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XSB.TO vs. CBO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSB.TO vs. CBO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Canadian Short Term Bond Index ETF (XSB.TO) and iShares 1-5 Year Laddered Corporate Bond Index ETF (CBO.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XSB.TO having a 1.03% return and CBO.TO slightly lower at 1.02%. Over the past 10 years, XSB.TO has underperformed CBO.TO with an annualized return of 1.96%, while CBO.TO has yielded a comparatively higher 2.50% annualized return.


XSB.TO

1D
0.04%
1M
0.93%
YTD
1.03%
6M
0.80%
1Y
2.95%
3Y*
4.75%
5Y*
2.02%
10Y*
1.96%

CBO.TO

1D
-0.05%
1M
0.94%
YTD
1.02%
6M
1.01%
1Y
3.73%
3Y*
5.68%
5Y*
2.60%
10Y*
2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSB.TO vs. CBO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
1.03%3.70%5.87%4.67%-4.04%-1.11%5.20%3.20%1.60%0.13%
CBO.TO
iShares 1-5 Year Laddered Corporate Bond Index ETF
1.02%4.69%6.82%6.47%-4.89%-1.04%5.84%4.54%1.27%0.52%

Correlation

The correlation between XSB.TO and CBO.TO is 0.75, 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

0.75

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

0.81

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

0.83

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

0.73

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2009

0.61

The correlation between XSB.TO and CBO.TO shifts across timeframes, from 0.61 (all time) to 0.83 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XSB.TO vs. CBO.TO — Risk / Return Rank

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

XSB.TO
XSB.TO Risk / Return Rank: 4141
Overall Rank
XSB.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 4545
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4141
Martin Ratio Rank

CBO.TO
CBO.TO Risk / Return Rank: 4747
Overall Rank
CBO.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CBO.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
CBO.TO Omega Ratio Rank: 4545
Omega Ratio Rank
CBO.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
CBO.TO Martin Ratio Rank: 5151
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.

XSB.TO vs. CBO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Canadian Short Term Bond Index ETF (XSB.TO) and iShares 1-5 Year Laddered Corporate Bond Index ETF (CBO.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.


XSB.TOCBO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.29

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

2.01

2.32

-0.31

Martin ratioReturn relative to average drawdown

6.68

8.72

-2.05

XSB.TO vs. CBO.TO - Sharpe Ratio Comparison

The current XSB.TO Sharpe Ratio is 1.48, which is comparable to the CBO.TO Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of XSB.TO and CBO.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


XSB.TOCBO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.57

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.88

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.70

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.94

+0.16

Drawdowns

XSB.TO vs. CBO.TO - Drawdown Comparison

The maximum XSB.TO drawdown since its inception was -8.65%, smaller than the maximum CBO.TO drawdown of -11.67%. Use the drawdown chart below to compare losses from any high point for XSB.TO and CBO.TO.


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Drawdown Indicators


XSB.TOCBO.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.65%

-11.67%

+3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-1.61%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-1.61%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-6.99%

-8.22%

+1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-8.65%

-11.67%

+3.02%

Current Drawdown

Current decline from peak

-0.12%

-0.05%

-0.07%

Average Drawdown

Average peak-to-trough decline

-0.83%

-0.96%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.43%

+0.01%

Volatility

XSB.TO vs. CBO.TO - Volatility Comparison

The current volatility for iShares Core Canadian Short Term Bond Index ETF (XSB.TO) is 0.78%, while iShares 1-5 Year Laddered Corporate Bond Index ETF (CBO.TO) has a volatility of 0.83%. This indicates that XSB.TO experiences smaller price fluctuations and is considered to be less risky than CBO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSB.TOCBO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.83%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

1.86%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

2.00%

2.39%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.72%

2.97%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

3.59%

-0.19%

XSB.TO vs. CBO.TO - Expense Ratio Comparison

XSB.TO has a 0.10% expense ratio, which is lower than CBO.TO's 0.28% expense ratio.


Dividends

XSB.TO vs. CBO.TO - Dividend Comparison

XSB.TO's dividend yield for the trailing twelve months is around 3.11%, less than CBO.TO's 3.45% yield.


PositionTTM20252024202320222021202020192018201720162015
CBO.TO
iShares 1-5 Year Laddered Corporate Bond Index ETF
3.45%3.37%3.09%2.81%2.67%2.55%2.55%2.65%2.74%2.80%3.03%3.86%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
3.11%3.15%3.05%2.67%2.28%2.05%2.21%2.39%2.39%2.36%2.36%2.50%

Frequently Asked Questions


XSB.TO and CBO.TO have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSB.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSB.TO is cheaper with a 0.10% expense ratio, compared with 0.28% for CBO.TO.

Both ETFs track Morningstar Can 1-5Y Core Bd GR CAD. Their fees differ too: 0.10% for XSB.TO and 0.28% for CBO.TO.

Portfolio Optimizer

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