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

Performance

XFR.TO vs. VUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Floating Rate Index ETF (XFR.TO) and Vanguard Ultra-Short Bond ETF (VUSB). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XFR.TO achieves a 1.00% return, which is significantly lower than VUSB's 2.29% return.


XFR.TO

1D
-0.05%
1M
0.21%
YTD
1.00%
6M
1.33%
1Y
2.96%
3Y*
3.98%
5Y*
3.20%
10Y*
2.24%

VUSB

1D
0.00%
1M
2.01%
YTD
2.29%
6M
0.97%
1Y
5.53%
3Y*
6.43%
5Y*
6.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFR.TO vs. VUSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XFR.TO
iShares Floating Rate Index ETF
1.00%3.33%4.57%5.29%1.82%0.11%
VUSB
Vanguard Ultra-Short Bond ETF
2.69%0.38%14.76%3.19%6.74%0.28%

Correlation

The correlation between XFR.TO and VUSB is 0.03, 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

0.03

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

-0.00

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

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2021

0.01

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Return for Risk

XFR.TO vs. VUSB — Risk / Return Rank

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

XFR.TO
XFR.TO Risk / Return Rank: 9898
Overall Rank
XFR.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XFR.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XFR.TO Omega Ratio Rank: 9797
Omega Ratio Rank
XFR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XFR.TO Martin Ratio Rank: 9898
Martin Ratio Rank

VUSB
VUSB Risk / Return Rank: 9898
Overall Rank
VUSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VUSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
VUSB Omega Ratio Rank: 9999
Omega Ratio Rank
VUSB Calmar Ratio Rank: 9797
Calmar Ratio Rank
VUSB Martin Ratio Rank: 9898
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Floating Rate Index ETF (XFR.TO) and Vanguard Ultra-Short Bond ETF (VUSB). 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.


XFR.TOVUSBDifference
Sharpe ratioReturn per unit of total volatility

+2.91

Sortino ratioReturn per unit of downside risk

+5.31

Omega ratioGain probability vs. loss probability

1.96

1.22

+0.75

Calmar ratioReturn relative to maximum drawdown

29.79

1.55

+28.24

Martin ratioReturn relative to average drawdown

88.61

4.27

+84.34

XFR.TO vs. VUSB - Sharpe Ratio Comparison

The current XFR.TO Sharpe Ratio is 4.12, which is higher than the VUSB Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of XFR.TO and VUSB, 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


XFR.TOVUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.12

1.21

+2.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.92

1.02

+2.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

0.84

+0.34

Drawdowns

XFR.TO vs. VUSB - Drawdown Comparison

The maximum XFR.TO drawdown since its inception was -4.12%, smaller than the maximum VUSB drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for XFR.TO and VUSB.


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Drawdown Indicators


XFR.TOVUSBDifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-5.16%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-3.58%

+3.48%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-5.16%

+4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-0.30%

-5.16%

+4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-4.12%

Current Drawdown

Current decline from peak

-0.05%

0.00%

-0.05%

Average Drawdown

Average peak-to-trough decline

-0.06%

-1.57%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

1.30%

-1.27%

Volatility

XFR.TO vs. VUSB - Volatility Comparison

The current volatility for iShares Floating Rate Index ETF (XFR.TO) is 0.18%, while Vanguard Ultra-Short Bond ETF (VUSB) has a volatility of 0.71%. This indicates that XFR.TO experiences smaller price fluctuations and is considered to be less risky than VUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFR.TOVUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

0.71%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

0.48%

3.45%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

0.72%

4.59%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.82%

6.24%

-5.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.85%

6.23%

-4.38%

XFR.TO vs. VUSB - Expense Ratio Comparison

XFR.TO has a 0.14% expense ratio, which is higher than VUSB's 0.10% expense ratio. However, 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. VUSB - Dividend Comparison

XFR.TO's dividend yield for the trailing twelve months is around 2.77%, less than VUSB's 4.39% yield.


PositionTTM20252024202320222021202020192018201720162015
VUSB
Vanguard Ultra-Short Bond ETF
4.39%4.63%5.16%4.45%1.56%0.26%0.00%0.00%0.00%0.00%0.00%0.00%
XFR.TO
iShares Floating Rate Index ETF
2.77%3.23%4.93%4.91%1.85%0.30%1.07%1.96%1.60%0.95%0.77%0.94%

Frequently Asked Questions


XFR.TO and VUSB have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSB is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSB is cheaper with a 0.10% expense ratio, compared with 0.14% for XFR.TO.

XFR.TO is categorized as Canadian Government Bonds, while VUSB is Ultrashort Bond. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.14% for XFR.TO and 0.10% for VUSB.

Portfolio Optimizer

Find the right allocation for XFR.TO and VUSB

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