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

Performance

XGB.TO vs. XBI - 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 SPDR S&P Biotech ETF (XBI). 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 XBI is traded in USD. To make them comparable, the XBI 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 1.57% return, which is significantly lower than XBI's 10.93% return. Over the past 10 years, XGB.TO has underperformed XBI with an annualized return of 1.06%, while XBI has yielded a comparatively higher 9.43% annualized return.


XGB.TO

1D
0.00%
1M
1.53%
YTD
1.57%
6M
0.83%
1Y
2.46%
3Y*
3.58%
5Y*
0.13%
10Y*
1.06%

XBI

1D
2.87%
1M
1.86%
YTD
10.93%
6M
8.24%
1Y
65.11%
3Y*
16.97%
5Y*
4.05%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGB.TO vs. XBI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGB.TO
iShares Core Canadian Government Bond Index ETF
1.57%1.65%3.54%5.57%-12.25%-3.11%8.14%6.10%1.34%1.71%
XBI
SPDR S&P Biotech ETF
10.93%29.66%9.68%5.23%-20.58%-21.17%45.82%26.05%-8.09%34.62%

Correlation

The correlation between XGB.TO and XBI is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.22

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

0.16

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2009

-0.01

The correlation between XGB.TO and XBI shifts across timeframes, from -0.01 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XGB.TO vs. XBI — 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: 1818
Overall Rank
XGB.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XGB.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
XGB.TO Omega Ratio Rank: 1717
Omega Ratio Rank
XGB.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
XGB.TO Martin Ratio Rank: 1818
Martin Ratio Rank

XBI
XBI Risk / Return Rank: 8080
Overall Rank
XBI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XBI Sortino Ratio Rank: 7575
Sortino Ratio Rank
XBI Omega Ratio Rank: 6767
Omega Ratio Rank
XBI Calmar Ratio Rank: 9393
Calmar Ratio Rank
XBI Martin Ratio Rank: 8989
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. XBI - 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 SPDR S&P Biotech ETF (XBI). 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.


XGB.TOXBIDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.82

Omega ratioGain probability vs. loss probability

1.10

1.42

-0.32

Calmar ratioReturn relative to maximum drawdown

0.86

7.05

-6.18

Martin ratioReturn relative to average drawdown

1.86

19.34

-17.49

XGB.TO vs. XBI - Sharpe Ratio Comparison

The current XGB.TO Sharpe Ratio is 0.55, which is lower than the XBI Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of XGB.TO and XBI, 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


XGB.TOXBIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

2.59

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.13

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.31

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.50

+0.02

Drawdowns

XGB.TO vs. XBI - Drawdown Comparison

The maximum XGB.TO drawdown since its inception was -19.53%, smaller than the maximum XBI drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for XGB.TO and XBI.


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Drawdown Indicators


XGB.TOXBIDifference

Max Drawdown

Largest peak-to-trough decline

-19.53%

-63.18%

+43.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-9.29%

+6.43%

Max Drawdown (3Y)

Largest decline over 3 years

-5.83%

-31.26%

+25.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.44%

-52.61%

+36.17%

Max Drawdown (10Y)

Largest decline over 10 years

-19.53%

-63.18%

+43.65%

Current Drawdown

Current decline from peak

-5.25%

-15.78%

+10.53%

Average Drawdown

Average peak-to-trough decline

-3.94%

-20.38%

+16.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

3.38%

-2.05%

Volatility

XGB.TO vs. XBI - Volatility Comparison

The current volatility for iShares Core Canadian Government Bond Index ETF (XGB.TO) is 1.71%, while SPDR S&P Biotech ETF (XBI) has a volatility of 9.61%. This indicates that XGB.TO experiences smaller price fluctuations and is considered to be less risky than XBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGB.TOXBIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

9.61%

-7.90%

Volatility (6M)

Calculated over the trailing 6-month period

3.49%

20.04%

-16.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

25.28%

-20.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.92%

30.73%

-23.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

30.77%

-24.78%

XGB.TO vs. XBI - Expense Ratio Comparison

XGB.TO has a 0.13% expense ratio, which is lower than XBI's 0.35% expense ratio.


Dividends

XGB.TO vs. XBI - Dividend Comparison

XGB.TO's dividend yield for the trailing twelve months is around 3.11%, more than XBI's 0.33% yield.


PositionTTM20252024202320222021202020192018201720162015
XBI
SPDR S&P Biotech ETF
0.33%0.37%0.15%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%
XGB.TO
iShares Core Canadian Government Bond Index ETF
3.11%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 XBI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XGB.TO is cheaper with a 0.13% expense ratio, compared with 0.35% for XBI.

XGB.TO is categorized as Canadian Government Bonds, while XBI is Health & Biotech Equities. XGB.TO tracks Morningstar Can Core Bd GR CAD, while XBI tracks S&P Biotechnology Select Industry Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.13% for XGB.TO and 0.35% for XBI.

Portfolio Optimizer

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