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XSB.TO vs. RCDB.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSB.TO vs. RCDB.NEO - 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 RBC Canadian Discount Bond ETF (RCDB.NEO). 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 1.36% return, which is significantly lower than RCDB.NEO's 1.45% return.


XSB.TO

1D
0.11%
1M
0.52%
YTD
1.36%
6M
1.33%
1Y
3.11%
3Y*
5.03%
5Y*
2.15%
10Y*
2.01%

RCDB.NEO

1D
0.28%
1M
0.59%
YTD
1.45%
6M
1.36%
1Y
3.22%
3Y*
5.07%
5Y*
2.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSB.TO vs. RCDB.NEO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
1.36%3.70%5.87%4.67%-4.04%-1.11%5.20%0.63%
RCDB.NEO
RBC Canadian Discount Bond ETF
1.45%3.75%5.58%5.68%-4.07%-0.68%5.61%0.58%

Correlation

The correlation between XSB.TO and RCDB.NEO is 0.60, 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

0.60

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

0.74

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2019

0.68

The correlation between XSB.TO and RCDB.NEO shifts across timeframes, from 0.60 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XSB.TO vs. RCDB.NEO — 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: 5050
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 5454
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4646
Martin Ratio Rank

RCDB.NEO
RCDB.NEO Risk / Return Rank: 4646
Overall Rank
RCDB.NEO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RCDB.NEO Sortino Ratio Rank: 4545
Sortino Ratio Rank
RCDB.NEO Omega Ratio Rank: 4545
Omega Ratio Rank
RCDB.NEO Calmar Ratio Rank: 4747
Calmar Ratio Rank
RCDB.NEO Martin Ratio Rank: 4747
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. RCDB.NEO - 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 RBC Canadian Discount Bond ETF (RCDB.NEO). 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.TORCDB.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.30

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

2.12

2.03

+0.08

Martin ratioReturn relative to average drawdown

7.02

6.96

+0.07

XSB.TO vs. RCDB.NEO - Sharpe Ratio Comparison

The current XSB.TO Sharpe Ratio is 1.55, which is comparable to the RCDB.NEO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of XSB.TO and RCDB.NEO, 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. RCDB.NEO - Drawdown Comparison

The maximum XSB.TO drawdown since its inception was -8.65%, roughly equal to the maximum RCDB.NEO drawdown of -8.31%. Use the drawdown chart below to compare losses from any high point for XSB.TO and RCDB.NEO.


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Drawdown Indicators


XSB.TORCDB.NEODifference

Max Drawdown

Largest peak-to-trough decline

-8.65%

-8.31%

-0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-1.59%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-1.59%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-6.99%

-6.90%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-8.65%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.79%

-1.40%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.46%

-0.02%

Volatility

XSB.TO vs. RCDB.NEO - Volatility Comparison

The current volatility for iShares Core Canadian Short Term Bond Index ETF (XSB.TO) is 0.50%, while RBC Canadian Discount Bond ETF (RCDB.NEO) has a volatility of 0.54%. This indicates that XSB.TO experiences smaller price fluctuations and is considered to be less risky than RCDB.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSB.TORCDB.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.54%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.63%

1.65%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

2.01%

2.33%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.72%

2.84%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

5.46%

-2.06%

XSB.TO vs. RCDB.NEO - Expense Ratio Comparison

XSB.TO has a 0.10% expense ratio, which is lower than RCDB.NEO's 0.17% 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. RCDB.NEO - Dividend Comparison

XSB.TO's dividend yield for the trailing twelve months is around 3.10%, more than RCDB.NEO's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
RCDB.NEO
RBC Canadian Discount Bond ETF
2.17%1.96%1.58%1.22%1.16%1.33%1.68%0.78%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 RCDB.NEO have a correlation of 0.60, 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 0.17% for RCDB.NEO.

They also come from different issuers: iShares and RBC. Their fees differ too: 0.10% for XSB.TO and 0.17% for RCDB.NEO.

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