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

Performance

XSB.TO vs. ZWB.TO - 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 BMO Covered Call Canadian Banks ETF (ZWB.TO). 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 0.80% return, which is significantly lower than ZWB.TO's 18.31% return. Over the past 10 years, XSB.TO has underperformed ZWB.TO with an annualized return of 1.93%, while ZWB.TO has yielded a comparatively higher 12.43% annualized return.


XSB.TO

1D
0.00%
1M
0.22%
YTD
0.80%
6M
1.10%
1Y
2.95%
3Y*
4.78%
5Y*
1.98%
10Y*
1.93%

ZWB.TO

1D
0.35%
1M
5.16%
YTD
18.31%
6M
20.90%
1Y
52.20%
3Y*
26.73%
5Y*
14.38%
10Y*
12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSB.TO vs. ZWB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
0.80%3.70%5.87%4.67%-4.04%-1.11%5.20%3.20%1.60%0.13%
ZWB.TO
BMO Covered Call Canadian Banks ETF
18.31%34.91%19.41%6.67%-11.00%30.81%1.68%14.32%-8.08%11.52%

Correlation

The correlation between XSB.TO and ZWB.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.19

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

0.08

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2011

-0.09

The correlation between XSB.TO and ZWB.TO shifts across timeframes, from -0.09 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XSB.TO vs. ZWB.TO — 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: 4747
Overall Rank
XSB.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 5252
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4545
Martin Ratio Rank

ZWB.TO
ZWB.TO Risk / Return Rank: 9696
Overall Rank
ZWB.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ZWB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
ZWB.TO Omega Ratio Rank: 9797
Omega Ratio Rank
ZWB.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
ZWB.TO Martin Ratio Rank: 9595
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. ZWB.TO - 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 BMO Covered Call Canadian Banks ETF (ZWB.TO). 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.


XSB.TOZWB.TODifference
Sharpe ratioReturn per unit of total volatility

-3.12

Sortino ratioReturn per unit of downside risk

-4.26

Omega ratioGain probability vs. loss probability

1.29

1.89

-0.60

Calmar ratioReturn relative to maximum drawdown

2.01

6.71

-4.69

Martin ratioReturn relative to average drawdown

6.68

30.11

-23.42

XSB.TO vs. ZWB.TO - Sharpe Ratio Comparison

The current XSB.TO Sharpe Ratio is 1.49, which is lower than the ZWB.TO Sharpe Ratio of 4.62. The chart below compares the historical Sharpe Ratios of XSB.TO and ZWB.TO, 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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Sharpe Ratios by Period


XSB.TOZWB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

4.62

-3.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

1.14

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.80

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.75

+0.22

Drawdowns

XSB.TO vs. ZWB.TO - Drawdown Comparison

The maximum XSB.TO drawdown since its inception was -8.65%, smaller than the maximum ZWB.TO drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for XSB.TO and ZWB.TO.


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Drawdown Indicators


XSB.TOZWB.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.65%

-39.36%

+30.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-7.82%

+6.35%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-14.05%

+12.58%

Max Drawdown (5Y)

Largest decline over 5 years

-6.99%

-25.26%

+18.27%

Max Drawdown (10Y)

Largest decline over 10 years

-8.65%

-39.36%

+30.71%

Current Drawdown

Current decline from peak

-0.34%

-0.10%

-0.24%

Average Drawdown

Average peak-to-trough decline

-0.79%

-5.56%

+4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

1.74%

-1.30%

Volatility

XSB.TO vs. ZWB.TO - Volatility Comparison

The current volatility for iShares Core Canadian Short Term Bond Index ETF (XSB.TO) is 0.75%, while BMO Covered Call Canadian Banks ETF (ZWB.TO) has a volatility of 3.89%. This indicates that XSB.TO experiences smaller price fluctuations and is considered to be less risky than ZWB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSB.TOZWB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

3.89%

-3.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

9.91%

-8.23%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

11.39%

-9.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.72%

12.64%

-9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

15.68%

-12.28%

XSB.TO vs. ZWB.TO - Expense Ratio Comparison

XSB.TO has a 0.10% expense ratio, which is lower than ZWB.TO's 0.71% expense ratio.


Dividends

XSB.TO vs. ZWB.TO - Dividend Comparison

XSB.TO's dividend yield for the trailing twelve months is around 3.11%, less than ZWB.TO's 4.93% yield.


PositionTTM20252024202320222021202020192018201720162015
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
3.11%3.15%3.05%2.67%2.28%2.05%2.21%2.39%2.39%2.36%2.36%2.50%
ZWB.TO
BMO Covered Call Canadian Banks ETF
4.93%5.38%6.66%7.62%7.30%5.46%5.80%5.53%5.59%4.80%5.04%5.64%

Frequently Asked Questions


XSB.TO and ZWB.TO have a correlation of 0.24, 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 0.71% for ZWB.TO.

XSB.TO is categorized as Canadian Government Bonds, while ZWB.TO is Financials Equities. They also come from different issuers: iShares and BMO. Their fees differ too: 0.10% for XSB.TO and 0.71% for ZWB.TO.

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