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

Performance

XSH.TO vs. ZST.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 BMO Ultra Short-Term Bond ETF (ZST.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 1.33% return, which is significantly higher than ZST.TO's 1.08% return. Over the past 10 years, XSH.TO has outperformed ZST.TO with an annualized return of 2.82%, while ZST.TO has yielded a comparatively lower 2.34% annualized return.


XSH.TO

1D
0.00%
1M
1.13%
YTD
1.33%
6M
1.34%
1Y
3.85%
3Y*
6.05%
5Y*
2.86%
10Y*
2.82%

ZST.TO

1D
0.02%
1M
0.25%
YTD
1.08%
6M
0.26%
1Y
1.68%
3Y*
3.84%
5Y*
2.95%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XSH.TO
iShares Core Canadian Short Term Corporate Bond Index ETF
1.33%4.61%7.11%6.80%-4.52%-0.81%6.28%5.02%1.28%0.78%
ZST.TO
BMO Ultra Short-Term Bond ETF
1.08%2.03%5.16%5.33%1.19%0.22%1.74%2.36%1.95%1.43%

Correlation

The correlation between XSH.TO and ZST.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.33

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

0.37

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2011

0.18

The correlation between XSH.TO and ZST.TO shifts across timeframes, from 0.17 (all time) to 0.37 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XSH.TO
XSH.TO Risk / Return Rank: 5353
Overall Rank
XSH.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XSH.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
XSH.TO Omega Ratio Rank: 5757
Omega Ratio Rank
XSH.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
XSH.TO Martin Ratio Rank: 5757
Martin Ratio Rank

ZST.TO
ZST.TO Risk / Return Rank: 4747
Overall Rank
ZST.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ZST.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
ZST.TO Omega Ratio Rank: 9696
Omega Ratio Rank
ZST.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZST.TO Martin Ratio Rank: 3030
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.

XSH.TO vs. ZST.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 BMO Ultra Short-Term Bond ETF (ZST.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.


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

+0.23

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.36

1.83

-0.47

Calmar ratioReturn relative to maximum drawdown

2.57

1.68

+0.89

Martin ratioReturn relative to average drawdown

10.05

4.51

+5.54

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

The current XSH.TO Sharpe Ratio is 1.79, which is comparable to the ZST.TO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of XSH.TO and ZST.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


XSH.TOZST.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.56

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

4.12

-3.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

3.30

-2.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.81

-1.07

Drawdowns

XSH.TO vs. ZST.TO - Drawdown Comparison

The maximum XSH.TO drawdown since its inception was -14.24%, which is greater than ZST.TO's maximum drawdown of -1.06%. Use the drawdown chart below to compare losses from any high point for XSH.TO and ZST.TO.


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Drawdown Indicators


XSH.TOZST.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.24%

-1.06%

-13.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.51%

-1.01%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-1.51%

-1.01%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-7.80%

-1.01%

-6.79%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

-1.06%

-13.18%

Current Drawdown

Current decline from peak

0.00%

-0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.93%

-0.13%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.37%

+0.01%

Volatility

XSH.TO vs. ZST.TO - Volatility Comparison

iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.TO) has a higher volatility of 0.80% compared to BMO Ultra Short-Term Bond ETF (ZST.TO) at 0.08%. This indicates that XSH.TO's price experiences larger fluctuations and is considered to be riskier than ZST.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.TOZST.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

0.08%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

1.05%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

2.16%

1.08%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.83%

0.72%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

0.71%

+3.71%

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

XSH.TO has a 0.10% expense ratio, which is lower than ZST.TO's 0.17% 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. ZST.TO - Dividend Comparison

XSH.TO's dividend yield for the trailing twelve months is around 3.89%, more than ZST.TO's 2.55% yield.


PositionTTM20252024202320222021202020192018201720162015
XSH.TO
iShares Core Canadian Short Term Corporate Bond Index ETF
3.89%3.82%3.64%3.24%2.97%2.65%2.61%2.80%2.86%2.93%3.08%3.18%
ZST.TO
BMO Ultra Short-Term Bond ETF
2.55%2.82%4.65%4.79%2.75%2.29%2.65%2.82%3.43%4.05%3.92%3.90%

Frequently Asked Questions


XSH.TO and ZST.TO have a correlation of 0.25, 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 0.17% for ZST.TO.

They also come from different issuers: iShares and BMO. Their fees differ too: 0.10% for XSH.TO and 0.17% for ZST.TO.

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