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XFR.TO vs. CLF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFR.TO vs. CLF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Floating Rate Index ETF (XFR.TO) and iShares 1-5 Year Laddered Government Bond Index ETF (CLF.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, XFR.TO achieves a 1.49% return, which is significantly higher than CLF.TO's 0.82% return. Over the past 10 years, XFR.TO has outperformed CLF.TO with an annualized return of 2.27%, while CLF.TO has yielded a comparatively lower 1.57% annualized return.


XFR.TO

1D
0.00%
1M
0.17%
6M
1.22%
YTD
1.49%
1Y
2.74%
3Y*
3.85%
5Y*
3.30%
10Y*
2.27%
ALL TIME*
1.92%

CLF.TO

1D
-0.17%
1M
-0.37%
6M
0.40%
YTD
0.82%
1Y
2.23%
3Y*
4.39%
5Y*
1.70%
10Y*
1.57%
ALL TIME*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$127.34KCA$161.40KCA$219.74K
CA$782.48KCA$603.81KCA$966.23K

XFR.TO vs. CLF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XFR.TO
iShares Floating Rate Index ETF
1.49%3.33%4.57%5.29%1.81%0.15%0.98%2.26%1.20%1.43%
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF
0.82%3.36%4.82%4.58%-3.98%-1.27%4.82%2.47%1.68%-0.49%

Correlation

The correlation between XFR.TO and CLF.TO is 0.15, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.15

Correlation (3Y)
Balances recent behavior with more history.

0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.03

Correlation (10Y)
Provides a long-term view across more market conditions.

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2011

0.01

The correlation between XFR.TO and CLF.TO shifts across timeframes, from 0.01 (3 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XFR.TO vs. CLF.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XFR.TO
XFR.TO Risk / Return Rank: 9898
Overall Rank
XFR.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XFR.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XFR.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XFR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XFR.TO Martin Ratio Rank: 9999
Martin Ratio Rank

CLF.TO
CLF.TO Risk / Return Rank: 4747
Overall Rank
CLF.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CLF.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
CLF.TO Omega Ratio Rank: 4747
Omega Ratio Rank
CLF.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
CLF.TO Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XFR.TO vs. CLF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Floating Rate Index ETF (XFR.TO) and iShares 1-5 Year Laddered Government Bond Index ETF (CLF.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.


XFR.TOCLF.TODifference
Sharpe ratioReturn per unit of total volatility

+2.74

Sortino ratioReturn per unit of downside risk

+4.87

Omega ratioGain probability vs. loss probability

1.94

1.23

+0.71

Calmar ratioReturn relative to maximum drawdown

28.60

1.83

+26.77

Martin ratioReturn relative to average drawdown

82.37

5.31

+77.06

XFR.TO vs. CLF.TO - Sharpe Ratio Comparison

The current XFR.TO Sharpe Ratio is 3.96, which is higher than the CLF.TO Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of XFR.TO and CLF.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

XFR.TO vs. CLF.TO - Drawdown Comparison

The maximum XFR.TO drawdown since its inception was -4.12%, smaller than the maximum CLF.TO drawdown of -6.91%. Use the drawdown chart below to compare losses from any high point for XFR.TO and CLF.TO.


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Drawdown Indicators


XFR.TOCLF.TODifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-6.91%

+2.79%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-1.35%

+1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-1.40%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-0.30%

-6.80%

+6.50%

Max Drawdown (10Y)

Largest decline over 10 years

-4.12%

-6.91%

+2.79%

Current Drawdown

Current decline from peak

-0.10%

-0.48%

+0.38%

Average Drawdown

Average peak-to-trough decline

-0.06%

-1.07%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.46%

-0.43%

Volatility

XFR.TO vs. CLF.TO - Volatility Comparison

The current volatility for iShares Floating Rate Index ETF (XFR.TO) is 0.19%, while iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO) has a volatility of 0.62%. This indicates that XFR.TO experiences smaller price fluctuations and is considered to be less risky than CLF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFR.TOCLF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

0.62%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

0.45%

1.59%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

0.72%

2.02%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.84%

2.99%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.86%

3.36%

-1.50%

XFR.TO vs. CLF.TO - Expense Ratio Comparison

XFR.TO has a 0.13% expense ratio, which is lower than CLF.TO's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XFR.TO vs. CLF.TO - Dividend Comparison

XFR.TO's dividend yield for the trailing twelve months is around 2.71%, more than CLF.TO's 2.28% yield.


PositionTTM20252024202320222021202020192018201720162015
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF
2.28%2.22%2.22%2.23%2.10%1.98%2.15%2.46%2.67%2.91%3.12%3.29%
XFR.TO
iShares Floating Rate Index ETF
2.71%3.23%4.93%4.91%1.84%0.30%1.07%1.99%1.64%0.92%0.65%0.95%

Frequently Asked Questions


XFR.TO and CLF.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XFR.TO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XFR.TO is cheaper with a 0.13% expense ratio, compared with 0.17% for CLF.TO.

XFR.TO tracks FTSE Canada Floating Rate Note Index, while CLF.TO tracks Morningstar Can 1-5Y Core Bd GR CAD. Their fees differ too: 0.13% for XFR.TO and 0.17% for CLF.TO.

Portfolio Optimizer

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