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

Performance

XSB.TO vs. CVD.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 Convertible Bond Index ETF (CVD.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, XSB.TO achieves a 1.21% return, which is significantly lower than CVD.TO's 6.66% return. Over the past 10 years, XSB.TO has underperformed CVD.TO with an annualized return of 1.98%, while CVD.TO has yielded a comparatively higher 4.67% annualized return.


XSB.TO

1D
0.15%
1M
-0.00%
6M
0.91%
YTD
1.21%
1Y
3.45%
3Y*
4.89%
5Y*
2.08%
10Y*
1.98%

CVD.TO

1D
1.26%
1M
2.13%
6M
4.49%
YTD
6.66%
1Y
9.48%
3Y*
8.97%
5Y*
5.03%
10Y*
4.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
1.21%3.70%5.87%4.67%-4.04%-1.11%5.20%3.20%1.60%0.13%
CVD.TO
iShares Convertible Bond Index ETF
6.66%7.09%12.68%3.64%-4.63%5.33%3.67%10.28%-2.68%4.06%

Correlation

The correlation between XSB.TO and CVD.TO is -0.08, 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

-0.08

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

0.03

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

0.04

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2011

0.02

The correlation between XSB.TO and CVD.TO shifts across timeframes, from -0.08 (1 year) to 0.04 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XSB.TO vs. CVD.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: 6464
Overall Rank
XSB.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 7272
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 5757
Martin Ratio Rank

CVD.TO
CVD.TO Risk / Return Rank: 5050
Overall Rank
CVD.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CVD.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
CVD.TO Omega Ratio Rank: 5454
Omega Ratio Rank
CVD.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
CVD.TO Martin Ratio Rank: 5050
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. CVD.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 Convertible Bond Index ETF (CVD.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.


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

+0.41

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.06

Calmar ratioReturn relative to maximum drawdown

2.35

2.41

-0.06

Martin ratioReturn relative to average drawdown

7.96

6.81

+1.15

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

The current XSB.TO Sharpe Ratio is 1.71, which is higher than the CVD.TO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of XSB.TO and CVD.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

XSB.TO vs. CVD.TO - Drawdown Comparison

The maximum XSB.TO drawdown since its inception was -8.65%, smaller than the maximum CVD.TO drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for XSB.TO and CVD.TO.


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Drawdown Indicators


XSB.TOCVD.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.65%

-23.51%

+14.86%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-3.95%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-11.46%

+9.99%

Max Drawdown (5Y)

Largest decline over 5 years

-6.99%

-14.62%

+7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-8.65%

-23.51%

+14.86%

Current Drawdown

Current decline from peak

-0.30%

0.00%

-0.30%

Average Drawdown

Average peak-to-trough decline

-0.79%

-2.38%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

1.40%

-0.97%

Volatility

XSB.TO vs. CVD.TO - Volatility Comparison

The current volatility for iShares Core Canadian Short Term Bond Index ETF (XSB.TO) is 0.61%, while iShares Convertible Bond Index ETF (CVD.TO) has a volatility of 2.31%. This indicates that XSB.TO experiences smaller price fluctuations and is considered to be less risky than CVD.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.TOCVD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

2.31%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

4.63%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

2.03%

7.34%

-5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

9.43%

-6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

9.51%

-6.11%

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

XSB.TO has a 0.10% expense ratio, which is lower than CVD.TO's 0.49% expense ratio.


Dividends

XSB.TO vs. CVD.TO - Dividend Comparison

XSB.TO's dividend yield for the trailing twelve months is around 3.10%, less than CVD.TO's 4.83% yield.


PositionTTM20252024202320222021202020192018201720162015
CVD.TO
iShares Convertible Bond Index ETF
4.83%4.91%5.14%5.33%5.05%4.61%4.48%4.52%4.97%4.65%4.51%4.94%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
3.10%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 CVD.TO have a correlation of -0.08, 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 0.49% for CVD.TO.

XSB.TO is categorized as Short-Term Bond, while CVD.TO is High Yield Bonds. XSB.TO tracks FTSE Canada Short Term Overall Bond Index, while CVD.TO tracks FTSE Canada Convertible Bond Index. Their fees differ too: 0.10% for XSB.TO and 0.49% for CVD.TO.

Portfolio Optimizer

Find the right allocation for XSB.TO and CVD.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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