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XHB.TO vs. CVD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHB.TO vs. CVD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian HYBrid Corporate Bond Index ETF (XHB.TO) and iShares Convertible Bond Index ETF (CVD.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, XHB.TO achieves a 2.17% return, which is significantly lower than CVD.TO's 3.23% return. Over the past 10 years, XHB.TO has outperformed CVD.TO with an annualized return of 5.63%, while CVD.TO has yielded a comparatively lower 4.53% annualized return.


XHB.TO

1D
0.00%
1M
1.76%
YTD
2.17%
6M
2.20%
1Y
5.90%
3Y*
9.70%
5Y*
5.68%
10Y*
5.63%

CVD.TO

1D
-0.28%
1M
0.49%
YTD
3.23%
6M
0.06%
1Y
7.61%
3Y*
7.90%
5Y*
4.33%
10Y*
4.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHB.TO vs. CVD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XHB.TO
iShares Canadian HYBrid Corporate Bond Index ETF
2.17%5.34%11.53%14.52%-6.53%2.10%11.03%10.73%0.59%4.49%
CVD.TO
iShares Convertible Bond Index ETF
3.23%7.09%12.68%3.64%-4.63%5.33%3.67%10.28%-2.68%4.06%

Correlation

The correlation between XHB.TO and CVD.TO 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

0.08

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

0.05

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2011

0.03

The correlation between XHB.TO and CVD.TO shifts across timeframes, from -0.03 (1 year) to 0.08 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XHB.TO vs. CVD.TO — Risk / Return Rank

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

XHB.TO
XHB.TO Risk / Return Rank: 5151
Overall Rank
XHB.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
XHB.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
XHB.TO Omega Ratio Rank: 5252
Omega Ratio Rank
XHB.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XHB.TO Martin Ratio Rank: 4949
Martin Ratio Rank

CVD.TO
CVD.TO Risk / Return Rank: 3333
Overall Rank
CVD.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CVD.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
CVD.TO Omega Ratio Rank: 3232
Omega Ratio Rank
CVD.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
CVD.TO Martin Ratio Rank: 3737
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.

XHB.TO vs. CVD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian HYBrid Corporate Bond Index ETF (XHB.TO) and iShares Convertible Bond Index ETF (CVD.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.


XHB.TOCVD.TODifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.33

1.22

+0.11

Calmar ratioReturn relative to maximum drawdown

2.45

1.93

+0.52

Martin ratioReturn relative to average drawdown

8.07

5.61

+2.46

XHB.TO vs. CVD.TO - Sharpe Ratio Comparison

The current XHB.TO Sharpe Ratio is 1.80, which is higher than the CVD.TO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of XHB.TO and CVD.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


XHB.TOCVD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.05

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.47

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.48

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.46

+0.12

Drawdowns

XHB.TO vs. CVD.TO - Drawdown Comparison

The maximum XHB.TO drawdown since its inception was -26.03%, which is greater than CVD.TO's maximum drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for XHB.TO and CVD.TO.


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Drawdown Indicators


XHB.TOCVD.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.03%

-23.51%

-2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-3.95%

+1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-2.42%

-11.47%

+9.05%

Max Drawdown (5Y)

Largest decline over 5 years

-11.83%

-14.62%

+2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-26.03%

-23.51%

-2.52%

Current Drawdown

Current decline from peak

0.00%

-2.00%

+2.00%

Average Drawdown

Average peak-to-trough decline

-1.59%

-2.39%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

1.36%

-0.63%

Volatility

XHB.TO vs. CVD.TO - Volatility Comparison

iShares Canadian HYBrid Corporate Bond Index ETF (XHB.TO) has a higher volatility of 1.17% compared to iShares Convertible Bond Index ETF (CVD.TO) at 0.95%. This indicates that XHB.TO's price experiences larger fluctuations and is considered to be riskier than CVD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHB.TOCVD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

0.95%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

5.52%

-2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

3.32%

7.29%

-3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.61%

9.25%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.05%

9.43%

+1.62%

XHB.TO vs. CVD.TO - Expense Ratio Comparison

XHB.TO has a 0.50% expense ratio, which is higher than CVD.TO's 0.49% expense ratio.


Dividends

XHB.TO vs. CVD.TO - Dividend Comparison

XHB.TO's dividend yield for the trailing twelve months is around 4.52%, less than CVD.TO's 4.95% yield.


PositionTTM20252024202320222021202020192018201720162015
CVD.TO
iShares Convertible Bond Index ETF
4.95%4.91%5.14%5.33%5.05%4.61%4.48%4.52%4.97%4.65%4.51%4.94%
XHB.TO
iShares Canadian HYBrid Corporate Bond Index ETF
4.52%4.48%7.49%8.06%7.74%5.57%5.47%5.75%4.07%4.08%4.35%4.78%

Frequently Asked Questions


XHB.TO and CVD.TO 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, CVD.TO is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CVD.TO is cheaper with a 0.49% expense ratio, compared with 0.50% for XHB.TO.

XHB.TO is categorized as Corporate Bonds, while CVD.TO is High Yield Bonds. XHB.TO tracks Morningstar Can Corp Bd GR CAD, while CVD.TO tracks FTSE Canada Convertible Bond Index. Their fees differ too: 0.50% for XHB.TO and 0.49% for CVD.TO.

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