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XHC.TO vs. ZSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHC.TO vs. ZSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) and BMO Short-Term Bond Index ETF (ZSB.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, XHC.TO achieves a 1.77% return, which is significantly higher than ZSB.TO's 1.38% return.


XHC.TO

1D
-1.06%
1M
5.81%
YTD
1.77%
6M
1.52%
1Y
15.74%
3Y*
5.07%
5Y*
3.60%
10Y*
7.31%

ZSB.TO

1D
-0.06%
1M
0.35%
YTD
1.38%
6M
1.33%
1Y
3.04%
3Y*
5.02%
5Y*
2.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHC.TO vs. ZSB.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
1.77%10.91%1.22%2.14%-3.57%17.32%8.71%22.47%2.40%
ZSB.TO
BMO Short-Term Bond Index ETF
1.38%3.77%5.55%5.05%-4.09%-1.20%5.13%2.95%1.69%

Correlation

The correlation between XHC.TO and ZSB.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.14

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

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2018

0.04

The correlation between XHC.TO and ZSB.TO shifts across timeframes, from 0.04 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XHC.TO vs. ZSB.TO — Risk / Return Rank

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

XHC.TO
XHC.TO Risk / Return Rank: 3131
Overall Rank
XHC.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
XHC.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
XHC.TO Omega Ratio Rank: 3030
Omega Ratio Rank
XHC.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
XHC.TO Martin Ratio Rank: 2828
Martin Ratio Rank

ZSB.TO
ZSB.TO Risk / Return Rank: 5252
Overall Rank
ZSB.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ZSB.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
ZSB.TO Omega Ratio Rank: 6161
Omega Ratio Rank
ZSB.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
ZSB.TO Martin Ratio Rank: 4848
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.

XHC.TO vs. ZSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) and BMO Short-Term Bond Index ETF (ZSB.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.

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.


XHC.TOZSB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.19

1.32

-0.12

Calmar ratioReturn relative to maximum drawdown

1.46

2.09

-0.63

Martin ratioReturn relative to average drawdown

3.49

6.93

-3.44

XHC.TO vs. ZSB.TO - Sharpe Ratio Comparison

The current XHC.TO Sharpe Ratio is 1.06, which is lower than the ZSB.TO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of XHC.TO and ZSB.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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Drawdowns

XHC.TO vs. ZSB.TO - Drawdown Comparison

The maximum XHC.TO drawdown since its inception was -27.28%, which is greater than ZSB.TO's maximum drawdown of -7.49%. Use the drawdown chart below to compare losses from any high point for XHC.TO and ZSB.TO.


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Drawdown Indicators


XHC.TOZSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.28%

-7.49%

-19.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-1.46%

-9.33%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-1.46%

-17.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

-7.12%

-11.69%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

Current Drawdown

Current decline from peak

-2.66%

-0.06%

-2.60%

Average Drawdown

Average peak-to-trough decline

-5.17%

-1.49%

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

0.44%

+4.09%

Volatility

XHC.TO vs. ZSB.TO - Volatility Comparison

iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) has a higher volatility of 5.17% compared to BMO Short-Term Bond Index ETF (ZSB.TO) at 0.51%. This indicates that XHC.TO's price experiences larger fluctuations and is considered to be riskier than ZSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHC.TOZSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

0.51%

+4.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

1.58%

+9.50%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

1.96%

+12.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

2.76%

+11.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

2.63%

+13.16%

XHC.TO vs. ZSB.TO - Expense Ratio Comparison

XHC.TO has a 0.66% expense ratio, which is higher than ZSB.TO's 0.10% expense ratio.


Dividends

XHC.TO vs. ZSB.TO - Dividend Comparison

XHC.TO's dividend yield for the trailing twelve months is around 1.90%, less than ZSB.TO's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
1.90%1.87%4.42%2.38%0.84%0.80%0.97%1.07%1.68%1.14%1.63%2.14%
ZSB.TO
BMO Short-Term Bond Index ETF
3.17%3.16%2.91%2.54%2.60%2.43%2.34%2.40%2.42%0.00%0.00%0.00%

Frequently Asked Questions


XHC.TO and ZSB.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZSB.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZSB.TO is cheaper with a 0.10% expense ratio, compared with 0.66% for XHC.TO.

XHC.TO is categorized as Health & Biotech Equities, while ZSB.TO is Canadian Government Bonds. XHC.TO tracks Morningstar Gbl GR CAD, while ZSB.TO tracks FTSE Canada Short Term Overall Bond Index. They also come from different issuers: iShares and BMO. Their fees differ too: 0.66% for XHC.TO and 0.10% for ZSB.TO.

Portfolio Optimizer

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