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

Performance

XBB.TO vs. VEE.TO - 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 Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.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, XBB.TO achieves a 1.72% return, which is significantly lower than VEE.TO's 15.16% return. Over the past 10 years, XBB.TO has underperformed VEE.TO with an annualized return of 1.63%, while VEE.TO has yielded a comparatively higher 9.42% 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%

VEE.TO

1D
2.22%
1M
5.84%
YTD
15.16%
6M
16.71%
1Y
32.44%
3Y*
18.31%
5Y*
7.98%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBB.TO vs. VEE.TO - 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%
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index ETF
15.16%19.32%19.06%6.24%-12.79%0.06%12.32%14.32%-7.93%22.60%

Correlation

The correlation between XBB.TO and VEE.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.17

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

0.10

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

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2011

-0.05

The correlation between XBB.TO and VEE.TO shifts across timeframes, from -0.05 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XBB.TO vs. VEE.TO — 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

VEE.TO
VEE.TO Risk / Return Rank: 6969
Overall Rank
VEE.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VEE.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
VEE.TO Omega Ratio Rank: 7272
Omega Ratio Rank
VEE.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
VEE.TO Martin Ratio Rank: 6666
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. VEE.TO - 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 Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.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.


XBB.TOVEE.TODifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.16

1.38

-0.22

Calmar ratioReturn relative to maximum drawdown

1.49

3.04

-1.55

Martin ratioReturn relative to average drawdown

3.47

10.84

-7.36

XBB.TO vs. VEE.TO - Sharpe Ratio Comparison

The current XBB.TO Sharpe Ratio is 0.93, which is lower than the VEE.TO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of XBB.TO and VEE.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

XBB.TO vs. VEE.TO - Drawdown Comparison

The maximum XBB.TO drawdown since its inception was -18.16%, smaller than the maximum VEE.TO drawdown of -29.84%. Use the drawdown chart below to compare losses from any high point for XBB.TO and VEE.TO.


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Drawdown Indicators


XBB.TOVEE.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.16%

-29.84%

+11.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-10.74%

+8.01%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

-14.97%

+9.55%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

-26.10%

+10.20%

Max Drawdown (10Y)

Largest decline over 10 years

-18.16%

-29.84%

+11.68%

Current Drawdown

Current decline from peak

-1.18%

0.00%

-1.18%

Average Drawdown

Average peak-to-trough decline

-3.07%

-8.72%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

3.00%

-1.83%

Volatility

XBB.TO vs. VEE.TO - Volatility Comparison

The current volatility for iShares Core Canadian Universe Bond Index ETF (XBB.TO) is 1.44%, while Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) has a volatility of 7.28%. This indicates that XBB.TO experiences smaller price fluctuations and is considered to be less risky than VEE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBB.TOVEE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

7.28%

-5.84%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

13.81%

-10.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

16.03%

-11.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.63%

15.46%

-8.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

17.01%

-10.31%

XBB.TO vs. VEE.TO - Expense Ratio Comparison

XBB.TO has a 0.10% expense ratio, which is lower than VEE.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%.


Dividends

XBB.TO vs. VEE.TO - Dividend Comparison

XBB.TO's dividend yield for the trailing twelve months is around 3.40%, more than VEE.TO's 1.89% yield.


PositionTTM20252024202320222021202020192018201720162015
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index ETF
1.89%2.26%2.45%2.83%3.35%2.18%1.62%2.71%2.24%1.93%2.01%2.53%
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 VEE.TO have a correlation of 0.28, 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 0.25% for VEE.TO.

XBB.TO is categorized as Intermediate Core Bond, while VEE.TO is Emerging Markets Equities. XBB.TO tracks FTSE Canada Universe Bond Index, while VEE.TO tracks FTSE Emerging Markets All Cap China A Inclusion Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for XBB.TO and 0.25% for VEE.TO.

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