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XCNS.TO vs. HFR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCNS.TO vs. HFR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) and Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.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, XCNS.TO achieves a 5.91% return, which is significantly higher than HFR.TO's 1.57% return.


XCNS.TO

1D
-0.04%
1M
0.26%
6M
4.26%
YTD
5.91%
1Y
12.65%
3Y*
11.05%
5Y*
5.50%
10Y*

HFR.TO

1D
0.00%
1M
0.19%
6M
1.37%
YTD
1.57%
1Y
3.49%
3Y*
5.50%
5Y*
3.92%
10Y*
3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCNS.TO vs. HFR.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XCNS.TO
iShares Core Conservative Balanced ETF Portfolio
5.91%10.46%11.73%10.67%-11.25%5.93%10.28%3.19%
HFR.TO
Global X Active Ultra-Short Term Investment Grade Bond ETF
1.57%4.04%6.89%7.86%-0.77%0.68%3.52%1.20%

Correlation

The correlation between XCNS.TO and HFR.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.18

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

0.17

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2019

0.13

The correlation between XCNS.TO and HFR.TO shifts across timeframes, from 0.13 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XCNS.TO vs. HFR.TO — Risk / Return Rank

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

XCNS.TO
XCNS.TO Risk / Return Rank: 7272
Overall Rank
XCNS.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XCNS.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
XCNS.TO Omega Ratio Rank: 7676
Omega Ratio Rank
XCNS.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
XCNS.TO Martin Ratio Rank: 7171
Martin Ratio Rank

HFR.TO
HFR.TO Risk / Return Rank: 9696
Overall Rank
HFR.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HFR.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
HFR.TO Omega Ratio Rank: 9696
Omega Ratio Rank
HFR.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
HFR.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.

XCNS.TO vs. HFR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) and Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.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.


XCNS.TOHFR.TODifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.95

Omega ratioGain probability vs. loss probability

1.35

1.68

-0.32

Calmar ratioReturn relative to maximum drawdown

2.61

8.73

-6.12

Martin ratioReturn relative to average drawdown

10.34

33.35

-23.01

XCNS.TO vs. HFR.TO - Sharpe Ratio Comparison

The current XCNS.TO Sharpe Ratio is 1.84, which is lower than the HFR.TO Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of XCNS.TO and HFR.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

XCNS.TO vs. HFR.TO - Drawdown Comparison

The maximum XCNS.TO drawdown since its inception was -17.46%, smaller than the maximum HFR.TO drawdown of -22.56%. Use the drawdown chart below to compare losses from any high point for XCNS.TO and HFR.TO.


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Drawdown Indicators


XCNS.TOHFR.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.46%

-22.56%

+5.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-0.40%

-4.46%

Max Drawdown (3Y)

Largest decline over 3 years

-6.40%

-0.52%

-5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-3.51%

-12.58%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

Current Drawdown

Current decline from peak

-1.01%

-0.10%

-0.91%

Average Drawdown

Average peak-to-trough decline

-3.45%

-0.38%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

0.10%

+1.13%

Volatility

XCNS.TO vs. HFR.TO - Volatility Comparison

iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) has a higher volatility of 1.55% compared to Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.TO) at 0.28%. This indicates that XCNS.TO's price experiences larger fluctuations and is considered to be riskier than HFR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCNS.TOHFR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

0.28%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

5.93%

0.88%

+5.05%

Volatility (1Y)

Calculated over the trailing 1-year period

6.89%

1.24%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.93%

1.79%

+5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.76%

5.78%

+1.98%

XCNS.TO vs. HFR.TO - Expense Ratio Comparison

XCNS.TO has a 0.20% expense ratio, which is lower than HFR.TO's 0.46% expense ratio.


Dividends

XCNS.TO vs. HFR.TO - Dividend Comparison

XCNS.TO's dividend yield for the trailing twelve months is around 2.60%, less than HFR.TO's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
HFR.TO
Global X Active Ultra-Short Term Investment Grade Bond ETF
3.63%3.76%4.50%5.67%3.40%1.28%2.69%2.60%2.36%2.12%2.00%2.14%
XCNS.TO
iShares Core Conservative Balanced ETF Portfolio
2.60%2.54%2.58%2.49%2.26%1.81%2.15%0.92%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XCNS.TO and HFR.TO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCNS.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCNS.TO is cheaper with a 0.20% expense ratio, compared with 0.46% for HFR.TO.

XCNS.TO is categorized as Diversified Portfolio, while HFR.TO is Ultrashort Bond. They also come from different issuers: iShares and Global X. Their fees differ too: 0.20% for XCNS.TO and 0.46% for HFR.TO.

Portfolio Optimizer

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