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XIGS.TO vs. FLCI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIGS.TO vs. FLCI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.TO) and Franklin Canadian Corporate Bond Fund ETF (FLCI.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, XIGS.TO achieves a -0.04% return, which is significantly lower than FLCI.TO's 2.34% return.


XIGS.TO

1D
0.16%
1M
-0.27%
YTD
-0.04%
6M
0.05%
1Y
2.00%
3Y*
4.15%
5Y*
10Y*

FLCI.TO

1D
0.44%
1M
1.18%
YTD
2.34%
6M
2.58%
1Y
5.33%
3Y*
7.24%
5Y*
2.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIGS.TO vs. FLCI.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XIGS.TO
iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged)
-0.04%4.82%3.76%5.39%-5.89%-0.97%
FLCI.TO
Franklin Canadian Corporate Bond Fund ETF
2.34%4.88%8.03%8.31%-10.13%-0.06%

Correlation

The correlation between XIGS.TO and FLCI.TO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2021

0.35

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Return for Risk

XIGS.TO vs. FLCI.TO — Risk / Return Rank

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

XIGS.TO
XIGS.TO Risk / Return Rank: 2727
Overall Rank
XIGS.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XIGS.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
XIGS.TO Omega Ratio Rank: 2727
Omega Ratio Rank
XIGS.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
XIGS.TO Martin Ratio Rank: 2828
Martin Ratio Rank

FLCI.TO
FLCI.TO Risk / Return Rank: 4646
Overall Rank
FLCI.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FLCI.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
FLCI.TO Omega Ratio Rank: 4242
Omega Ratio Rank
FLCI.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
FLCI.TO Martin Ratio Rank: 4545
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.

XIGS.TO vs. FLCI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.TO) and Franklin Canadian Corporate Bond Fund ETF (FLCI.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.


XIGS.TOFLCI.TODifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratioReturn relative to maximum drawdown

1.26

2.36

-1.10

Martin ratioReturn relative to average drawdown

3.56

6.55

-2.99

XIGS.TO vs. FLCI.TO - Sharpe Ratio Comparison

The current XIGS.TO Sharpe Ratio is 0.90, which is lower than the FLCI.TO Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of XIGS.TO and FLCI.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

XIGS.TO vs. FLCI.TO - Drawdown Comparison

The maximum XIGS.TO drawdown since its inception was -10.12%, smaller than the maximum FLCI.TO drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for XIGS.TO and FLCI.TO.


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Drawdown Indicators


XIGS.TOFLCI.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.12%

-17.51%

+7.39%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-2.27%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-1.60%

-3.31%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-14.63%

Current Drawdown

Current decline from peak

-0.75%

0.00%

-0.75%

Average Drawdown

Average peak-to-trough decline

-2.89%

-3.29%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.82%

-0.26%

Volatility

XIGS.TO vs. FLCI.TO - Volatility Comparison

The current volatility for iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.TO) is 0.60%, while Franklin Canadian Corporate Bond Fund ETF (FLCI.TO) has a volatility of 1.23%. This indicates that XIGS.TO experiences smaller price fluctuations and is considered to be less risky than FLCI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIGS.TOFLCI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

1.23%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.63%

3.00%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.25%

3.96%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

5.64%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.30%

6.47%

-3.17%

XIGS.TO vs. FLCI.TO - Expense Ratio Comparison

XIGS.TO has a 0.16% expense ratio, which is lower than FLCI.TO's 0.39% expense ratio.


Dividends

XIGS.TO vs. FLCI.TO - Dividend Comparison

XIGS.TO's dividend yield for the trailing twelve months is around 4.46%, more than FLCI.TO's 4.40% yield.


PositionTTM202520242023202220212020201920182017
FLCI.TO
Franklin Canadian Corporate Bond Fund ETF
4.40%4.26%4.41%4.09%4.95%3.35%3.25%3.68%3.87%0.84%
XIGS.TO
iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged)
4.46%4.10%3.71%3.03%1.75%0.84%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XIGS.TO and FLCI.TO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIGS.TO is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIGS.TO is cheaper with a 0.16% expense ratio, compared with 0.39% for FLCI.TO.

They also come from different issuers: iShares and Franklin. Their fees differ too: 0.16% for XIGS.TO and 0.39% for FLCI.TO.

Portfolio Optimizer

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