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XCB.TO vs. IS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCB.TO vs. IS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Canadian Corporate Bond Index ETF (XCB.TO) and Infrastructure Dividend Split Corp (IS.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, XCB.TO achieves a 1.75% return, which is significantly lower than IS.TO's 27.44% return.


XCB.TO

1D
-0.10%
1M
1.66%
YTD
1.75%
6M
1.49%
1Y
4.27%
3Y*
6.23%
5Y*
2.30%
10Y*
2.77%

IS.TO

1D
-0.31%
1M
2.68%
YTD
27.44%
6M
25.65%
1Y
45.10%
3Y*
18.61%
5Y*
6.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCB.TO vs. IS.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XCB.TO
iShares Core Canadian Corporate Bond Index ETF
1.75%4.45%6.72%8.30%-9.79%3.09%
IS.TO
Infrastructure Dividend Split Corp
27.44%19.09%17.62%-11.75%-12.55%-6.80%

Correlation

The correlation between XCB.TO and IS.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.20

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

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2021

0.17

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Return for Risk

XCB.TO vs. IS.TO — Risk / Return Rank

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

XCB.TO
XCB.TO Risk / Return Rank: 3131
Overall Rank
XCB.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XCB.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
XCB.TO Omega Ratio Rank: 3030
Omega Ratio Rank
XCB.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
XCB.TO Martin Ratio Rank: 3333
Martin Ratio Rank

IS.TO
IS.TO Risk / Return Rank: 9696
Overall Rank
IS.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IS.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS.TO Omega Ratio Rank: 9595
Omega Ratio Rank
IS.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
IS.TO Martin Ratio Rank: 9797
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.

XCB.TO vs. IS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Canadian Corporate Bond Index ETF (XCB.TO) and Infrastructure Dividend Split Corp (IS.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.


XCB.TOIS.TODifference
Sharpe ratioReturn per unit of total volatility

-2.13

Sortino ratioReturn per unit of downside risk

-3.10

Omega ratioGain probability vs. loss probability

1.20

1.59

-0.39

Calmar ratioReturn relative to maximum drawdown

1.72

8.52

-6.80

Martin ratioReturn relative to average drawdown

5.08

24.26

-19.18

XCB.TO vs. IS.TO - Sharpe Ratio Comparison

The current XCB.TO Sharpe Ratio is 1.15, which is lower than the IS.TO Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of XCB.TO and IS.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


XCB.TOIS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

3.28

-2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.28

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.23

+0.41

Drawdowns

XCB.TO vs. IS.TO - Drawdown Comparison

The maximum XCB.TO drawdown since its inception was -22.59%, smaller than the maximum IS.TO drawdown of -37.89%. Use the drawdown chart below to compare losses from any high point for XCB.TO and IS.TO.


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Drawdown Indicators


XCB.TOIS.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-37.89%

+15.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-5.32%

+2.83%

Max Drawdown (3Y)

Largest decline over 3 years

-3.56%

-18.59%

+15.03%

Max Drawdown (5Y)

Largest decline over 5 years

-14.17%

-37.04%

+22.87%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

Current Drawdown

Current decline from peak

-0.10%

-0.31%

+0.21%

Average Drawdown

Average peak-to-trough decline

-2.12%

-17.15%

+15.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

1.86%

-1.02%

Volatility

XCB.TO vs. IS.TO - Volatility Comparison

The current volatility for iShares Core Canadian Corporate Bond Index ETF (XCB.TO) is 1.45%, while Infrastructure Dividend Split Corp (IS.TO) has a volatility of 4.59%. This indicates that XCB.TO experiences smaller price fluctuations and is considered to be less risky than IS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCB.TOIS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

4.59%

-3.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

10.49%

-7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

13.83%

-10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.67%

22.30%

-16.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

22.03%

-14.80%

Dividends

XCB.TO vs. IS.TO - Dividend Comparison

XCB.TO's dividend yield for the trailing twelve months is around 4.13%, less than IS.TO's 8.84% yield.


PositionTTM20252024202320222021202020192018201720162015
IS.TO
Infrastructure Dividend Split Corp
8.84%10.57%8.69%3.60%3.07%1.74%0.00%0.00%0.00%0.00%0.00%0.00%
XCB.TO
iShares Core Canadian Corporate Bond Index ETF
4.13%4.10%4.00%3.69%3.55%3.01%2.75%2.95%3.10%3.07%3.19%3.31%

Frequently Asked Questions


XCB.TO and IS.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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