

-0.22

Correlation

The correlation between XBAL.TO and GBAL.TO is 0.65, 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

XBAL.TO vs. GBAL.TO - Dividend Comparison

XBAL.TO's dividend yield for the trailing twelve months is around 2.24%, more than GBAL.TO's 1.89% yield.


TTM20252024202320222021202020192018201720162015
XBAL.TO
iShares Core Balanced ETF Portfolio
2.24%2.24%2.68%2.40%2.09%1.74%1.99%2.26%3.39%2.93%3.64%3.29%
GBAL.TO
iShares ESG Balanced ETF Portfolio
1.89%1.83%1.84%2.40%1.87%1.43%0.96%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XBAL.TO vs. GBAL.TO - Drawdown Comparison

The maximum XBAL.TO drawdown since its inception was -28.83%, which is greater than GBAL.TO's maximum drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for XBAL.TO and GBAL.TO.


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Drawdown Indicators


XBAL.TOGBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.83%

-18.92%

-9.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.68%

-6.50%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-18.92%

+1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-20.93%

Current Drawdown

Current decline from peak

-3.35%

-3.77%

+0.42%

Average Drawdown

Average peak-to-trough decline

-3.41%

-4.42%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.85%

+0.02%

Volatility

XBAL.TO vs. GBAL.TO - Volatility Comparison

The current volatility for iShares Core Balanced ETF Portfolio (XBAL.TO) is 4.12%, while iShares ESG Balanced ETF Portfolio (GBAL.TO) has a volatility of 4.73%. This indicates that XBAL.TO experiences smaller price fluctuations and is considered to be less risky than GBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBAL.TOGBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.73%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

6.57%

7.68%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

10.21%

10.28%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.63%

9.56%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.26%

9.49%

-0.23%