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

Performance

XSB.TO vs. TLN - 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 Talen Energy Corporation (TLN). 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 TLN is traded in USD. To make them comparable, the TLN 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 lower than TLN's 19.84% 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%

TLN

1D
7.25%
1M
24.13%
YTD
19.84%
6M
19.95%
1Y
55.61%
3Y*
115.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSB.TO vs. TLN - Yearly Performance Comparison


2026 (YTD)202520242023
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
1.25%3.70%5.87%3.42%
TLN
Talen Energy Corporation
19.84%77.56%241.45%35.81%

Correlation

The correlation between XSB.TO and TLN is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2023

0.03

The correlation between XSB.TO and TLN shifts across timeframes, from 0.03 (3 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XSB.TO vs. TLN — 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

TLN
TLN Risk / Return Rank: 6969
Overall Rank
TLN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TLN Sortino Ratio Rank: 6868
Sortino Ratio Rank
TLN Omega Ratio Rank: 6666
Omega Ratio Rank
TLN Calmar Ratio Rank: 7171
Calmar Ratio Rank
TLN Martin Ratio Rank: 6969
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. TLN - 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 Talen Energy Corporation (TLN). 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.TOTLNDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.32

1.20

+0.12

Calmar ratioReturn relative to maximum drawdown

2.22

1.66

+0.56

Martin ratioReturn relative to average drawdown

7.37

3.30

+4.07

XSB.TO vs. TLN - Sharpe Ratio Comparison

The current XSB.TO Sharpe Ratio is 1.63, which is higher than the TLN Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XSB.TO and TLN, 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. TLN - Drawdown Comparison

The maximum XSB.TO drawdown since its inception was -8.65%, smaller than the maximum TLN drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for XSB.TO and TLN.


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Drawdown Indicators


XSB.TOTLNDifference

Max Drawdown

Largest peak-to-trough decline

-8.65%

-33.57%

+24.92%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-33.10%

+31.63%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-33.57%

+32.10%

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%

-1.11%

+1.11%

Average Drawdown

Average peak-to-trough decline

-0.79%

-7.52%

+6.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

16.68%

-16.24%

Volatility

XSB.TO vs. TLN - Volatility Comparison

The current volatility for iShares Core Canadian Short Term Bond Index ETF (XSB.TO) is 0.54%, while Talen Energy Corporation (TLN) has a volatility of 17.93%. This indicates that XSB.TO experiences smaller price fluctuations and is considered to be less risky than TLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSB.TOTLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

17.93%

-17.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

42.93%

-41.31%

Volatility (1Y)

Calculated over the trailing 1-year period

2.01%

57.43%

-55.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.72%

50.48%

-47.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

50.48%

-47.08%

Dividends

XSB.TO vs. TLN - Dividend Comparison

XSB.TO's dividend yield for the trailing twelve months is around 3.10%, while TLN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TLN
Talen Energy Corporation
0.00%0.00%0.00%0.00%0.00%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 TLN have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for XSB.TO and TLN

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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