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XSE.TO vs. TBIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSE.TO vs. TBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Conservative Strategic Fixed Income ETF (XSE.TO) and US Treasury 3 Month Bill ETF (TBIL). The values are adjusted to include any dividend payments, if applicable.

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XSE.TO vs. TBIL - Yearly Performance Comparison


2026 (YTD)2025202420232022
XSE.TO
iShares Conservative Strategic Fixed Income ETF
-0.29%2.95%3.11%6.75%-3.13%
TBIL
US Treasury 3 Month Bill ETF
2.23%-0.59%14.18%2.80%6.47%
Different Trading Currencies

XSE.TO is traded in CAD, while TBIL is traded in USD. To make them comparable, the TBIL values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSE.TO achieves a -0.29% return, which is significantly lower than TBIL's 2.23% return.


XSE.TO

1D
0.23%
1M
-1.83%
YTD
-0.29%
6M
-0.43%
1Y
1.02%
3Y*
3.21%
5Y*
0.30%
10Y*
1.96%

TBIL

1D
-0.11%
1M
2.30%
YTD
2.23%
6M
1.80%
1Y
0.59%
3Y*
5.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSE.TO vs. TBIL - Expense Ratio Comparison

XSE.TO has a 0.55% expense ratio, which is higher than TBIL's 0.15% expense ratio.


Return for Risk

XSE.TO vs. TBIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XSE.TO
XSE.TO Risk / Return Rank: 1818
Overall Rank
XSE.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XSE.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
XSE.TO Omega Ratio Rank: 1616
Omega Ratio Rank
XSE.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
XSE.TO Martin Ratio Rank: 2020
Martin Ratio Rank

TBIL
TBIL Risk / Return Rank: 100100
Overall Rank
TBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
TBIL Omega Ratio Rank: 100100
Omega Ratio Rank
TBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
TBIL Martin Ratio Rank: 100100
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.

XSE.TO vs. TBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Conservative Strategic Fixed Income ETF (XSE.TO) and US Treasury 3 Month Bill ETF (TBIL). 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.


XSE.TOTBILDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.11

+0.14

Sortino ratio

Return per unit of downside risk

0.37

0.18

+0.19

Omega ratio

Gain probability vs. loss probability

1.05

1.02

+0.02

Calmar ratio

Return relative to maximum drawdown

0.43

0.24

+0.20

Martin ratio

Return relative to average drawdown

1.15

0.45

+0.70

XSE.TO vs. TBIL - Sharpe Ratio Comparison

The current XSE.TO Sharpe Ratio is 0.25, which is higher than the TBIL Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of XSE.TO and TBIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XSE.TOTBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.11

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

1.12

-0.89

Correlation

The correlation between XSE.TO and TBIL is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

XSE.TO vs. TBIL - Dividend Comparison

XSE.TO's dividend yield for the trailing twelve months is around 4.30%, which matches TBIL's 4.28% yield.


TTM20252024202320222021202020192018201720162015
XSE.TO
iShares Conservative Strategic Fixed Income ETF
4.30%4.24%3.65%3.36%2.67%2.63%2.62%2.82%2.89%3.62%3.95%1.39%
TBIL
US Treasury 3 Month Bill ETF
4.28%4.07%5.02%5.00%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XSE.TO vs. TBIL - Drawdown Comparison

The maximum XSE.TO drawdown since its inception was -22.43%, which is greater than TBIL's maximum drawdown of -5.18%. Use the drawdown chart below to compare losses from any high point for XSE.TO and TBIL.


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Drawdown Indicators


XSE.TOTBILDifference

Max Drawdown

Largest peak-to-trough decline

-22.43%

-0.10%

-22.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-0.02%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.91%

Max Drawdown (10Y)

Largest decline over 10 years

-22.43%

Current Drawdown

Current decline from peak

-3.55%

0.00%

-3.55%

Average Drawdown

Average peak-to-trough decline

-4.82%

0.00%

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

0.00%

+1.08%

Volatility

XSE.TO vs. TBIL - Volatility Comparison

iShares Conservative Strategic Fixed Income ETF (XSE.TO) has a higher volatility of 1.54% compared to US Treasury 3 Month Bill ETF (TBIL) at 1.37%. This indicates that XSE.TO's price experiences larger fluctuations and is considered to be riskier than TBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSE.TOTBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.37%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

3.45%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

5.38%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.56%

6.08%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.01%

6.08%

+2.93%