XBB.TO vs. VSBIX
Compare and contrast key facts about iShares Core Canadian Universe Bond Index ETF (XBB.TO) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX).
XBB.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Can Core Bd GR CAD. It was launched on Nov 20, 2000. VSBIX is managed by Vanguard. It was launched on Aug 23, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XBB.TO or VSBIX.
Key characteristics
| XBB.TO | VSBIX | |
|---|---|---|
| YTD Return | 3.71% | 3.38% |
| 1Y Return | 10.19% | 5.44% |
| 3Y Return (Ann) | 0.03% | 1.03% |
| 5Y Return (Ann) | 0.63% | 1.08% |
| 10Y Return (Ann) | 2.01% | 1.16% |
| Sharpe Ratio | 1.76 | 2.92 |
| Sortino Ratio | 2.55 | 4.69 |
| Omega Ratio | 1.31 | 1.64 |
| Calmar Ratio | 0.72 | 1.67 |
| Martin Ratio | 6.12 | 16.29 |
| Ulcer Index | 1.69% | 0.33% |
| Daily Std Dev | 5.91% | 1.87% |
| Max Drawdown | -18.16% | -6.49% |
| Current Drawdown | -5.57% | -0.87% |
Correlation
The correlation between XBB.TO and VSBIX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XBB.TO vs. VSBIX - Performance Comparison
In the year-to-date period, XBB.TO achieves a 3.71% return, which is significantly higher than VSBIX's 3.38% return. Over the past 10 years, XBB.TO has outperformed VSBIX with an annualized return of 2.01%, while VSBIX has yielded a comparatively lower 1.16% annualized return. 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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XBB.TO vs. VSBIX - Expense Ratio Comparison
XBB.TO has a 0.10% expense ratio, which is higher than VSBIX's 0.05% expense ratio. However, 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
XBB.TO vs. VSBIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Canadian Universe Bond Index ETF (XBB.TO) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). 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
XBB.TO vs. VSBIX - Dividend Comparison
XBB.TO's dividend yield for the trailing twelve months is around 3.20%, less than VSBIX's 4.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XBB.TO iShares Core Canadian Universe Bond Index ETF | 3.20% | 3.01% | 2.91% | 2.54% | 2.55% | 2.80% | 2.92% | 2.83% | 2.81% | 2.87% | 3.04% | 3.32% |
VSBIX Vanguard Short-Term Treasury Index Fund Institutional Shares | 4.14% | 3.31% | 1.14% | 0.35% | 1.14% | 2.28% | 1.81% | 1.11% | 0.85% | 0.70% | 0.44% | 0.29% |
Drawdowns
XBB.TO vs. VSBIX - Drawdown Comparison
The maximum XBB.TO drawdown since its inception was -18.16%, which is greater than VSBIX's maximum drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for XBB.TO and VSBIX. For additional features, visit the drawdowns tool.
Volatility
XBB.TO vs. VSBIX - Volatility Comparison
iShares Core Canadian Universe Bond Index ETF (XBB.TO) has a higher volatility of 2.53% compared to Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) at 0.34%. This indicates that XBB.TO's price experiences larger fluctuations and is considered to be riskier than VSBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.