PortfoliosLab logoPortfoliosLab logo
XBAL.TO vs. HBAL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBAL.TO vs. HBAL.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 Global X Balanced Asset Allocation ETF (HBAL.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with XBAL.TO having a 8.27% return and HBAL.TO slightly higher at 8.33%.


XBAL.TO

1D
0.03%
1M
0.28%
YTD
8.27%
6M
6.33%
1Y
16.60%
3Y*
14.84%
5Y*
7.99%
10Y*
7.81%

HBAL.TO

1D
0.00%
1M
1.43%
YTD
8.33%
6M
8.37%
1Y
19.49%
3Y*
14.76%
5Y*
7.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
XBAL.TO
iShares Core Balanced ETF Portfolio
8.27%11.90%15.80%13.05%-11.16%10.16%10.73%15.34%-4.76%
HBAL.TO
Global X Balanced Asset Allocation ETF
8.33%13.57%16.65%15.57%-17.70%14.70%15.50%20.42%-8.41%

Correlation

The correlation between XBAL.TO and HBAL.TO is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2018

0.76

The correlation between XBAL.TO and HBAL.TO has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XBAL.TO vs. HBAL.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: 6363
Overall Rank
XBAL.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XBAL.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
XBAL.TO Omega Ratio Rank: 6363
Omega Ratio Rank
XBAL.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
XBAL.TO Martin Ratio Rank: 6868
Martin Ratio Rank

HBAL.TO
HBAL.TO Risk / Return Rank: 8282
Overall Rank
HBAL.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HBAL.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
HBAL.TO Omega Ratio Rank: 8686
Omega Ratio Rank
HBAL.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
HBAL.TO Martin Ratio Rank: 8080
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. HBAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Balanced ETF Portfolio (XBAL.TO) and Global X Balanced Asset Allocation ETF (HBAL.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.


XBAL.TOHBAL.TODifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.34

1.45

-0.11

Calmar ratioReturn relative to maximum drawdown

2.75

3.38

-0.63

Martin ratioReturn relative to average drawdown

11.26

13.83

-2.57

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

The current XBAL.TO Sharpe Ratio is 1.82, which is comparable to the HBAL.TO Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of XBAL.TO and HBAL.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.


Loading charts...

Drawdowns

XBAL.TO vs. HBAL.TO - Drawdown Comparison

The maximum XBAL.TO drawdown since its inception was -28.55%, which is greater than HBAL.TO's maximum drawdown of -22.49%. Use the drawdown chart below to compare losses from any high point for XBAL.TO and HBAL.TO.


Loading charts...

Drawdown Indicators


XBAL.TOHBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-22.49%

-6.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-5.80%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-9.34%

-9.29%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.10%

-22.11%

+5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-20.93%

Current Drawdown

Current decline from peak

-2.60%

-0.90%

-1.70%

Average Drawdown

Average peak-to-trough decline

-3.35%

-4.49%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

1.41%

+0.07%

Volatility

XBAL.TO vs. HBAL.TO - Volatility Comparison

iShares Core Balanced ETF Portfolio (XBAL.TO) has a higher volatility of 3.86% compared to Global X Balanced Asset Allocation ETF (HBAL.TO) at 3.05%. This indicates that XBAL.TO's price experiences larger fluctuations and is considered to be riskier than HBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XBAL.TOHBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

3.05%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

7.04%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

9.18%

8.31%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.94%

10.56%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.80%

12.14%

-2.34%

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

Both XBAL.TO and HBAL.TO have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XBAL.TO vs. HBAL.TO - Dividend Comparison

XBAL.TO's dividend yield for the trailing twelve months is around 2.10%, less than HBAL.TO's 2.24% yield.


PositionTTM20252024202320222021202020192018201720162015
HBAL.TO
Global X Balanced Asset Allocation ETF
2.24%2.41%2.28%1.08%0.03%0.06%0.04%0.19%0.00%0.00%0.00%0.00%
XBAL.TO
iShares Core Balanced ETF Portfolio
2.10%2.27%2.72%2.43%2.12%1.78%2.04%2.31%3.47%3.00%3.72%3.38%

Frequently Asked Questions


XBAL.TO and HBAL.TO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XBAL.TO and HBAL.TO have the same expense ratio: 0.20% per year.

They also come from different issuers: iShares and Global X.

Portfolio Optimizer

Find the right allocation for XBAL.TO and HBAL.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer