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XMC.TO vs. XHB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMC.TO vs. XHB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P U.S. Mid-Cap Index ETF (XMC.TO) and iShares Canadian HYBrid Corporate Bond Index ETF (XHB.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, XMC.TO achieves a 17.19% return, which is significantly higher than XHB.TO's 1.95% return. Over the past 10 years, XMC.TO has outperformed XHB.TO with an annualized return of 11.49%, while XHB.TO has yielded a comparatively lower 3.73% annualized return.


XMC.TO

1D
-0.61%
1M
0.02%
6M
8.97%
YTD
17.19%
1Y
22.46%
3Y*
15.22%
5Y*
11.12%
10Y*
11.49%

XHB.TO

1D
0.10%
1M
-0.27%
6M
1.34%
YTD
1.95%
1Y
5.59%
3Y*
7.24%
5Y*
2.87%
10Y*
3.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMC.TO vs. XHB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMC.TO
iShares S&P U.S. Mid-Cap Index ETF
17.19%2.37%22.99%13.65%-7.61%23.39%11.11%20.90%-4.83%8.76%
XHB.TO
iShares Canadian HYBrid Corporate Bond Index ETF
1.95%5.34%8.02%10.06%-9.67%0.02%8.71%8.59%0.59%4.49%

Correlation

The correlation between XMC.TO and XHB.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.21

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

0.11

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

0.03

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2015

0.02

Over the past year, XMC.TO and XHB.TO have become more correlated (0.28) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

XMC.TO vs. XHB.TO — Risk / Return Rank

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

XMC.TO
XMC.TO Risk / Return Rank: 6161
Overall Rank
XMC.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XMC.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XMC.TO Omega Ratio Rank: 5151
Omega Ratio Rank
XMC.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
XMC.TO Martin Ratio Rank: 7171
Martin Ratio Rank

XHB.TO
XHB.TO Risk / Return Rank: 6464
Overall Rank
XHB.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XHB.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
XHB.TO Omega Ratio Rank: 6666
Omega Ratio Rank
XHB.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
XHB.TO Martin Ratio Rank: 5858
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.

XMC.TO vs. XHB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Mid-Cap Index ETF (XMC.TO) and iShares Canadian HYBrid Corporate Bond Index ETF (XHB.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.


XMC.TOXHB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.26

1.31

-0.05

Calmar ratioReturn relative to maximum drawdown

2.72

2.32

+0.40

Martin ratioReturn relative to average drawdown

9.85

7.75

+2.10

XMC.TO vs. XHB.TO - Sharpe Ratio Comparison

The current XMC.TO Sharpe Ratio is 1.43, which is comparable to the XHB.TO Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of XMC.TO and XHB.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

XMC.TO vs. XHB.TO - Drawdown Comparison

The maximum XMC.TO drawdown since its inception was -36.38%, which is greater than XHB.TO's maximum drawdown of -26.50%. Use the drawdown chart below to compare losses from any high point for XMC.TO and XHB.TO.


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Drawdown Indicators


XMC.TOXHB.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.38%

-26.50%

-9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-2.42%

-5.86%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-2.91%

-19.79%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-13.94%

-8.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.38%

-26.50%

-9.88%

Current Drawdown

Current decline from peak

-3.24%

-0.55%

-2.69%

Average Drawdown

Average peak-to-trough decline

-5.00%

-2.07%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

0.72%

+1.57%

Volatility

XMC.TO vs. XHB.TO - Volatility Comparison

iShares S&P U.S. Mid-Cap Index ETF (XMC.TO) has a higher volatility of 3.44% compared to iShares Canadian HYBrid Corporate Bond Index ETF (XHB.TO) at 0.92%. This indicates that XMC.TO's price experiences larger fluctuations and is considered to be riskier than XHB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMC.TOXHB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

0.92%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

2.70%

+9.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

3.30%

+12.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.67%

5.54%

+12.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.58%

11.02%

+7.56%

XMC.TO vs. XHB.TO - Expense Ratio Comparison

XMC.TO has a 0.16% expense ratio, which is lower than XHB.TO's 0.50% expense ratio.


Dividends

XMC.TO vs. XHB.TO - Dividend Comparison

XMC.TO's dividend yield for the trailing twelve months is around 0.91%, less than XHB.TO's 4.56% yield.


PositionTTM20252024202320222021202020192018201720162015
XHB.TO
iShares Canadian HYBrid Corporate Bond Index ETF
4.56%4.48%4.36%4.23%4.24%3.51%3.53%3.81%4.07%4.08%4.35%4.78%
XMC.TO
iShares S&P U.S. Mid-Cap Index ETF
0.91%1.10%0.94%1.17%1.27%0.99%1.07%1.43%1.57%0.98%1.06%0.54%

Frequently Asked Questions


XMC.TO and XHB.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XMC.TO is cheaper with a 0.16% expense ratio, compared with 0.50% for XHB.TO.

XMC.TO is categorized as Mid Cap Blend Equities, while XHB.TO is Corporate Bonds. XMC.TO tracks Morningstar US SMID TR CAD, while XHB.TO tracks Morningstar Can Corp Bd GR CAD. Their fees differ too: 0.16% for XMC.TO and 0.50% for XHB.TO.

Portfolio Optimizer

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