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

Performance

XSB.TO vs. CMR.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 Premium Money Market ETF (CMR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with XSB.TO at 0.99% and CMR.TO at 0.99%. Both investments have delivered pretty close results over the past 10 years, with XSB.TO having a 1.97% annualized return and CMR.TO not far behind at 1.89%.


XSB.TO

1D
-0.04%
1M
0.82%
YTD
0.99%
6M
0.88%
1Y
2.88%
3Y*
4.74%
5Y*
2.02%
10Y*
1.97%

CMR.TO

1D
0.02%
1M
0.19%
YTD
0.99%
6M
1.05%
1Y
2.39%
3Y*
3.73%
5Y*
2.94%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
0.99%3.70%5.87%4.67%-4.04%-1.11%5.20%3.20%1.60%0.13%
CMR.TO
iShares Premium Money Market ETF
0.99%2.68%4.70%4.70%1.71%0.00%0.47%1.63%1.29%0.63%

Correlation

The correlation between XSB.TO and CMR.TO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

-0.00

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

0.06

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

0.02

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2008

0.02

The correlation between XSB.TO and CMR.TO shifts across timeframes, from -0.06 (1 year) to 0.06 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XSB.TO vs. CMR.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: 4242
Overall Rank
XSB.TO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 4545
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4141
Martin Ratio Rank

CMR.TO
CMR.TO Risk / Return Rank: 9999
Overall Rank
CMR.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 9999
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. CMR.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 Premium Money Market ETF (CMR.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.TOCMR.TODifference
Sharpe ratioReturn per unit of total volatility

-9.25

Sortino ratioReturn per unit of downside risk

-19.25

Omega ratioGain probability vs. loss probability

1.28

9.64

-8.36

Calmar ratioReturn relative to maximum drawdown

1.96

25.66

-23.70

Martin ratioReturn relative to average drawdown

6.50

188.94

-182.44

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

The current XSB.TO Sharpe Ratio is 1.45, which is lower than the CMR.TO Sharpe Ratio of 10.70. The chart below compares the historical Sharpe Ratios of XSB.TO and CMR.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.TOCMR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

10.70

-9.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

10.68

-9.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

7.03

-6.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

3.84

-2.74

Drawdowns

XSB.TO vs. CMR.TO - Drawdown Comparison

The maximum XSB.TO drawdown since its inception was -8.65%, which is greater than CMR.TO's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for XSB.TO and CMR.TO.


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Drawdown Indicators


XSB.TOCMR.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.65%

-0.52%

-8.13%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-0.09%

-1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-0.09%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-6.99%

-0.09%

-6.90%

Max Drawdown (10Y)

Largest decline over 10 years

-8.65%

-0.14%

-8.51%

Current Drawdown

Current decline from peak

-0.15%

0.00%

-0.15%

Average Drawdown

Average peak-to-trough decline

-0.83%

-0.01%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.01%

+0.43%

Volatility

XSB.TO vs. CMR.TO - Volatility Comparison

iShares Core Canadian Short Term Bond Index ETF (XSB.TO) has a higher volatility of 0.78% compared to iShares Premium Money Market ETF (CMR.TO) at 0.05%. This indicates that XSB.TO's price experiences larger fluctuations and is considered to be riskier than CMR.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.TOCMR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.05%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

0.18%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

2.00%

0.22%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.72%

0.28%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

0.27%

+3.13%

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

XSB.TO has a 0.10% expense ratio, which is lower than CMR.TO's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XSB.TO vs. CMR.TO - Dividend Comparison

XSB.TO's dividend yield for the trailing twelve months is around 3.11%, more than CMR.TO's 2.48% yield.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.48%2.81%4.56%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%
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 CMR.TO have a correlation of -0.06, 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 0.14% for CMR.TO.

XSB.TO is categorized as Canadian Government Bonds, while CMR.TO is Money Market. Their fees differ too: 0.10% for XSB.TO and 0.14% for CMR.TO.

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