XHB.TO vs. VSBIX
Compare and contrast key facts about iShares Canadian HYBrid Corporate Bond Index ETF (XHB.TO) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX).
XHB.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Can Corp Bd GR CAD. It was launched on Sep 22, 2010. VSBIX is managed by Vanguard. It was launched on Aug 23, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHB.TO or VSBIX.
Key characteristics
| XHB.TO | VSBIX | |
|---|---|---|
| YTD Return | 6.73% | 3.51% |
| 1Y Return | 13.57% | 5.35% |
| 3Y Return (Ann) | 2.28% | 1.03% |
| 5Y Return (Ann) | 3.03% | 1.13% |
| 10Y Return (Ann) | 3.52% | 1.18% |
| Sharpe Ratio | 2.76 | 2.86 |
| Sortino Ratio | 4.14 | 4.56 |
| Omega Ratio | 1.52 | 1.62 |
| Calmar Ratio | 1.77 | 1.65 |
| Martin Ratio | 20.55 | 16.42 |
| Ulcer Index | 0.67% | 0.33% |
| Daily Std Dev | 4.99% | 1.87% |
| Max Drawdown | -26.50% | -6.49% |
| Current Drawdown | 0.00% | -0.75% |
Correlation
The correlation between XHB.TO and VSBIX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XHB.TO vs. VSBIX - Performance Comparison
In the year-to-date period, XHB.TO achieves a 6.73% return, which is significantly higher than VSBIX's 3.51% return. Over the past 10 years, XHB.TO has outperformed VSBIX with an annualized return of 3.52%, while VSBIX has yielded a comparatively lower 1.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XHB.TO vs. VSBIX - Expense Ratio Comparison
XHB.TO has a 0.50% expense ratio, which is higher than VSBIX's 0.05% expense ratio.
Risk-Adjusted Performance
XHB.TO vs. VSBIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Canadian HYBrid Corporate Bond Index ETF (XHB.TO) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). 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.
Dividends
XHB.TO vs. VSBIX - Dividend Comparison
XHB.TO's dividend yield for the trailing twelve months is around 4.35%, more than VSBIX's 4.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XHB.TO iShares Canadian HYBrid Corporate Bond Index ETF | 4.35% | 4.23% | 4.24% | 3.51% | 3.53% | 3.81% | 4.07% | 4.08% | 4.35% | 4.78% | 4.65% | 5.04% |
VSBIX Vanguard Short-Term Treasury Index Fund Institutional Shares | 4.14% | 3.31% | 1.14% | 0.35% | 1.14% | 2.28% | 1.81% | 1.11% | 0.85% | 0.70% | 0.44% | 0.29% |
Drawdowns
XHB.TO vs. VSBIX - Drawdown Comparison
The maximum XHB.TO drawdown since its inception was -26.50%, which is greater than VSBIX's maximum drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for XHB.TO and VSBIX. For additional features, visit the drawdowns tool.
Volatility
XHB.TO vs. VSBIX - Volatility Comparison
iShares Canadian HYBrid Corporate Bond Index ETF (XHB.TO) has a higher volatility of 2.05% compared to Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) at 0.36%. This indicates that XHB.TO's price experiences larger fluctuations and is considered to be riskier than VSBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.