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XFLB.TO vs. ZST.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFLB.TO vs. ZST.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 BMO Ultra Short-Term Bond ETF (ZST.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, XFLB.TO achieves a 2.42% return, which is significantly higher than ZST.TO's 1.08% return.


XFLB.TO

1D
0.11%
1M
3.14%
YTD
2.42%
6M
-0.48%
1Y
-0.95%
3Y*
-1.06%
5Y*
10Y*

ZST.TO

1D
0.02%
1M
0.25%
YTD
1.08%
6M
0.26%
1Y
1.68%
3Y*
3.84%
5Y*
2.95%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
XFLB.TO
iShares Core Canadian 15+ Year Federal Bond Index ETF
2.42%-6.17%-2.12%4.63%
ZST.TO
BMO Ultra Short-Term Bond ETF
1.08%2.03%5.16%4.77%

Correlation

The correlation between XFLB.TO and ZST.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2023

0.30

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Return for Risk

XFLB.TO vs. ZST.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: 77
Overall Rank
XFLB.TO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XFLB.TO Sortino Ratio Rank: 77
Sortino Ratio Rank
XFLB.TO Omega Ratio Rank: 77
Omega Ratio Rank
XFLB.TO Calmar Ratio Rank: 88
Calmar Ratio Rank
XFLB.TO Martin Ratio Rank: 88
Martin Ratio Rank

ZST.TO
ZST.TO Risk / Return Rank: 4747
Overall Rank
ZST.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ZST.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
ZST.TO Omega Ratio Rank: 9696
Omega Ratio Rank
ZST.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZST.TO Martin Ratio Rank: 3030
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. ZST.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 BMO Ultra Short-Term Bond ETF (ZST.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.


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

-1.65

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

0.99

1.83

-0.84

Calmar ratioReturn relative to maximum drawdown

-0.14

1.68

-1.81

Martin ratioReturn relative to average drawdown

-0.23

4.51

-4.74

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

The current XFLB.TO Sharpe Ratio is -0.09, which is lower than the ZST.TO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of XFLB.TO and ZST.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


XFLB.TOZST.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.56

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

1.81

-1.84

Drawdowns

XFLB.TO vs. ZST.TO - Drawdown Comparison

The maximum XFLB.TO drawdown since its inception was -20.54%, which is greater than ZST.TO's maximum drawdown of -1.06%. Use the drawdown chart below to compare losses from any high point for XFLB.TO and ZST.TO.


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Drawdown Indicators


XFLB.TOZST.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.54%

-1.06%

-19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-1.01%

-6.03%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-1.01%

-14.60%

Max Drawdown (5Y)

Largest decline over 5 years

-1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-1.06%

Current Drawdown

Current decline from peak

-9.31%

-0.00%

-9.31%

Average Drawdown

Average peak-to-trough decline

-8.16%

-0.13%

-8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

0.37%

+3.72%

Volatility

XFLB.TO vs. ZST.TO - Volatility Comparison

iShares Core Canadian 15+ Year Federal Bond Index ETF (XFLB.TO) has a higher volatility of 3.80% compared to BMO Ultra Short-Term Bond ETF (ZST.TO) at 0.08%. This indicates that XFLB.TO's price experiences larger fluctuations and is considered to be riskier than ZST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFLB.TOZST.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

0.08%

+3.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

1.05%

+7.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.27%

1.08%

+9.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

0.72%

+14.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

0.71%

+14.94%

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

Both XFLB.TO and ZST.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. ZST.TO - Dividend Comparison

XFLB.TO's dividend yield for the trailing twelve months is around 3.06%, more than ZST.TO's 2.55% yield.


PositionTTM20252024202320222021202020192018201720162015
XFLB.TO
iShares Core Canadian 15+ Year Federal Bond Index ETF
3.06%3.05%2.72%2.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZST.TO
BMO Ultra Short-Term Bond ETF
2.55%2.82%4.65%4.79%2.75%2.29%2.65%2.82%3.43%4.05%3.92%3.90%

Frequently Asked Questions


XFLB.TO and ZST.TO have a correlation of 0.28, 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 ZST.TO have the same expense ratio: 0.17% per year.

They also come from different issuers: iShares and BMO.

Portfolio Optimizer

Find the right allocation for XFLB.TO and ZST.TO

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