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XSHG.TO vs. CCBI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSHG.TO vs. CCBI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Advanced 1-5 Year Canadian Corporate Bond Index ETF (XSHG.TO) and CIBC Canadian Bond Index ETF (CCBI.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, XSHG.TO achieves a 1.14% return, which is significantly higher than CCBI.TO's 0.72% return.


XSHG.TO

1D
-0.20%
1M
-0.35%
6M
0.59%
YTD
1.14%
1Y
2.85%
3Y*
5.80%
5Y*
2.73%
10Y*
ALL TIME*
2.73%

CCBI.TO

1D
-0.39%
1M
-1.26%
6M
0.01%
YTD
0.72%
1Y
2.31%
3Y*
4.22%
5Y*
0.23%
10Y*
ALL TIME*
0.72%
*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$238.27KCA$302.42KCA$297.80K
CA$27.54KCA$39.03KCA$69.28K

XSHG.TO vs. CCBI.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XSHG.TO
iShares ESG Advanced 1-5 Year Canadian Corporate Bond Index ETF
1.14%4.53%6.86%6.41%-4.26%-0.58%
CCBI.TO
CIBC Canadian Bond Index ETF
0.72%2.17%4.26%4.11%-9.05%-4.08%

Correlation

The correlation between XSHG.TO and CCBI.TO is 0.63, 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.

0.63

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

0.52

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2021

0.40

Over the past year, XSHG.TO and CCBI.TO have become more correlated (0.63) than their long-term average of 0.40, meaning their price movements have been converging.

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Return for Risk

XSHG.TO vs. CCBI.TO — Risk / Return Rank

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

XSHG.TO
XSHG.TO Risk / Return Rank: 6565
Overall Rank
XSHG.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XSHG.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
XSHG.TO Omega Ratio Rank: 7575
Omega Ratio Rank
XSHG.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
XSHG.TO Martin Ratio Rank: 6363
Martin Ratio Rank

CCBI.TO
CCBI.TO Risk / Return Rank: 2727
Overall Rank
CCBI.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CCBI.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
CCBI.TO Omega Ratio Rank: 2626
Omega Ratio Rank
CCBI.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
CCBI.TO Martin Ratio Rank: 2828
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.

XSHG.TO vs. CCBI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced 1-5 Year Canadian Corporate Bond Index ETF (XSHG.TO) and CIBC Canadian Bond Index ETF (CCBI.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.


XSHG.TOCCBI.TODifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.33

1.13

+0.20

Calmar ratioReturn relative to maximum drawdown

2.11

1.02

+1.09

Martin ratioReturn relative to average drawdown

8.02

2.49

+5.53

XSHG.TO vs. CCBI.TO - Sharpe Ratio Comparison

The current XSHG.TO Sharpe Ratio is 1.63, which is higher than the CCBI.TO Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of XSHG.TO and CCBI.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

XSHG.TO vs. CCBI.TO - Drawdown Comparison

The maximum XSHG.TO drawdown since its inception was -7.40%, smaller than the maximum CCBI.TO drawdown of -17.72%. Use the drawdown chart below to compare losses from any high point for XSHG.TO and CCBI.TO.


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Drawdown Indicators


XSHG.TOCCBI.TODifference

Max Drawdown

Largest peak-to-trough decline

-7.40%

-17.72%

+10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.44%

-2.72%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-1.44%

-4.04%

+2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-7.40%

-15.08%

+7.68%

Current Drawdown

Current decline from peak

-0.40%

-2.75%

+2.35%

Average Drawdown

Average peak-to-trough decline

-1.80%

-7.88%

+6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

1.12%

-0.74%

Volatility

XSHG.TO vs. CCBI.TO - Volatility Comparison

The current volatility for iShares ESG Advanced 1-5 Year Canadian Corporate Bond Index ETF (XSHG.TO) is 0.52%, while CIBC Canadian Bond Index ETF (CCBI.TO) has a volatility of 1.35%. This indicates that XSHG.TO experiences smaller price fluctuations and is considered to be less risky than CCBI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSHG.TOCCBI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

1.35%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

1.54%

3.42%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

1.86%

4.26%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.77%

6.60%

-3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.77%

6.96%

-4.19%

XSHG.TO vs. CCBI.TO - Expense Ratio Comparison

XSHG.TO has a 0.17% expense ratio, which is higher than CCBI.TO's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XSHG.TO vs. CCBI.TO - Dividend Comparison

XSHG.TO's dividend yield for the trailing twelve months is around 3.77%, more than CCBI.TO's 3.39% yield.


PositionTTM20252024202320222021
CCBI.TO
CIBC Canadian Bond Index ETF
3.39%3.22%2.85%2.78%2.60%1.78%
XSHG.TO
iShares ESG Advanced 1-5 Year Canadian Corporate Bond Index ETF
3.77%3.64%3.39%2.87%2.69%0.81%

Frequently Asked Questions


XSHG.TO and CCBI.TO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CCBI.TO is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CCBI.TO is cheaper with a 0.07% expense ratio, compared with 0.17% for XSHG.TO.

XSHG.TO is categorized as Canadian Government Bonds, while CCBI.TO is Total Bond Market. XSHG.TO tracks Morningstar Can 1-5Y Core Bd GR CAD, while CCBI.TO tracks FTSE Canada Universe Bond Index. They also come from different issuers: iShares and CIBC. Their fees differ too: 0.17% for XSHG.TO and 0.07% for CCBI.TO.

Portfolio Optimizer

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