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XGB.TO vs. VCIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGB.TO vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Canadian Government Bond Index ETF (XGB.TO) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XGB.TO achieves a 2.26% return, which is significantly lower than VCIT's 4.49% return. Over the past 10 years, XGB.TO has underperformed VCIT with an annualized return of 1.11%, while VCIT has yielded a comparatively higher 3.97% annualized return.


XGB.TO

1D
0.47%
1M
1.09%
YTD
2.26%
6M
2.04%
1Y
3.20%
3Y*
3.98%
5Y*
0.19%
10Y*
1.11%

VCIT

1D
0.75%
1M
4.17%
YTD
4.49%
6M
4.37%
1Y
8.84%
3Y*
9.02%
5Y*
4.17%
10Y*
3.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGB.TO vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGB.TO
iShares Core Canadian Government Bond Index ETF
2.26%1.65%3.54%5.57%-12.25%-3.11%8.14%6.10%1.34%1.71%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.49%4.34%11.94%6.39%-8.53%-1.81%6.86%9.40%6.53%-1.82%

Correlation

The correlation between XGB.TO and VCIT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.54

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

0.53

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

0.45

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.40

The correlation between XGB.TO and VCIT shifts across timeframes, from 0.40 (all time) to 0.54 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XGB.TO vs. VCIT — Risk / Return Rank

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

XGB.TO
XGB.TO Risk / Return Rank: 2121
Overall Rank
XGB.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XGB.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
XGB.TO Omega Ratio Rank: 1919
Omega Ratio Rank
XGB.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
XGB.TO Martin Ratio Rank: 2222
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 3838
Overall Rank
VCIT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4040
Sortino Ratio Rank
VCIT Omega Ratio Rank: 3636
Omega Ratio Rank
VCIT Calmar Ratio Rank: 3838
Calmar Ratio Rank
VCIT Martin Ratio Rank: 3838
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.

XGB.TO vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Canadian Government Bond Index ETF (XGB.TO) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


XGB.TOVCITDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.12

1.25

-0.12

Calmar ratioReturn relative to maximum drawdown

1.13

2.05

-0.92

Martin ratioReturn relative to average drawdown

2.41

4.44

-2.04

XGB.TO vs. VCIT - Sharpe Ratio Comparison

The current XGB.TO Sharpe Ratio is 0.70, which is lower than the VCIT Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of XGB.TO and VCIT, 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

XGB.TO vs. VCIT - Drawdown Comparison

The maximum XGB.TO drawdown since its inception was -19.53%, roughly equal to the maximum VCIT drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for XGB.TO and VCIT.


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Drawdown Indicators


XGB.TOVCITDifference

Max Drawdown

Largest peak-to-trough decline

-19.53%

-18.76%

-0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-4.34%

+1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-5.83%

-6.02%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-16.44%

-15.87%

-0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-19.53%

-18.76%

-0.77%

Current Drawdown

Current decline from peak

-4.61%

0.00%

-4.61%

Average Drawdown

Average peak-to-trough decline

-3.94%

-4.25%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.99%

-0.65%

Volatility

XGB.TO vs. VCIT - Volatility Comparison

The current volatility for iShares Core Canadian Government Bond Index ETF (XGB.TO) is 1.16%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.78%. This indicates that XGB.TO experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGB.TOVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.78%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

4.39%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

4.58%

6.14%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.93%

9.09%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

8.95%

-2.96%

XGB.TO vs. VCIT - Expense Ratio Comparison

XGB.TO has a 0.13% expense ratio, which is higher than VCIT's 0.03% 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

XGB.TO vs. VCIT - Dividend Comparison

XGB.TO's dividend yield for the trailing twelve months is around 3.09%, less than VCIT's 4.78% yield.


PositionTTM20252024202320222021202020192018201720162015
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.78%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%
XGB.TO
iShares Core Canadian Government Bond Index ETF
3.09%3.11%2.95%2.73%2.64%2.25%2.12%2.32%2.44%2.41%2.53%2.62%

Frequently Asked Questions


XGB.TO and VCIT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCIT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCIT is cheaper with a 0.03% expense ratio, compared with 0.13% for XGB.TO.

XGB.TO is categorized as Canadian Government Bonds, while VCIT is Corporate Bonds. XGB.TO tracks Morningstar Can Core Bd GR CAD, while VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.13% for XGB.TO and 0.03% for VCIT.

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