XBAL.TO vs. VBAL.TO
Compare and contrast key facts about iShares Core Balanced ETF Portfolio (XBAL.TO) and Vanguard Balanced ETF Portfolio (VBAL.TO).
XBAL.TO and VBAL.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XBAL.TO is an actively managed fund by iShares. It was launched on Jun 21, 2007. VBAL.TO is an actively managed fund by Vanguard. It was launched on Jan 25, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XBAL.TO or VBAL.TO.
Key characteristics
| XBAL.TO | VBAL.TO | |
|---|---|---|
| YTD Return | 14.94% | 14.95% |
| 1Y Return | 21.45% | 21.35% |
| 3Y Return (Ann) | 4.74% | 4.72% |
| 5Y Return (Ann) | 7.32% | 7.13% |
| Sharpe Ratio | 3.34 | 3.39 |
| Sortino Ratio | 4.93 | 5.01 |
| Omega Ratio | 1.65 | 1.66 |
| Calmar Ratio | 3.43 | 3.55 |
| Martin Ratio | 27.09 | 27.57 |
| Ulcer Index | 0.80% | 0.78% |
| Daily Std Dev | 6.47% | 6.35% |
| Max Drawdown | -28.78% | -21.19% |
| Current Drawdown | -0.46% | -0.45% |
Correlation
The correlation between XBAL.TO and VBAL.TO is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XBAL.TO vs. VBAL.TO - Performance Comparison
The year-to-date returns for both investments are quite close, with XBAL.TO having a 14.94% return and VBAL.TO slightly higher at 14.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XBAL.TO vs. VBAL.TO - Expense Ratio Comparison
XBAL.TO has a 0.20% expense ratio, which is lower than VBAL.TO's 0.24% 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%.
Risk-Adjusted Performance
XBAL.TO vs. VBAL.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Balanced ETF Portfolio (XBAL.TO) and Vanguard Balanced ETF Portfolio (VBAL.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.
Dividends
XBAL.TO vs. VBAL.TO - Dividend Comparison
XBAL.TO's dividend yield for the trailing twelve months is around 2.40%, which matches VBAL.TO's 2.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XBAL.TO iShares Core Balanced ETF Portfolio | 2.40% | 2.43% | 2.12% | 1.77% | 2.02% | 2.30% | 3.44% | 2.97% | 3.69% | 3.34% | 6.60% | 2.81% |
VBAL.TO Vanguard Balanced ETF Portfolio | 2.41% | 2.37% | 2.21% | 1.95% | 1.83% | 2.25% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XBAL.TO vs. VBAL.TO - Drawdown Comparison
The maximum XBAL.TO drawdown since its inception was -28.78%, which is greater than VBAL.TO's maximum drawdown of -21.19%. Use the drawdown chart below to compare losses from any high point for XBAL.TO and VBAL.TO. For additional features, visit the drawdowns tool.
Volatility
XBAL.TO vs. VBAL.TO - Volatility Comparison
iShares Core Balanced ETF Portfolio (XBAL.TO) and Vanguard Balanced ETF Portfolio (VBAL.TO) have volatilities of 2.36% and 2.28%, 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.