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XBB.TO vs. ITA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBB.TO vs. ITA - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Canadian Universe Bond Index ETF (XBB.TO) and iShares U.S. Aerospace & Defense ETF (ITA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XBB.TO achieves a 1.72% return, which is significantly lower than ITA's 12.90% return. Over the past 10 years, XBB.TO has underperformed ITA with an annualized return of 1.63%, while ITA has yielded a comparatively higher 16.45% annualized return.


XBB.TO

1D
0.07%
1M
2.10%
YTD
1.72%
6M
1.94%
1Y
4.05%
3Y*
4.40%
5Y*
0.73%
10Y*
1.63%

ITA

1D
1.55%
1M
11.25%
YTD
12.90%
6M
15.01%
1Y
36.10%
3Y*
30.29%
5Y*
20.65%
10Y*
16.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBB.TO vs. ITA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBB.TO
iShares Core Canadian Universe Bond Index ETF
1.72%2.59%4.00%6.64%-11.66%-2.81%8.58%7.28%1.00%2.42%
ITA
iShares U.S. Aerospace & Defense ETF
12.90%41.86%25.62%11.61%16.93%9.34%-15.62%25.13%0.58%26.09%

Correlation

The correlation between XBB.TO and ITA is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.08

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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2006

-0.15

The correlation between XBB.TO and ITA shifts across timeframes, from -0.15 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XBB.TO vs. ITA — Risk / Return Rank

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

XBB.TO
XBB.TO Risk / Return Rank: 2828
Overall Rank
XBB.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XBB.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
XBB.TO Omega Ratio Rank: 2626
Omega Ratio Rank
XBB.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
XBB.TO Martin Ratio Rank: 2828
Martin Ratio Rank

ITA
ITA Risk / Return Rank: 4545
Overall Rank
ITA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ITA Sortino Ratio Rank: 4949
Sortino Ratio Rank
ITA Omega Ratio Rank: 4444
Omega Ratio Rank
ITA Calmar Ratio Rank: 4646
Calmar Ratio Rank
ITA Martin Ratio Rank: 3838
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.

XBB.TO vs. ITA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Canadian Universe Bond Index ETF (XBB.TO) and iShares U.S. Aerospace & Defense ETF (ITA). 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.


XBB.TOITADifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.16

1.28

-0.11

Calmar ratioReturn relative to maximum drawdown

1.49

2.43

-0.94

Martin ratioReturn relative to average drawdown

3.47

6.14

-2.67

XBB.TO vs. ITA - Sharpe Ratio Comparison

The current XBB.TO Sharpe Ratio is 0.93, which is lower than the ITA Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of XBB.TO and ITA, 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

XBB.TO vs. ITA - Drawdown Comparison

The maximum XBB.TO drawdown since its inception was -18.16%, smaller than the maximum ITA drawdown of -47.26%. Use the drawdown chart below to compare losses from any high point for XBB.TO and ITA.


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Drawdown Indicators


XBB.TOITADifference

Max Drawdown

Largest peak-to-trough decline

-18.16%

-47.26%

+29.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-14.91%

+12.18%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

-17.29%

+11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

-17.29%

+1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-18.16%

-46.69%

+28.53%

Current Drawdown

Current decline from peak

-1.18%

-3.08%

+1.90%

Average Drawdown

Average peak-to-trough decline

-3.07%

-8.88%

+5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

5.89%

-4.72%

Volatility

XBB.TO vs. ITA - Volatility Comparison

The current volatility for iShares Core Canadian Universe Bond Index ETF (XBB.TO) is 1.44%, while iShares U.S. Aerospace & Defense ETF (ITA) has a volatility of 9.26%. This indicates that XBB.TO experiences smaller price fluctuations and is considered to be less risky than ITA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBB.TOITADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

9.26%

-7.82%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

19.10%

-15.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

22.39%

-18.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.63%

21.34%

-14.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

24.04%

-17.34%

XBB.TO vs. ITA - Expense Ratio Comparison

XBB.TO has a 0.10% expense ratio, which is lower than ITA's 0.38% expense ratio.


Dividends

XBB.TO vs. ITA - Dividend Comparison

XBB.TO's dividend yield for the trailing twelve months is around 3.40%, more than ITA's 0.52% yield.


PositionTTM20252024202320222021202020192018201720162015
ITA
iShares U.S. Aerospace & Defense ETF
0.52%0.55%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
3.40%3.39%3.25%3.01%2.91%2.54%2.55%2.80%2.92%2.83%2.81%2.87%

Frequently Asked Questions


XBB.TO and ITA have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBB.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBB.TO is cheaper with a 0.10% expense ratio, compared with 0.38% for ITA.

XBB.TO is categorized as Intermediate Core Bond, while ITA is Aerospace & Defense. XBB.TO tracks FTSE Canada Universe Bond Index, while ITA tracks Dow Jones U.S. Select Aerospace & Defense Index. Their fees differ too: 0.10% for XBB.TO and 0.38% for ITA.

Portfolio Optimizer

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