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

Performance

XSB.TO vs. PFIX - 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 Simplify Interest Rate Hedge ETF (PFIX). 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 PFIX is traded in USD. To make them comparable, the PFIX 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 1.18% return, which is significantly higher than PFIX's -1.97% return.


XSB.TO

1D
0.00%
1M
0.82%
YTD
1.18%
6M
1.40%
1Y
3.30%
3Y*
4.97%
5Y*
2.05%
10Y*
1.97%

PFIX

1D
-1.14%
1M
-3.78%
YTD
-1.97%
6M
-4.19%
1Y
-9.63%
3Y*
16.74%
5Y*
20.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSB.TO vs. PFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
1.18%3.70%5.87%4.67%-4.04%-0.65%
PFIX
Simplify Interest Rate Hedge ETF
-1.97%-4.17%47.45%3.16%104.23%-20.94%

Correlation

The correlation between XSB.TO and PFIX is -0.51, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.51

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

-0.56

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

-0.52

Correlation (All Time)
Calculated using the full available price history since May 11, 2021

-0.52

The correlation between XSB.TO and PFIX has been stable across timeframes, ranging from -0.56 to -0.51 - a consistent structural relationship.

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Return for Risk

XSB.TO vs. PFIX — 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: 5454
Overall Rank
XSB.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4949
Martin Ratio Rank

PFIX
PFIX Risk / Return Rank: 66
Overall Rank
PFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 77
Sortino Ratio Rank
PFIX Omega Ratio Rank: 77
Omega Ratio Rank
PFIX Calmar Ratio Rank: 66
Calmar Ratio Rank
PFIX Martin Ratio Rank: 77
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. PFIX - 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 Simplify Interest Rate Hedge ETF (PFIX). 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.TOPFIXDifference
Sharpe ratioReturn per unit of total volatility

+1.88

Sortino ratioReturn per unit of downside risk

+2.50

Omega ratioGain probability vs. loss probability

1.32

0.98

+0.34

Calmar ratioReturn relative to maximum drawdown

2.20

-0.32

+2.51

Martin ratioReturn relative to average drawdown

7.28

-0.51

+7.80

XSB.TO vs. PFIX - Sharpe Ratio Comparison

The current XSB.TO Sharpe Ratio is 1.62, which is higher than the PFIX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of XSB.TO and PFIX, 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. PFIX - Drawdown Comparison

The maximum XSB.TO drawdown since its inception was -8.65%, smaller than the maximum PFIX drawdown of -37.89%. Use the drawdown chart below to compare losses from any high point for XSB.TO and PFIX.


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Drawdown Indicators


XSB.TOPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.65%

-37.89%

+29.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-25.72%

+24.25%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-37.89%

+36.42%

Max Drawdown (5Y)

Largest decline over 5 years

-6.99%

-37.89%

+30.90%

Max Drawdown (10Y)

Largest decline over 10 years

-8.65%

Current Drawdown

Current decline from peak

0.00%

-20.42%

+20.42%

Average Drawdown

Average peak-to-trough decline

-0.79%

-16.94%

+16.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

15.83%

-15.39%

Volatility

XSB.TO vs. PFIX - Volatility Comparison

The current volatility for iShares Core Canadian Short Term Bond Index ETF (XSB.TO) is 0.71%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 8.57%. This indicates that XSB.TO experiences smaller price fluctuations and is considered to be less risky than PFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSB.TOPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

8.57%

-7.86%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

21.81%

-20.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.00%

30.71%

-28.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.72%

39.26%

-36.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

39.01%

-35.61%

XSB.TO vs. PFIX - Expense Ratio Comparison

XSB.TO has a 0.10% expense ratio, which is lower than PFIX's 0.50% expense ratio.


Dividends

XSB.TO vs. PFIX - Dividend Comparison

XSB.TO's dividend yield for the trailing twelve months is around 3.10%, less than PFIX's 10.11% yield.


PositionTTM20252024202320222021202020192018201720162015
PFIX
Simplify Interest Rate Hedge ETF
10.11%9.92%3.40%87.92%0.63%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 PFIX have a correlation of -0.51, 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 0.50% for PFIX.

XSB.TO is categorized as Canadian Government Bonds, while PFIX is Hedge Fund. They also come from different issuers: iShares and Simplify. Their fees differ too: 0.10% for XSB.TO and 0.50% for PFIX.

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