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XHY.TO vs. FLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHY.TO vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares U.S. High Yield Bond Index ETF (CAD-Hedged) (XHY.TO) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XHY.TO achieves a 0.95% return, which is significantly lower than FLTR's 3.21% return. Over the past 10 years, XHY.TO has underperformed FLTR with an annualized return of 4.01%, while FLTR has yielded a comparatively higher 4.26% annualized return.


XHY.TO

1D
-0.12%
1M
0.39%
YTD
0.95%
6M
1.09%
1Y
4.79%
3Y*
7.03%
5Y*
2.84%
10Y*
4.01%

FLTR

1D
0.37%
1M
2.46%
YTD
3.21%
6M
2.00%
1Y
6.66%
3Y*
7.34%
5Y*
7.47%
10Y*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHY.TO vs. FLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XHY.TO
iShares U.S. High Yield Bond Index ETF (CAD-Hedged)
0.95%6.33%7.05%11.06%-11.10%3.51%2.65%13.83%-3.89%5.35%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
3.21%0.40%16.60%5.05%7.92%-0.36%-0.27%0.50%8.80%-3.74%

Correlation

The correlation between XHY.TO and FLTR is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

-0.22

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

-0.28

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

-0.28

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2011

-0.30

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Return for Risk

XHY.TO vs. FLTR — Risk / Return Rank

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

XHY.TO
XHY.TO Risk / Return Rank: 3232
Overall Rank
XHY.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XHY.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
XHY.TO Omega Ratio Rank: 2727
Omega Ratio Rank
XHY.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
XHY.TO Martin Ratio Rank: 4444
Martin Ratio Rank

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
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.

XHY.TO vs. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. High Yield Bond Index ETF (CAD-Hedged) (XHY.TO) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.


XHY.TOFLTRDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.19

1.26

-0.08

Calmar ratioReturn relative to maximum drawdown

1.67

1.92

-0.25

Martin ratioReturn relative to average drawdown

7.24

5.63

+1.61

XHY.TO vs. FLTR - Sharpe Ratio Comparison

The current XHY.TO Sharpe Ratio is 1.03, which is comparable to the FLTR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of XHY.TO and FLTR, 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


XHY.TOFLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.44

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

1.16

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.55

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.62

-0.12

Drawdowns

XHY.TO vs. FLTR - Drawdown Comparison

The maximum XHY.TO drawdown since its inception was -28.48%, which is greater than FLTR's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for XHY.TO and FLTR.


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Drawdown Indicators


XHY.TOFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-28.48%

-13.87%

-14.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-3.48%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-4.94%

-5.35%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-5.35%

-11.32%

Max Drawdown (10Y)

Largest decline over 10 years

-28.48%

-11.66%

-16.82%

Current Drawdown

Current decline from peak

-0.44%

0.00%

-0.44%

Average Drawdown

Average peak-to-trough decline

-2.55%

-3.48%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

1.19%

-0.53%

Volatility

XHY.TO vs. FLTR - Volatility Comparison

iShares U.S. High Yield Bond Index ETF (CAD-Hedged) (XHY.TO) has a higher volatility of 1.29% compared to VanEck Vectors Investment Grade Floating Rate ETF (FLTR) at 0.88%. This indicates that XHY.TO's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHY.TOFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.88%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

3.44%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

4.63%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

6.47%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.63%

7.79%

+2.84%

XHY.TO vs. FLTR - Expense Ratio Comparison

XHY.TO has a 0.56% expense ratio, which is higher than FLTR's 0.14% expense ratio.


Dividends

XHY.TO vs. FLTR - Dividend Comparison

XHY.TO's dividend yield for the trailing twelve months is around 6.12%, more than FLTR's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
4.73%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%
XHY.TO
iShares U.S. High Yield Bond Index ETF (CAD-Hedged)
6.12%6.04%5.87%5.56%5.70%4.72%5.18%5.38%5.87%5.46%5.64%6.83%

Frequently Asked Questions


XHY.TO and FLTR have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLTR is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLTR is cheaper with a 0.14% expense ratio, compared with 0.56% for XHY.TO.

XHY.TO is categorized as High Yield Bonds, while FLTR is Corporate Bonds. XHY.TO tracks Morningstar Gbl HY Bd GR CAD, while FLTR tracks MVIS US Investment Grade Floating Rate Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.56% for XHY.TO and 0.14% for FLTR.

Portfolio Optimizer

Find the right allocation for XHY.TO and FLTR

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