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

Performance

XSE.TO vs. XSB.TO - 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 iShares Core Canadian Short Term Bond Index ETF (XSB.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, XSE.TO achieves a 0.34% return, which is significantly lower than XSB.TO's 0.99% return. Over the past 10 years, XSE.TO has underperformed XSB.TO with an annualized return of 1.70%, while XSB.TO has yielded a comparatively higher 1.97% annualized return.


XSE.TO

1D
0.06%
1M
0.72%
YTD
0.34%
6M
0.04%
1Y
2.09%
3Y*
3.75%
5Y*
0.26%
10Y*
1.70%

XSB.TO

1D
-0.04%
1M
0.82%
YTD
0.99%
6M
0.88%
1Y
2.88%
3Y*
4.74%
5Y*
2.02%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XSE.TO
iShares Conservative Strategic Fixed Income ETF
0.34%3.06%2.99%6.75%-11.99%-2.79%7.95%8.26%-0.52%4.13%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
0.99%3.70%5.87%4.67%-4.04%-1.11%5.20%3.20%1.60%0.13%

Correlation

The correlation between XSE.TO and XSB.TO 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

0.70

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

0.72

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

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2015

0.61

The correlation between XSE.TO and XSB.TO shifts across timeframes, from 0.60 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XSE.TO vs. XSB.TO — 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: 1919
Overall Rank
XSE.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XSE.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
XSE.TO Omega Ratio Rank: 1818
Omega Ratio Rank
XSE.TO Calmar Ratio Rank: 2020
Calmar Ratio Rank
XSE.TO Martin Ratio Rank: 2020
Martin Ratio Rank

XSB.TO
XSB.TO Risk / Return Rank: 4242
Overall Rank
XSB.TO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 4545
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4141
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. XSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Conservative Strategic Fixed Income ETF (XSE.TO) and iShares Core Canadian Short Term Bond Index ETF (XSB.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.


XSE.TOXSB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.11

1.28

-0.17

Calmar ratioReturn relative to maximum drawdown

0.87

1.96

-1.09

Martin ratioReturn relative to average drawdown

2.15

6.50

-4.35

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

The current XSE.TO Sharpe Ratio is 0.63, which is lower than the XSB.TO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of XSE.TO and XSB.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


XSE.TOXSB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.45

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.75

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.58

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.11

-0.86

Drawdowns

XSE.TO vs. XSB.TO - Drawdown Comparison

The maximum XSE.TO drawdown since its inception was -22.43%, which is greater than XSB.TO's maximum drawdown of -8.65%. Use the drawdown chart below to compare losses from any high point for XSE.TO and XSB.TO.


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Drawdown Indicators


XSE.TOXSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.43%

-8.65%

-13.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-1.47%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-4.73%

-1.47%

-3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.86%

-6.99%

-8.87%

Max Drawdown (10Y)

Largest decline over 10 years

-22.43%

-8.65%

-13.78%

Current Drawdown

Current decline from peak

-2.93%

-0.15%

-2.78%

Average Drawdown

Average peak-to-trough decline

-4.72%

-0.83%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.44%

+0.58%

Volatility

XSE.TO vs. XSB.TO - Volatility Comparison

iShares Conservative Strategic Fixed Income ETF (XSE.TO) has a higher volatility of 1.33% compared to iShares Core Canadian Short Term Bond Index ETF (XSB.TO) at 0.78%. This indicates that XSE.TO's price experiences larger fluctuations and is considered to be riskier than XSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSE.TOXSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

0.78%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

1.68%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

2.00%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

2.72%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.13%

3.40%

+5.73%

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

XSE.TO has a 0.55% expense ratio, which is higher than XSB.TO's 0.10% expense ratio.


Dividends

XSE.TO vs. XSB.TO - Dividend Comparison

XSE.TO's dividend yield for the trailing twelve months is around 4.34%, more than XSB.TO's 3.11% 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%
XSE.TO
iShares Conservative Strategic Fixed Income ETF
4.34%4.24%3.66%3.36%2.67%2.63%2.62%2.82%2.89%3.62%3.95%1.39%

Frequently Asked Questions


XSE.TO and XSB.TO 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 0.55% for XSE.TO.

XSE.TO is categorized as Intermediate Core Bond, while XSB.TO is Canadian Government Bonds. Their fees differ too: 0.55% for XSE.TO and 0.10% for XSB.TO.

Portfolio Optimizer

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