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

Performance

XBB.TO vs. ZDB.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 BMO Discount Bond (ZDB.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 1.58% return and ZDB.TO slightly lower at 1.53%. Both investments have delivered pretty close results over the past 10 years, with XBB.TO having a 1.67% annualized return and ZDB.TO not far behind at 1.61%.


XBB.TO

1D
0.07%
1M
1.55%
YTD
1.58%
6M
1.08%
1Y
2.98%
3Y*
4.28%
5Y*
0.72%
10Y*
1.67%

ZDB.TO

1D
0.00%
1M
1.51%
YTD
1.53%
6M
0.99%
1Y
2.51%
3Y*
4.17%
5Y*
0.56%
10Y*
1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XBB.TO
iShares Core Canadian Universe Bond Index ETF
1.58%2.59%4.00%6.64%-11.66%-2.81%8.58%7.28%1.00%2.42%
ZDB.TO
BMO Discount Bond
1.53%2.03%4.26%6.69%-11.99%-2.77%9.50%6.74%1.33%2.00%

Correlation

The correlation between XBB.TO and ZDB.TO is 0.93, 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

0.93

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

0.95

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

0.95

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

0.88

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2014

0.77

The correlation between XBB.TO and ZDB.TO shifts across timeframes, from 0.77 (all time) to 0.95 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XBB.TO vs. ZDB.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: 1919
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: 2222
Martin Ratio Rank

ZDB.TO
ZDB.TO Risk / Return Rank: 1919
Overall Rank
ZDB.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ZDB.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
ZDB.TO Omega Ratio Rank: 1818
Omega Ratio Rank
ZDB.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
ZDB.TO Martin Ratio Rank: 1919
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. ZDB.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 BMO Discount Bond (ZDB.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.TOZDB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.12

1.10

+0.02

Calmar ratioReturn relative to maximum drawdown

1.10

0.90

+0.20

Martin ratioReturn relative to average drawdown

2.56

2.07

+0.49

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

The current XBB.TO Sharpe Ratio is 0.68, which is comparable to the ZDB.TO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of XBB.TO and ZDB.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.TOZDB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.58

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.09

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.25

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.38

+0.33

Drawdowns

XBB.TO vs. ZDB.TO - Drawdown Comparison

The maximum XBB.TO drawdown since its inception was -18.16%, roughly equal to the maximum ZDB.TO drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for XBB.TO and ZDB.TO.


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Drawdown Indicators


XBB.TOZDB.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.16%

-18.09%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-2.79%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

-5.07%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

-16.25%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-18.16%

-18.09%

-0.07%

Current Drawdown

Current decline from peak

-1.32%

-1.45%

+0.13%

Average Drawdown

Average peak-to-trough decline

-2.76%

-4.21%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.22%

-0.05%

Volatility

XBB.TO vs. ZDB.TO - Volatility Comparison

iShares Core Canadian Universe Bond Index ETF (XBB.TO) and BMO Discount Bond (ZDB.TO) have volatilities of 1.54% and 1.55%, 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.TOZDB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.55%

-0.01%

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%

4.34%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

6.52%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

6.40%

+0.29%

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

Both XBB.TO and ZDB.TO have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XBB.TO vs. ZDB.TO - Dividend Comparison

XBB.TO's dividend yield for the trailing twelve months is around 3.40%, more than ZDB.TO's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ZDB.TO
BMO Discount Bond
2.00%2.28%2.38%2.42%2.52%2.16%2.06%2.20%2.07%2.06%1.95%1.99%

Frequently Asked Questions


With a correlation of 0.93, XBB.TO and ZDB.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XBB.TO and ZDB.TO have the same expense ratio: 0.10% per year.

XBB.TO tracks Morningstar Can Core Bd GR CAD, while ZDB.TO tracks FTSE Canada Universe Discount Bond Index. They also come from different issuers: iShares and BMO.

Portfolio Optimizer

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