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

Performance

XSH.TO vs. VSC.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 Vanguard Canadian Short-Term Corporate Bond Index ETF (VSC.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, XSH.TO achieves a 1.42% return, which is significantly higher than VSC.TO's 1.26% return. Over the past 10 years, XSH.TO has outperformed VSC.TO with an annualized return of 2.79%, while VSC.TO has yielded a comparatively lower 2.64% annualized return.


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%

VSC.TO

1D
-0.08%
1M
-0.17%
6M
0.69%
YTD
1.26%
1Y
3.00%
3Y*
5.60%
5Y*
2.59%
10Y*
2.64%
ALL TIME*
2.67%
*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$1.48MCA$1.57MCA$1.45M
CA$1.66MCA$1.41MCA$1.29M

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


2026 (YTD)202520242023202220212020201920182017
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%1.28%0.78%
VSC.TO
Vanguard Canadian Short-Term Corporate Bond Index ETF
1.26%4.32%6.10%6.75%-4.23%-0.97%6.27%4.72%1.19%0.92%

Correlation

The correlation between XSH.TO and VSC.TO is 0.74, 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.

0.74

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

0.79

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

0.81

Correlation (10Y)
Provides a long-term view across more market conditions.

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2012

0.56

The correlation between XSH.TO and VSC.TO shifts across timeframes, from 0.56 (all time) to 0.81 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XSH.TO vs. VSC.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

VSC.TO
VSC.TO Risk / Return Rank: 6464
Overall Rank
VSC.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VSC.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
VSC.TO Omega Ratio Rank: 7171
Omega Ratio Rank
VSC.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
VSC.TO Martin Ratio Rank: 6666
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. VSC.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 Vanguard Canadian Short-Term Corporate Bond Index ETF (VSC.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.TOVSC.TODifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

2.22

2.10

+0.12

Martin ratioReturn relative to average drawdown

8.67

8.30

+0.37

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

The current XSH.TO Sharpe Ratio is 1.52, which is comparable to the VSC.TO Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of XSH.TO and VSC.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. VSC.TO - Drawdown Comparison

The maximum XSH.TO drawdown since its inception was -14.24%, smaller than the maximum VSC.TO drawdown of -15.87%. Use the drawdown chart below to compare losses from any high point for XSH.TO and VSC.TO.


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Drawdown Indicators


XSH.TOVSC.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.24%

-15.87%

+1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-1.51%

-1.53%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-1.51%

-1.53%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-7.80%

-7.68%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

-15.87%

+1.63%

Current Drawdown

Current decline from peak

-0.30%

-0.37%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.92%

-0.96%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.39%

-0.01%

Volatility

XSH.TO vs. VSC.TO - Volatility Comparison

The current volatility for iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.TO) is 0.59%, while Vanguard Canadian Short-Term Corporate Bond Index ETF (VSC.TO) has a volatility of 0.64%. This indicates that XSH.TO experiences smaller price fluctuations and is considered to be less risky than VSC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSH.TOVSC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

0.64%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

1.69%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

2.21%

2.04%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.85%

2.76%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

5.15%

-0.73%

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

XSH.TO has a 0.10% expense ratio, which is lower than VSC.TO's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XSH.TO vs. VSC.TO - Dividend Comparison

XSH.TO's dividend yield for the trailing twelve months is around 3.94%, more than VSC.TO's 3.40% yield.


PositionTTM20252024202320222021202020192018201720162015
VSC.TO
Vanguard Canadian Short-Term Corporate Bond Index ETF
3.40%3.32%2.99%3.14%2.85%2.59%2.64%2.71%2.77%2.75%2.89%3.05%
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 VSC.TO have a correlation of 0.74, 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 0.11% for VSC.TO.

XSH.TO tracks FTSE Canada Universe + Maple Short Term Corporate Bond Index, while VSC.TO tracks Bloomberg Global Aggregate Canadian 1-5 Year Corporate Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for XSH.TO and 0.11% for VSC.TO.

Portfolio Optimizer

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