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

Performance

XFR.TO vs. XIC.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 Core S&P/TSX Capped Composite Index ETF (XIC.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 1.00% return, which is significantly lower than XIC.TO's 10.75% return. Over the past 10 years, XFR.TO has underperformed XIC.TO with an annualized return of 2.24%, while XIC.TO has yielded a comparatively higher 12.48% annualized 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%

XIC.TO

1D
-1.05%
1M
3.59%
YTD
10.75%
6M
12.90%
1Y
34.79%
3Y*
23.62%
5Y*
14.60%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XFR.TO
iShares Floating Rate Index ETF
1.00%3.33%4.57%5.29%1.82%0.15%0.98%2.23%1.16%1.46%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
10.75%31.51%21.48%11.73%-5.82%23.42%5.61%22.76%-8.72%8.99%

Correlation

The correlation between XFR.TO and XIC.TO is -0.06, 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

-0.06

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

-0.01

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

-0.00

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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2011

0.03

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Return for Risk

XFR.TO vs. XIC.TO — 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

XIC.TO
XIC.TO Risk / Return Rank: 8080
Overall Rank
XIC.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 8181
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
XIC.TO 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.

XFR.TO vs. XIC.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 Core S&P/TSX Capped Composite Index ETF (XIC.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.


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

+1.36

Sortino ratioReturn per unit of downside risk

+3.42

Omega ratioGain probability vs. loss probability

1.96

1.50

+0.47

Calmar ratioReturn relative to maximum drawdown

29.79

3.76

+26.03

Martin ratioReturn relative to average drawdown

88.61

17.44

+71.17

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

The current XFR.TO Sharpe Ratio is 4.12, which is higher than the XIC.TO Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of XFR.TO and XIC.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


XFR.TOXIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.12

2.76

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.92

1.12

+2.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.22

0.84

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

0.54

+0.65

Drawdowns

XFR.TO vs. XIC.TO - Drawdown Comparison

The maximum XFR.TO drawdown since its inception was -4.12%, smaller than the maximum XIC.TO drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for XFR.TO and XIC.TO.


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Drawdown Indicators


XFR.TOXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-48.21%

+44.09%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-9.29%

+9.19%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-12.27%

+11.97%

Max Drawdown (5Y)

Largest decline over 5 years

-0.30%

-16.24%

+15.94%

Max Drawdown (10Y)

Largest decline over 10 years

-4.12%

-37.21%

+33.09%

Current Drawdown

Current decline from peak

-0.05%

-1.05%

+1.00%

Average Drawdown

Average peak-to-trough decline

-0.06%

-7.04%

+6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

2.00%

-1.97%

Volatility

XFR.TO vs. XIC.TO - Volatility Comparison

The current volatility for iShares Floating Rate Index ETF (XFR.TO) is 0.18%, while iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) has a volatility of 3.48%. This indicates that XFR.TO experiences smaller price fluctuations and is considered to be less risky than XIC.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.TOXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

3.48%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.48%

10.33%

-9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

0.72%

12.67%

-11.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.82%

13.13%

-12.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.85%

14.96%

-13.11%

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

XFR.TO has a 0.14% expense ratio, which is higher than XIC.TO's 0.06% 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. XIC.TO - Dividend Comparison

XFR.TO's dividend yield for the trailing twelve months is around 2.77%, more than XIC.TO's 2.02% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
2.02%2.23%2.64%2.95%3.10%2.44%3.03%3.01%3.19%2.49%2.72%3.21%

Frequently Asked Questions


XFR.TO and XIC.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIC.TO is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIC.TO is cheaper with a 0.06% expense ratio, compared with 0.14% for XFR.TO.

XFR.TO is categorized as Canadian Government Bonds, while XIC.TO is Canada Equities. XFR.TO tracks Morningstar Can 1-5Y Core Bd GR CAD, while XIC.TO tracks S&P/TSX Capped Composite Index. Their fees differ too: 0.14% for XFR.TO and 0.06% for XIC.TO.

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