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XFN.TO vs. SHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFN.TO vs. SHY - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Capped Financials Index ETF (XFN.TO) and iShares 1-3 Year Treasury Bond ETF (SHY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XFN.TO is traded in CAD, while SHY is traded in USD. To make them comparable, the SHY values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XFN.TO achieves a 17.97% return, which is significantly higher than SHY's 2.59% return. Over the past 10 years, XFN.TO has outperformed SHY with an annualized return of 15.21%, while SHY has yielded a comparatively lower 2.52% annualized return.


XFN.TO

1D
0.81%
1M
7.31%
YTD
17.97%
6M
19.57%
1Y
49.33%
3Y*
31.45%
5Y*
18.22%
10Y*
15.21%

SHY

1D
0.16%
1M
2.13%
YTD
2.59%
6M
2.24%
1Y
6.15%
3Y*
5.71%
5Y*
4.72%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFN.TO vs. SHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XFN.TO
iShares S&P/TSX Capped Financials Index ETF
17.97%34.40%29.32%13.09%-9.92%35.57%0.99%20.66%-9.76%12.54%
SHY
iShares 1-3 Year Treasury Bond ETF
2.59%0.16%12.72%1.69%2.21%-0.76%0.59%-0.88%10.00%-6.53%

Correlation

The correlation between XFN.TO and SHY is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

-0.01

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

-0.04

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

-0.11

The correlation between XFN.TO and SHY shifts across timeframes, from -0.11 (all time) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XFN.TO vs. SHY — Risk / Return Rank

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

XFN.TO
XFN.TO Risk / Return Rank: 9595
Overall Rank
XFN.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XFN.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
XFN.TO Omega Ratio Rank: 9696
Omega Ratio Rank
XFN.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
XFN.TO Martin Ratio Rank: 9595
Martin Ratio Rank

SHY
SHY Risk / Return Rank: 8686
Overall Rank
SHY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 9292
Sortino Ratio Rank
SHY Omega Ratio Rank: 8989
Omega Ratio Rank
SHY Calmar Ratio Rank: 8080
Calmar Ratio Rank
SHY Martin Ratio Rank: 8383
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.

XFN.TO vs. SHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Financials Index ETF (XFN.TO) and iShares 1-3 Year Treasury Bond ETF (SHY). 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.


XFN.TOSHYDifference
Sharpe ratioReturn per unit of total volatility

+2.78

Sortino ratioReturn per unit of downside risk

+3.82

Omega ratioGain probability vs. loss probability

1.70

1.21

+0.49

Calmar ratioReturn relative to maximum drawdown

6.20

1.42

+4.77

Martin ratioReturn relative to average drawdown

25.03

3.45

+21.58

XFN.TO vs. SHY - Sharpe Ratio Comparison

The current XFN.TO Sharpe Ratio is 3.95, which is higher than the SHY Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of XFN.TO and SHY, 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

XFN.TO vs. SHY - Drawdown Comparison

The maximum XFN.TO drawdown since its inception was -55.53%, which is greater than SHY's maximum drawdown of -26.01%. Use the drawdown chart below to compare losses from any high point for XFN.TO and SHY.


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Drawdown Indicators


XFN.TOSHYDifference

Max Drawdown

Largest peak-to-trough decline

-55.53%

-26.01%

-29.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-3.91%

-3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-12.37%

-6.02%

-6.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.90%

-6.38%

-15.52%

Max Drawdown (10Y)

Largest decline over 10 years

-39.93%

-16.62%

-23.31%

Current Drawdown

Current decline from peak

0.00%

-0.14%

+0.14%

Average Drawdown

Average peak-to-trough decline

-6.95%

-10.76%

+3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.61%

+0.32%

Volatility

XFN.TO vs. SHY - Volatility Comparison

iShares S&P/TSX Capped Financials Index ETF (XFN.TO) has a higher volatility of 4.08% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.92%. This indicates that XFN.TO's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFN.TOSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

0.92%

+3.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

3.27%

+6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

12.24%

4.75%

+7.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

6.65%

+6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

6.89%

+9.65%

XFN.TO vs. SHY - Expense Ratio Comparison

XFN.TO has a 0.61% expense ratio, which is higher than SHY's 0.15% expense ratio.


Dividends

XFN.TO vs. SHY - Dividend Comparison

XFN.TO's dividend yield for the trailing twelve months is around 2.07%, less than SHY's 3.68% yield.


PositionTTM20252024202320222021202020192018201720162015
SHY
iShares 1-3 Year Treasury Bond ETF
3.68%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%
XFN.TO
iShares S&P/TSX Capped Financials Index ETF
2.07%2.39%3.16%3.60%3.48%2.67%3.35%3.00%3.43%2.73%2.83%3.17%

Frequently Asked Questions


XFN.TO and SHY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHY is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHY is cheaper with a 0.15% expense ratio, compared with 0.61% for XFN.TO.

XFN.TO is categorized as Financials Equities, while SHY is Government Bonds. XFN.TO tracks Morningstar Gbl Fin Svc GR CAD, while SHY tracks ICE US Treasury 1-3 Year Index. Their fees differ too: 0.61% for XFN.TO and 0.15% for SHY.

Portfolio Optimizer

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