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

Performance

XBB.TO vs. XQB.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 iShares High Quality Canadian Bond Index ETF (XQB.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XBB.TO having a 1.51% return and XQB.TO slightly lower at 1.49%. Both investments have delivered pretty close results over the past 10 years, with XBB.TO having a 1.63% annualized return and XQB.TO not far ahead at 1.64%.


XBB.TO

1D
-0.18%
1M
1.59%
YTD
1.51%
6M
0.69%
1Y
3.09%
3Y*
4.17%
5Y*
0.71%
10Y*
1.63%

XQB.TO

1D
-0.11%
1M
1.68%
YTD
1.49%
6M
0.82%
1Y
3.20%
3Y*
4.37%
5Y*
0.97%
10Y*
1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBB.TO vs. XQB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBB.TO
iShares Core Canadian Universe Bond Index ETF
1.51%2.59%4.00%6.64%-11.66%-2.81%8.58%7.28%1.00%2.42%
XQB.TO
iShares High Quality Canadian Bond Index ETF
1.49%3.16%4.17%6.51%-10.61%-2.84%8.32%6.05%1.38%1.61%

Correlation

The correlation between XBB.TO and XQB.TO is 0.89, 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

0.89

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

0.91

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

0.92

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

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2009

0.78

The correlation between XBB.TO and XQB.TO shifts across timeframes, from 0.78 (all time) to 0.92 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XBB.TO vs. XQB.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: 2121
Overall Rank
XBB.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XBB.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
XBB.TO Omega Ratio Rank: 1919
Omega Ratio Rank
XBB.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
XBB.TO Martin Ratio Rank: 2121
Martin Ratio Rank

XQB.TO
XQB.TO Risk / Return Rank: 2323
Overall Rank
XQB.TO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XQB.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
XQB.TO Omega Ratio Rank: 2121
Omega Ratio Rank
XQB.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
XQB.TO Martin Ratio Rank: 2323
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. XQB.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 iShares High Quality Canadian Bond Index ETF (XQB.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.


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

-0.08

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratioReturn relative to maximum drawdown

1.14

1.19

-0.05

Martin ratioReturn relative to average drawdown

2.65

2.93

-0.28

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

The current XBB.TO Sharpe Ratio is 0.71, which is comparable to the XQB.TO Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of XBB.TO and XQB.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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Sharpe Ratios by Period


XBB.TOXQB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.79

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.17

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.29

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.53

+0.18

Drawdowns

XBB.TO vs. XQB.TO - Drawdown Comparison

The maximum XBB.TO drawdown since its inception was -18.16%, which is greater than XQB.TO's maximum drawdown of -16.57%. Use the drawdown chart below to compare losses from any high point for XBB.TO and XQB.TO.


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Drawdown Indicators


XBB.TOXQB.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.16%

-16.57%

-1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-2.70%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

-4.25%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

-14.59%

-1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-18.16%

-16.57%

-1.59%

Current Drawdown

Current decline from peak

-1.39%

-0.50%

-0.89%

Average Drawdown

Average peak-to-trough decline

-2.76%

-3.07%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.09%

+0.08%

Volatility

XBB.TO vs. XQB.TO - Volatility Comparison

iShares Core Canadian Universe Bond Index ETF (XBB.TO) and iShares High Quality Canadian Bond Index ETF (XQB.TO) have volatilities of 1.54% and 1.54%, 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.


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Volatility by Period


XBB.TOXQB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.54%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

3.31%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

4.10%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.63%

5.89%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

5.78%

+0.91%

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

XBB.TO has a 0.10% expense ratio, which is lower than XQB.TO's 0.13% 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. XQB.TO - Dividend Comparison

XBB.TO's dividend yield for the trailing twelve months is around 3.41%, which matches XQB.TO's 3.41% yield.


PositionTTM20252024202320222021202020192018201720162015
XBB.TO
iShares Core Canadian Universe Bond Index ETF
3.41%3.39%3.25%3.01%2.91%2.54%2.55%2.80%2.92%2.83%2.81%2.87%
XQB.TO
iShares High Quality Canadian Bond Index ETF
3.41%3.39%3.24%2.93%2.75%2.37%2.37%2.53%2.59%2.54%2.67%2.80%

Frequently Asked Questions


XBB.TO and XQB.TO have a correlation of 0.89, 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 0.13% for XQB.TO.

Both ETFs track Morningstar Can Core Bd GR CAD. Their fees differ too: 0.10% for XBB.TO and 0.13% for XQB.TO.

Portfolio Optimizer

Find the right allocation for XBB.TO and XQB.TO

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