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XSH.TO vs. TCSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSH.TO vs. TCSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.TO) and TD Select Short Term Corporate Bond Ladder ETF (TCSB.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XSH.TO having a 1.42% return and TCSB.TO slightly lower at 1.39%.


XSH.TO

1D
-0.11%
1M
-0.19%
6M
0.83%
YTD
1.42%
1Y
3.11%
3Y*
6.10%
5Y*
2.84%
10Y*
2.79%
ALL TIME*
2.84%

TCSB.TO

1D
-0.14%
1M
-0.17%
6M
0.95%
YTD
1.39%
1Y
3.37%
3Y*
5.96%
5Y*
2.94%
10Y*
ALL TIME*
3.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$626.26KCA$627.21KCA$554.30K
CA$1.66MCA$1.41MCA$1.29M

XSH.TO vs. TCSB.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XSH.TO
iShares Core Canadian Short Term Corporate Bond Index ETF
1.42%4.61%7.11%6.80%-4.52%-0.81%6.28%5.02%0.79%
TCSB.TO
TD Select Short Term Corporate Bond Ladder ETF
1.39%4.71%6.89%6.95%-4.39%0.14%5.36%5.72%0.13%

Correlation

The correlation between XSH.TO and TCSB.TO is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.65

Correlation (3Y)
Balances recent behavior with more history.

0.67

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2018

0.49

The correlation between XSH.TO and TCSB.TO shifts across timeframes, from 0.49 (all time) to 0.67 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XSH.TO vs. TCSB.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XSH.TO
XSH.TO Risk / Return Rank: 6464
Overall Rank
XSH.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XSH.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
XSH.TO Omega Ratio Rank: 6868
Omega Ratio Rank
XSH.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
XSH.TO Martin Ratio Rank: 6969
Martin Ratio Rank

TCSB.TO
TCSB.TO Risk / Return Rank: 6464
Overall Rank
TCSB.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
TCSB.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
TCSB.TO Omega Ratio Rank: 6868
Omega Ratio Rank
TCSB.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
TCSB.TO Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XSH.TO vs. TCSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.TO) and TD Select Short Term Corporate Bond Ladder ETF (TCSB.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.

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.


XSH.TOTCSB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

2.22

2.11

+0.11

Martin ratioReturn relative to average drawdown

8.67

8.89

-0.22

XSH.TO vs. TCSB.TO - Sharpe Ratio Comparison

The current XSH.TO Sharpe Ratio is 1.52, which is comparable to the TCSB.TO Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of XSH.TO and TCSB.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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Drawdowns

XSH.TO vs. TCSB.TO - Drawdown Comparison

The maximum XSH.TO drawdown since its inception was -14.24%, roughly equal to the maximum TCSB.TO drawdown of -14.90%. Use the drawdown chart below to compare losses from any high point for XSH.TO and TCSB.TO.


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Drawdown Indicators


XSH.TOTCSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.24%

-14.90%

+0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-1.51%

-1.64%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.51%

-1.64%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-7.80%

-7.23%

-0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-0.30%

-0.37%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.92%

-1.30%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.39%

-0.01%

Volatility

XSH.TO vs. TCSB.TO - Volatility Comparison

iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.TO) and TD Select Short Term Corporate Bond Ladder ETF (TCSB.TO) have volatilities of 0.59% and 0.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSH.TOTCSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

0.62%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

1.73%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

2.21%

2.16%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.85%

2.95%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

5.89%

-1.47%

XSH.TO vs. TCSB.TO - Expense Ratio Comparison

XSH.TO has a 0.10% expense ratio, which is lower than TCSB.TO's 0.28% expense ratio.


Dividends

XSH.TO vs. TCSB.TO - Dividend Comparison

XSH.TO's dividend yield for the trailing twelve months is around 3.94%, more than TCSB.TO's 3.68% yield.


PositionTTM20252024202320222021202020192018201720162015
TCSB.TO
TD Select Short Term Corporate Bond Ladder ETF
3.68%3.65%4.89%4.97%2.72%2.37%3.84%3.00%0.07%0.00%0.00%0.00%
XSH.TO
iShares Core Canadian Short Term Corporate Bond Index ETF
3.94%3.82%3.64%3.24%2.97%2.65%2.61%2.80%2.86%2.93%3.08%3.18%

Frequently Asked Questions


XSH.TO and TCSB.TO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSH.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSH.TO is cheaper with a 0.10% expense ratio, compared with 0.28% for TCSB.TO.

They also come from different issuers: iShares and TD. Their fees differ too: 0.10% for XSH.TO and 0.28% for TCSB.TO.

Portfolio Optimizer

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