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

Performance

XSB.TO vs. GDMN - 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 WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSB.TO is traded in CAD, while GDMN is traded in USD. To make them comparable, the GDMN values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSB.TO achieves a 1.25% return, which is significantly higher than GDMN's -8.69% return.


XSB.TO

1D
0.00%
1M
0.63%
YTD
1.25%
6M
1.36%
1Y
3.15%
3Y*
4.91%
5Y*
2.14%
10Y*
2.01%

GDMN

1D
-1.84%
1M
-8.26%
YTD
-8.69%
6M
-11.55%
1Y
70.50%
3Y*
60.36%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSB.TO vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
1.25%3.70%5.87%4.67%-4.04%0.13%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
-8.69%221.70%39.09%10.28%-9.21%6.16%

Correlation

The correlation between XSB.TO and GDMN is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.22

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2021

0.27

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Return for Risk

XSB.TO vs. GDMN — 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: 4949
Overall Rank
XSB.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 5353
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4747
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 2929
Overall Rank
GDMN Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 2828
Sortino Ratio Rank
GDMN Omega Ratio Rank: 3333
Omega Ratio Rank
GDMN Calmar Ratio Rank: 2828
Calmar Ratio Rank
GDMN Martin Ratio Rank: 2626
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. GDMN - 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 WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.TOGDMNDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratioReturn relative to maximum drawdown

2.22

1.45

+0.78

Martin ratioReturn relative to average drawdown

7.37

3.76

+3.61

XSB.TO vs. GDMN - Sharpe Ratio Comparison

The current XSB.TO Sharpe Ratio is 1.63, which is higher than the GDMN Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of XSB.TO and GDMN, 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. GDMN - Drawdown Comparison

The maximum XSB.TO drawdown since its inception was -8.65%, smaller than the maximum GDMN drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for XSB.TO and GDMN.


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Drawdown Indicators


XSB.TOGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-8.65%

-49.51%

+40.86%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-47.54%

+46.07%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-47.54%

+46.07%

Max Drawdown (5Y)

Largest decline over 5 years

-6.99%

Max Drawdown (10Y)

Largest decline over 10 years

-8.65%

Current Drawdown

Current decline from peak

0.00%

-39.77%

+39.77%

Average Drawdown

Average peak-to-trough decline

-0.79%

-17.03%

+16.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

18.22%

-17.78%

Volatility

XSB.TO vs. GDMN - Volatility Comparison

The current volatility for iShares Core Canadian Short Term Bond Index ETF (XSB.TO) is 0.54%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 22.04%. This indicates that XSB.TO experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSB.TOGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

22.04%

-21.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

54.88%

-53.26%

Volatility (1Y)

Calculated over the trailing 1-year period

2.01%

63.69%

-61.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.72%

48.33%

-45.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

48.33%

-44.93%

XSB.TO vs. GDMN - Expense Ratio Comparison

XSB.TO has a 0.10% expense ratio, which is lower than GDMN's 0.45% expense ratio.


Dividends

XSB.TO vs. GDMN - Dividend Comparison

XSB.TO's dividend yield for the trailing twelve months is around 3.10%, more than GDMN's 3.05% yield.


PositionTTM20252024202320222021202020192018201720162015
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
3.05%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 GDMN have a correlation of 0.22, 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 0.45% for GDMN.

XSB.TO is categorized as Short-Term Bond, while GDMN is Commodities. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.10% for XSB.TO and 0.45% for GDMN.

Portfolio Optimizer

Find the right allocation for XSB.TO and GDMN

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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