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

Performance

XSB.TO vs. RLY - 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 SPDR SSgA Multi-Asset Real Return ETF (RLY). 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 RLY is traded in USD. To make them comparable, the RLY 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 lower than RLY's 17.36% return. Over the past 10 years, XSB.TO has underperformed RLY with an annualized return of 1.97%, while RLY has yielded a comparatively higher 9.36% annualized 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%

RLY

1D
0.66%
1M
0.26%
YTD
17.36%
6M
17.59%
1Y
30.12%
3Y*
15.69%
5Y*
13.16%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSB.TO vs. RLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
1.18%3.70%5.87%4.67%-4.04%-1.11%5.20%3.20%1.60%0.13%
RLY
SPDR SSgA Multi-Asset Real Return ETF
17.36%14.77%11.21%0.12%14.69%22.79%-2.95%10.86%-4.30%2.93%

Correlation

The correlation between XSB.TO and RLY is 0.07, 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

0.07

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

0.12

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

0.07

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

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2012

0.01

The correlation between XSB.TO and RLY shifts across timeframes, from 0.01 (all time) to 0.12 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XSB.TO vs. RLY — 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

RLY
RLY Risk / Return Rank: 9191
Overall Rank
RLY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
RLY Sortino Ratio Rank: 8989
Sortino Ratio Rank
RLY Omega Ratio Rank: 8989
Omega Ratio Rank
RLY Calmar Ratio Rank: 9494
Calmar Ratio Rank
RLY Martin Ratio Rank: 9494
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. RLY - 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 SPDR SSgA Multi-Asset Real Return ETF (RLY). 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.TORLYDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.32

1.50

-0.18

Calmar ratioReturn relative to maximum drawdown

2.20

9.37

-7.17

Martin ratioReturn relative to average drawdown

7.28

28.55

-21.27

XSB.TO vs. RLY - Sharpe Ratio Comparison

The current XSB.TO Sharpe Ratio is 1.62, which is lower than the RLY Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of XSB.TO and RLY, 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. RLY - Drawdown Comparison

The maximum XSB.TO drawdown since its inception was -8.65%, smaller than the maximum RLY drawdown of -27.67%. Use the drawdown chart below to compare losses from any high point for XSB.TO and RLY.


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Drawdown Indicators


XSB.TORLYDifference

Max Drawdown

Largest peak-to-trough decline

-8.65%

-27.67%

+19.02%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-3.25%

+1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-10.80%

+9.33%

Max Drawdown (5Y)

Largest decline over 5 years

-6.99%

-13.24%

+6.25%

Max Drawdown (10Y)

Largest decline over 10 years

-8.65%

-27.67%

+19.02%

Current Drawdown

Current decline from peak

0.00%

-1.29%

+1.29%

Average Drawdown

Average peak-to-trough decline

-0.79%

-3.88%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

1.06%

-0.62%

Volatility

XSB.TO vs. RLY - Volatility Comparison

The current volatility for iShares Core Canadian Short Term Bond Index ETF (XSB.TO) is 0.71%, while SPDR SSgA Multi-Asset Real Return ETF (RLY) has a volatility of 3.56%. This indicates that XSB.TO experiences smaller price fluctuations and is considered to be less risky than RLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSB.TORLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

3.56%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

8.99%

-7.38%

Volatility (1Y)

Calculated over the trailing 1-year period

2.00%

10.93%

-8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.72%

14.63%

-11.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

14.99%

-11.59%

XSB.TO vs. RLY - Expense Ratio Comparison

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


Dividends

XSB.TO vs. RLY - Dividend Comparison

XSB.TO's dividend yield for the trailing twelve months is around 3.10%, more than RLY's 2.92% yield.


PositionTTM20252024202320222021202020192018201720162015
RLY
SPDR SSgA Multi-Asset Real Return ETF
2.92%3.24%3.31%3.71%5.66%12.15%2.16%3.45%2.76%1.85%2.07%1.80%
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 RLY have a correlation of 0.07, 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 RLY.

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

Portfolio Optimizer

Find the right allocation for XSB.TO and RLY

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