PortfoliosLab logoPortfoliosLab logo
XCB.TO vs. ZCM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCB.TO vs. ZCM.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 BMO Mid Corporate Bond Index ETF (ZCM.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XCB.TO achieves a 1.75% return, which is significantly lower than ZCM.TO's 1.96% return. Over the past 10 years, XCB.TO has underperformed ZCM.TO with an annualized return of 2.77%, while ZCM.TO has yielded a comparatively higher 3.01% annualized 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%

ZCM.TO

1D
-0.06%
1M
1.85%
YTD
1.96%
6M
1.40%
1Y
5.13%
3Y*
6.78%
5Y*
2.32%
10Y*
3.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XCB.TO
iShares Core Canadian Corporate Bond Index ETF
1.75%4.45%6.72%8.30%-9.79%-1.81%8.36%7.90%0.39%2.75%
ZCM.TO
BMO Mid Corporate Bond Index ETF
1.96%4.84%8.07%7.96%-10.18%-2.09%10.34%8.59%0.58%2.28%

Correlation

The correlation between XCB.TO and ZCM.TO is 0.87, 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

0.87

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

0.86

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

0.86

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2010

0.67

Over the past year, XCB.TO and ZCM.TO have become more correlated (0.87) than their long-term average of 0.67, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XCB.TO vs. ZCM.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

ZCM.TO
ZCM.TO Risk / Return Rank: 3232
Overall Rank
ZCM.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ZCM.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
ZCM.TO Omega Ratio Rank: 3131
Omega Ratio Rank
ZCM.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZCM.TO Martin Ratio Rank: 3232
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. ZCM.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 BMO Mid Corporate Bond Index ETF (ZCM.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.TOZCM.TODifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratioReturn relative to maximum drawdown

1.72

1.67

+0.05

Martin ratioReturn relative to average drawdown

5.08

4.77

+0.32

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

The current XCB.TO Sharpe Ratio is 1.15, which is comparable to the ZCM.TO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of XCB.TO and ZCM.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.


Loading charts...

Sharpe Ratios by Period


XCB.TOZCM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.14

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.38

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.35

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.56

+0.07

Drawdowns

XCB.TO vs. ZCM.TO - Drawdown Comparison

The maximum XCB.TO drawdown since its inception was -22.59%, smaller than the maximum ZCM.TO drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for XCB.TO and ZCM.TO.


Loading charts...

Drawdown Indicators


XCB.TOZCM.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-26.06%

+3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-3.08%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-3.56%

-4.02%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-14.17%

-15.82%

+1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

-26.06%

+3.47%

Current Drawdown

Current decline from peak

-0.10%

-0.37%

+0.27%

Average Drawdown

Average peak-to-trough decline

-2.12%

-2.61%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

1.08%

-0.24%

Volatility

XCB.TO vs. ZCM.TO - Volatility Comparison

The current volatility for iShares Core Canadian Corporate Bond Index ETF (XCB.TO) is 1.45%, while BMO Mid Corporate Bond Index ETF (ZCM.TO) has a volatility of 1.81%. This indicates that XCB.TO experiences smaller price fluctuations and is considered to be less risky than ZCM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XCB.TOZCM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.81%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

3.65%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

4.51%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.67%

6.09%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

8.76%

-1.53%

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

XCB.TO has a 0.17% expense ratio, which is lower than ZCM.TO's 0.33% expense ratio.


Dividends

XCB.TO vs. ZCM.TO - Dividend Comparison

XCB.TO's dividend yield for the trailing twelve months is around 4.13%, less than ZCM.TO's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ZCM.TO
BMO Mid Corporate Bond Index ETF
4.25%4.03%3.84%3.93%3.80%3.29%3.12%3.33%3.22%3.04%3.18%3.42%

Frequently Asked Questions


XCB.TO and ZCM.TO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCB.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCB.TO is cheaper with a 0.17% expense ratio, compared with 0.33% for ZCM.TO.

XCB.TO tracks Morningstar Can Corp Bd GR CAD, while ZCM.TO tracks FTSE Canada Mid Term Corporate Bond Index. They also come from different issuers: iShares and BMO. Their fees differ too: 0.17% for XCB.TO and 0.33% for ZCM.TO.

Portfolio Optimizer

Find the right allocation for XCB.TO and ZCM.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer