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

Performance

XHY.TO vs. XFLI.TO - 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 iShares Flexible Monthly Income ETF CAD (XFLI.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, XHY.TO achieves a 1.09% return, which is significantly lower than XFLI.TO's 3.03% return.


XHY.TO

1D
-0.06%
1M
0.39%
6M
0.19%
YTD
1.09%
1Y
3.48%
3Y*
6.75%
5Y*
2.77%
10Y*
3.71%

XFLI.TO

1D
-0.30%
1M
-0.67%
6M
1.29%
YTD
3.03%
1Y
6.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHY.TO vs. XFLI.TO - Yearly Performance Comparison


2026 (YTD)20252024
XHY.TO
iShares U.S. High Yield Bond Index ETF (CAD-Hedged)
1.09%6.33%-0.19%
XFLI.TO
iShares Flexible Monthly Income ETF CAD
3.03%2.07%6.23%

Correlation

The correlation between XHY.TO and XFLI.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2024

0.09

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Return for Risk

XHY.TO vs. XFLI.TO — 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: 2929
Overall Rank
XHY.TO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XHY.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
XHY.TO Omega Ratio Rank: 2424
Omega Ratio Rank
XHY.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
XHY.TO Martin Ratio Rank: 4141
Martin Ratio Rank

XFLI.TO
XFLI.TO Risk / Return Rank: 4040
Overall Rank
XFLI.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XFLI.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
XFLI.TO Omega Ratio Rank: 4646
Omega Ratio Rank
XFLI.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
XFLI.TO Martin Ratio Rank: 3131
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. XFLI.TO - 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 iShares Flexible Monthly Income ETF CAD (XFLI.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.


XHY.TOXFLI.TODifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratioReturn relative to maximum drawdown

1.22

1.55

-0.33

Martin ratioReturn relative to average drawdown

5.23

3.30

+1.93

XHY.TO vs. XFLI.TO - Sharpe Ratio Comparison

The current XHY.TO Sharpe Ratio is 0.77, which is lower than the XFLI.TO Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of XHY.TO and XFLI.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

XHY.TO vs. XFLI.TO - Drawdown Comparison

The maximum XHY.TO drawdown since its inception was -28.48%, which is greater than XFLI.TO's maximum drawdown of -6.92%. Use the drawdown chart below to compare losses from any high point for XHY.TO and XFLI.TO.


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Drawdown Indicators


XHY.TOXFLI.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.48%

-6.92%

-21.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-4.15%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

Max Drawdown (10Y)

Largest decline over 10 years

-28.48%

Current Drawdown

Current decline from peak

-0.43%

-2.23%

+1.80%

Average Drawdown

Average peak-to-trough decline

-2.53%

-2.05%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.95%

-1.28%

Volatility

XHY.TO vs. XFLI.TO - Volatility Comparison

The current volatility for iShares U.S. High Yield Bond Index ETF (CAD-Hedged) (XHY.TO) is 1.19%, while iShares Flexible Monthly Income ETF CAD (XFLI.TO) has a volatility of 2.20%. This indicates that XHY.TO experiences smaller price fluctuations and is considered to be less risky than XFLI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHY.TOXFLI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

2.20%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

4.50%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

5.61%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.64%

6.33%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.58%

6.33%

+4.25%

Dividends

XHY.TO vs. XFLI.TO - Dividend Comparison

XHY.TO's dividend yield for the trailing twelve months is around 6.13%, more than XFLI.TO's 5.45% yield.


PositionTTM20252024202320222021202020192018201720162015
XFLI.TO
iShares Flexible Monthly Income ETF CAD
5.45%5.69%2.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XHY.TO
iShares U.S. High Yield Bond Index ETF (CAD-Hedged)
6.13%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 XFLI.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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