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XLB.TO vs. XIG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLB.TO vs. XIG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Canadian Long Term Bond Index ETF (XLB.TO) and iShares U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIG.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, XLB.TO achieves a 2.77% return, which is significantly higher than XIG.TO's -0.29% return. Over the past 10 years, XLB.TO has outperformed XIG.TO with an annualized return of 4.56%, while XIG.TO has yielded a comparatively lower 1.44% annualized return.


XLB.TO

1D
-0.11%
1M
3.02%
YTD
2.77%
6M
0.93%
1Y
2.84%
3Y*
8.16%
5Y*
4.63%
10Y*
4.56%

XIG.TO

1D
-0.26%
1M
0.62%
YTD
-0.29%
6M
-0.94%
1Y
4.23%
3Y*
3.35%
5Y*
-1.22%
10Y*
1.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLB.TO vs. XIG.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLB.TO
iShares Core Canadian Long Term Bond Index ETF
2.77%-0.76%9.49%19.21%-14.38%1.26%16.52%12.85%-0.25%7.11%
XIG.TO
iShares U.S. IG Corporate Bond Index ETF (CAD-Hedged)
-0.29%5.93%-0.39%8.08%-18.91%-1.72%9.75%16.22%-5.19%6.36%

Correlation

The correlation between XLB.TO and XIG.TO is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.74

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

0.73

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2010

0.63

The correlation between XLB.TO and XIG.TO shifts across timeframes, from 0.63 (all time) to 0.74 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XLB.TO vs. XIG.TO — Risk / Return Rank

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

XLB.TO
XLB.TO Risk / Return Rank: 1414
Overall Rank
XLB.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XLB.TO Sortino Ratio Rank: 1212
Sortino Ratio Rank
XLB.TO Omega Ratio Rank: 1212
Omega Ratio Rank
XLB.TO Calmar Ratio Rank: 1616
Calmar Ratio Rank
XLB.TO Martin Ratio Rank: 1414
Martin Ratio Rank

XIG.TO
XIG.TO Risk / Return Rank: 2323
Overall Rank
XIG.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XIG.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
XIG.TO Omega Ratio Rank: 2020
Omega Ratio Rank
XIG.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
XIG.TO Martin Ratio Rank: 2424
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.

XLB.TO vs. XIG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Canadian Long Term Bond Index ETF (XLB.TO) and iShares U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIG.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.


XLB.TOXIG.TODifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.07

1.13

-0.07

Calmar ratioReturn relative to maximum drawdown

0.59

1.16

-0.57

Martin ratioReturn relative to average drawdown

1.11

3.02

-1.91

XLB.TO vs. XIG.TO - Sharpe Ratio Comparison

The current XLB.TO Sharpe Ratio is 0.36, which is lower than the XIG.TO Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of XLB.TO and XIG.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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Sharpe Ratios by Period


XLB.TOXIG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.77

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

-0.15

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.16

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.46

+0.10

Drawdowns

XLB.TO vs. XIG.TO - Drawdown Comparison

The maximum XLB.TO drawdown since its inception was -24.34%, roughly equal to the maximum XIG.TO drawdown of -25.49%. Use the drawdown chart below to compare losses from any high point for XLB.TO and XIG.TO.


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Drawdown Indicators


XLB.TOXIG.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.34%

-25.49%

+1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-3.66%

-1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-9.74%

-8.50%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.34%

-25.48%

+1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-24.34%

-25.49%

+1.15%

Current Drawdown

Current decline from peak

-2.17%

-9.38%

+7.21%

Average Drawdown

Average peak-to-trough decline

-4.05%

-5.39%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

1.40%

+1.17%

Volatility

XLB.TO vs. XIG.TO - Volatility Comparison

iShares Core Canadian Long Term Bond Index ETF (XLB.TO) has a higher volatility of 2.77% compared to iShares U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIG.TO) at 1.78%. This indicates that XLB.TO's price experiences larger fluctuations and is considered to be riskier than XIG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLB.TOXIG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

1.78%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

5.77%

4.10%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

7.93%

5.53%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.68%

8.48%

+4.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.86%

8.92%

+2.94%

XLB.TO vs. XIG.TO - Expense Ratio Comparison

XLB.TO has a 0.20% expense ratio, which is lower than XIG.TO's 0.32% expense ratio.


Dividends

XLB.TO vs. XIG.TO - Dividend Comparison

XLB.TO's dividend yield for the trailing twelve months is around 4.01%, less than XIG.TO's 4.33% yield.


PositionTTM20252024202320222021202020192018201720162015
XIG.TO
iShares U.S. IG Corporate Bond Index ETF (CAD-Hedged)
4.33%4.33%4.45%3.88%3.23%2.21%2.62%3.07%3.42%2.87%3.27%3.10%
XLB.TO
iShares Core Canadian Long Term Bond Index ETF
4.01%4.05%12.10%12.22%13.13%8.82%7.43%3.18%3.56%3.45%3.62%3.64%

Frequently Asked Questions


XLB.TO and XIG.TO have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLB.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLB.TO is cheaper with a 0.20% expense ratio, compared with 0.32% for XIG.TO.

XLB.TO is categorized as Canadian Government Bonds, while XIG.TO is Corporate Bonds. XLB.TO tracks Morningstar Can 10+Y Core Bd GR CAD, while XIG.TO tracks Markit iBoxx USD Liquid Investment Grade Total Return Index Hedged in CAD. Their fees differ too: 0.20% for XLB.TO and 0.32% for XIG.TO.

Portfolio Optimizer

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