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

Performance

XCB.TO vs. XGB.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 iShares Core Canadian Government Bond Index ETF (XGB.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 2.10% return, which is significantly lower than XGB.TO's 2.26% return. Over the past 10 years, XCB.TO has outperformed XGB.TO with an annualized return of 2.82%, while XGB.TO has yielded a comparatively lower 1.11% annualized return.


XCB.TO

1D
0.40%
1M
0.84%
YTD
2.10%
6M
2.04%
1Y
4.32%
3Y*
6.44%
5Y*
2.34%
10Y*
2.82%

XGB.TO

1D
0.47%
1M
1.09%
YTD
2.26%
6M
2.04%
1Y
3.20%
3Y*
3.98%
5Y*
0.19%
10Y*
1.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XCB.TO
iShares Core Canadian Corporate Bond Index ETF
2.10%4.45%6.72%8.30%-9.79%-1.81%8.36%7.90%0.39%2.75%
XGB.TO
iShares Core Canadian Government Bond Index ETF
2.26%1.65%3.54%5.57%-12.25%-3.11%8.14%6.10%1.34%1.71%

Correlation

The correlation between XCB.TO and XGB.TO is 0.91, 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

0.91

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

0.90

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

0.89

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

0.81

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2006

0.69

Over the past year, XCB.TO and XGB.TO have become more correlated (0.91) than their long-term average of 0.69, meaning their price movements have been converging.

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Return for Risk

XCB.TO vs. XGB.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: 3535
Overall Rank
XCB.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XCB.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
XCB.TO Omega Ratio Rank: 3232
Omega Ratio Rank
XCB.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
XCB.TO Martin Ratio Rank: 3636
Martin Ratio Rank

XGB.TO
XGB.TO Risk / Return Rank: 2121
Overall Rank
XGB.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XGB.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
XGB.TO Omega Ratio Rank: 1919
Omega Ratio Rank
XGB.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
XGB.TO Martin Ratio Rank: 2222
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. XGB.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 iShares Core Canadian Government Bond Index ETF (XGB.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.


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

+0.43

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratioReturn relative to maximum drawdown

1.74

1.13

+0.61

Martin ratioReturn relative to average drawdown

5.16

2.41

+2.75

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

The current XCB.TO Sharpe Ratio is 1.13, which is higher than the XGB.TO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of XCB.TO and XGB.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

XCB.TO vs. XGB.TO - Drawdown Comparison

The maximum XCB.TO drawdown since its inception was -22.59%, which is greater than XGB.TO's maximum drawdown of -19.53%. Use the drawdown chart below to compare losses from any high point for XCB.TO and XGB.TO.


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Drawdown Indicators


XCB.TOXGB.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-19.53%

-3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-2.86%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-3.56%

-5.83%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-14.17%

-16.44%

+2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

-19.53%

-3.06%

Current Drawdown

Current decline from peak

0.00%

-4.61%

+4.61%

Average Drawdown

Average peak-to-trough decline

-2.11%

-3.94%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

1.34%

-0.50%

Volatility

XCB.TO vs. XGB.TO - Volatility Comparison

iShares Core Canadian Corporate Bond Index ETF (XCB.TO) has a higher volatility of 1.22% compared to iShares Core Canadian Government Bond Index ETF (XGB.TO) at 1.16%. This indicates that XCB.TO's price experiences larger fluctuations and is considered to be riskier than XGB.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.TOXGB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.16%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

3.44%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

4.58%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

6.93%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

5.99%

+1.24%

XCB.TO vs. XGB.TO - Expense Ratio Comparison

XCB.TO has a 0.17% expense ratio, which is higher than XGB.TO's 0.13% 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%.


Dividends

XCB.TO vs. XGB.TO - Dividend Comparison

XCB.TO's dividend yield for the trailing twelve months is around 4.12%, more than XGB.TO's 3.09% yield.


PositionTTM20252024202320222021202020192018201720162015
XCB.TO
iShares Core Canadian Corporate Bond Index ETF
4.12%4.10%4.00%3.69%3.55%3.01%2.75%2.95%3.10%3.07%3.19%3.31%
XGB.TO
iShares Core Canadian Government Bond Index ETF
3.09%3.11%2.95%2.73%2.64%2.25%2.12%2.32%2.44%2.41%2.53%2.62%

Frequently Asked Questions


With a correlation of 0.91, XCB.TO and XGB.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.

On fees, XGB.TO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGB.TO is cheaper with a 0.13% expense ratio, compared with 0.17% for XCB.TO.

XCB.TO is categorized as Corporate Bonds, while XGB.TO is Canadian Government Bonds. XCB.TO tracks Morningstar Can Corp Bd GR CAD, while XGB.TO tracks Morningstar Can Core Bd GR CAD. Their fees differ too: 0.17% for XCB.TO and 0.13% for XGB.TO.

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