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XCBG.TO vs. CACB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCBG.TO vs. CACB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Advanced Canadian Corporate Bond Index ETF (XCBG.TO) and CIBC Active Investment Grade Corporate Bond ETF (CACB.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, XCBG.TO achieves a 1.59% return, which is significantly lower than CACB.TO's 1.98% return.


XCBG.TO

1D
-0.08%
1M
1.47%
YTD
1.59%
6M
1.49%
1Y
3.86%
3Y*
5.93%
5Y*
10Y*

CACB.TO

1D
0.00%
1M
1.83%
YTD
1.98%
6M
1.75%
1Y
4.87%
3Y*
6.64%
5Y*
3.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCBG.TO vs. CACB.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XCBG.TO
iShares ESG Advanced Canadian Corporate Bond Index ETF
1.59%4.21%6.79%7.45%-7.40%-1.10%
CACB.TO
CIBC Active Investment Grade Corporate Bond ETF
1.98%4.34%7.21%10.68%-8.04%0.41%

Correlation

The correlation between XCBG.TO and CACB.TO is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.60

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2021

0.52

The correlation between XCBG.TO and CACB.TO has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.

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Return for Risk

XCBG.TO vs. CACB.TO — Risk / Return Rank

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

XCBG.TO
XCBG.TO Risk / Return Rank: 3737
Overall Rank
XCBG.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XCBG.TO Sortino Ratio Rank: 3636
Sortino Ratio Rank
XCBG.TO Omega Ratio Rank: 3737
Omega Ratio Rank
XCBG.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
XCBG.TO Martin Ratio Rank: 3838
Martin Ratio Rank

CACB.TO
CACB.TO Risk / Return Rank: 3939
Overall Rank
CACB.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CACB.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
CACB.TO Omega Ratio Rank: 4040
Omega Ratio Rank
CACB.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
CACB.TO Martin Ratio Rank: 3838
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.

XCBG.TO vs. CACB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced Canadian Corporate Bond Index ETF (XCBG.TO) and CIBC Active Investment Grade Corporate Bond ETF (CACB.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.


XCBG.TOCACB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.25

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

1.91

1.89

+0.02

Martin ratioReturn relative to average drawdown

5.93

5.75

+0.18

XCBG.TO vs. CACB.TO - Sharpe Ratio Comparison

The current XCBG.TO Sharpe Ratio is 1.31, which is comparable to the CACB.TO Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of XCBG.TO and CACB.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


XCBG.TOCACB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.35

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.76

-0.23

Drawdowns

XCBG.TO vs. CACB.TO - Drawdown Comparison

The maximum XCBG.TO drawdown since its inception was -12.14%, smaller than the maximum CACB.TO drawdown of -12.97%. Use the drawdown chart below to compare losses from any high point for XCBG.TO and CACB.TO.


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Drawdown Indicators


XCBG.TOCACB.TODifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-12.97%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.03%

-2.59%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-2.26%

-3.15%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-12.87%

Current Drawdown

Current decline from peak

-0.08%

0.00%

-0.08%

Average Drawdown

Average peak-to-trough decline

-3.53%

-2.52%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.85%

-0.20%

Volatility

XCBG.TO vs. CACB.TO - Volatility Comparison

The current volatility for iShares ESG Advanced Canadian Corporate Bond Index ETF (XCBG.TO) is 1.07%, while CIBC Active Investment Grade Corporate Bond ETF (CACB.TO) has a volatility of 1.36%. This indicates that XCBG.TO experiences smaller price fluctuations and is considered to be less risky than CACB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCBG.TOCACB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.36%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

2.79%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.95%

3.64%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

5.66%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.21%

6.24%

-2.03%

XCBG.TO vs. CACB.TO - Expense Ratio Comparison

XCBG.TO has a 0.17% expense ratio, which is lower than CACB.TO's 0.40% expense ratio.


Dividends

XCBG.TO vs. CACB.TO - Dividend Comparison

XCBG.TO's dividend yield for the trailing twelve months is around 3.93%, less than CACB.TO's 4.40% yield.


PositionTTM2025202420232022202120202019
CACB.TO
CIBC Active Investment Grade Corporate Bond ETF
4.40%4.46%4.24%5.48%4.97%4.64%4.58%4.60%
XCBG.TO
iShares ESG Advanced Canadian Corporate Bond Index ETF
3.93%3.84%3.61%3.19%2.99%0.87%0.00%0.00%

Frequently Asked Questions


XCBG.TO and CACB.TO have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XCBG.TO is cheaper with a 0.17% expense ratio, compared with 0.40% for CACB.TO.

They also come from different issuers: iShares and CIBC. Their fees differ too: 0.17% for XCBG.TO and 0.40% for CACB.TO.

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