PortfoliosLab logoPortfoliosLab logo
XFLB.TO vs. VGV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFLB.TO vs. VGV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Canadian 15+ Year Federal Bond Index ETF (XFLB.TO) and Vanguard Canadian Government Bond Index ETF (VGV.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XFLB.TO achieves a -0.13% return, which is significantly lower than VGV.TO's 1.17% return.


XFLB.TO

1D
-0.43%
1M
-2.21%
6M
-1.55%
YTD
-0.13%
1Y
2.13%
3Y*
-0.76%
5Y*
10Y*

VGV.TO

1D
-0.05%
1M
-0.74%
6M
0.45%
YTD
1.17%
1Y
4.10%
3Y*
3.58%
5Y*
-0.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFLB.TO vs. VGV.TO - Yearly Performance Comparison


2026 (YTD)202520242023
XFLB.TO
iShares Core Canadian 15+ Year Federal Bond Index ETF
-0.13%-6.17%-2.12%4.63%
VGV.TO
Vanguard Canadian Government Bond Index ETF
1.17%1.90%3.24%3.28%

Correlation

The correlation between XFLB.TO and VGV.TO is 0.56, 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

0.56

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

0.62

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2023

0.65

The correlation between XFLB.TO and VGV.TO has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.

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

XFLB.TO vs. VGV.TO — Risk / Return Rank

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

XFLB.TO
XFLB.TO Risk / Return Rank: 1313
Overall Rank
XFLB.TO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XFLB.TO Sortino Ratio Rank: 1212
Sortino Ratio Rank
XFLB.TO Omega Ratio Rank: 1313
Omega Ratio Rank
XFLB.TO Calmar Ratio Rank: 1313
Calmar Ratio Rank
XFLB.TO Martin Ratio Rank: 1313
Martin Ratio Rank

VGV.TO
VGV.TO Risk / Return Rank: 2828
Overall Rank
VGV.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VGV.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
VGV.TO Omega Ratio Rank: 2525
Omega Ratio Rank
VGV.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
VGV.TO Martin Ratio Rank: 2929
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.

XFLB.TO vs. VGV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Canadian 15+ Year Federal Bond Index ETF (XFLB.TO) and Vanguard Canadian Government Bond Index ETF (VGV.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.


XFLB.TOVGV.TODifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.06

1.15

-0.09

Calmar ratioReturn relative to maximum drawdown

0.30

1.41

-1.10

Martin ratioReturn relative to average drawdown

0.57

3.18

-2.61

XFLB.TO vs. VGV.TO - Sharpe Ratio Comparison

The current XFLB.TO Sharpe Ratio is 0.21, which is lower than the VGV.TO Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of XFLB.TO and VGV.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...

Drawdowns

XFLB.TO vs. VGV.TO - Drawdown Comparison

The maximum XFLB.TO drawdown since its inception was -20.54%, roughly equal to the maximum VGV.TO drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for XFLB.TO and VGV.TO.


Loading charts...

Drawdown Indicators


XFLB.TOVGV.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.54%

-20.77%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-2.93%

-4.11%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-5.23%

-8.47%

Max Drawdown (5Y)

Largest decline over 5 years

-16.94%

Current Drawdown

Current decline from peak

-11.57%

-6.90%

-4.67%

Average Drawdown

Average peak-to-trough decline

-8.21%

-7.27%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

1.29%

+2.46%

Volatility

XFLB.TO vs. VGV.TO - Volatility Comparison

iShares Core Canadian 15+ Year Federal Bond Index ETF (XFLB.TO) has a higher volatility of 2.45% compared to Vanguard Canadian Government Bond Index ETF (VGV.TO) at 1.37%. This indicates that XFLB.TO's price experiences larger fluctuations and is considered to be riskier than VGV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XFLB.TOVGV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

1.37%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

3.87%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

10.00%

4.93%

+5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

7.01%

+8.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

7.00%

+8.46%

XFLB.TO vs. VGV.TO - Expense Ratio Comparison

Both XFLB.TO and VGV.TO have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XFLB.TO vs. VGV.TO - Dividend Comparison

XFLB.TO's dividend yield for the trailing twelve months is around 3.16%, which matches VGV.TO's 3.15% yield.


PositionTTM202520242023202220212020201920182017
VGV.TO
Vanguard Canadian Government Bond Index ETF
3.15%3.04%2.97%2.78%2.63%2.35%2.28%2.36%2.52%2.16%
XFLB.TO
iShares Core Canadian 15+ Year Federal Bond Index ETF
3.16%3.05%2.72%2.27%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XFLB.TO and VGV.TO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.17% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XFLB.TO and VGV.TO have the same expense ratio: 0.17% per year.

XFLB.TO tracks Morningstar Can 10+Y Core Bd GR CAD, while VGV.TO tracks Bloomberg Global Aggregate Canadian Government Float Adjusted Bond Index. They also come from different issuers: iShares and Vanguard.

Portfolio Optimizer

Find the right allocation for XFLB.TO and VGV.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