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XSTB.TO vs. GEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSTB.TO vs. GEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Aware Canadian Short Term Bond Index ETF (XSTB.TO) and iShares ESG Equity ETF Portfolio (GEQT.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, XSTB.TO achieves a 1.09% return, which is significantly lower than GEQT.TO's 14.29% return.


XSTB.TO

1D
0.00%
1M
0.64%
YTD
1.09%
6M
1.39%
1Y
3.07%
3Y*
4.74%
5Y*
1.96%
10Y*

GEQT.TO

1D
0.73%
1M
3.38%
YTD
14.29%
6M
12.50%
1Y
30.11%
3Y*
22.29%
5Y*
14.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSTB.TO vs. GEQT.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XSTB.TO
iShares ESG Aware Canadian Short Term Bond Index ETF
1.09%3.60%5.28%4.86%-3.91%-1.12%0.59%
GEQT.TO
iShares ESG Equity ETF Portfolio
14.29%17.86%25.42%22.35%-15.19%21.99%7.15%

Correlation

The correlation between XSTB.TO and GEQT.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.19

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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2020

0.13

Over the past year, XSTB.TO and GEQT.TO have become more correlated (0.35) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

XSTB.TO vs. GEQT.TO — Risk / Return Rank

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

XSTB.TO
XSTB.TO Risk / Return Rank: 5454
Overall Rank
XSTB.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XSTB.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
XSTB.TO Omega Ratio Rank: 6262
Omega Ratio Rank
XSTB.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
XSTB.TO Martin Ratio Rank: 4747
Martin Ratio Rank

GEQT.TO
GEQT.TO Risk / Return Rank: 7070
Overall Rank
GEQT.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GEQT.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
GEQT.TO Omega Ratio Rank: 6969
Omega Ratio Rank
GEQT.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
GEQT.TO Martin Ratio Rank: 7575
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.

XSTB.TO vs. GEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Canadian Short Term Bond Index ETF (XSTB.TO) and iShares ESG Equity ETF Portfolio (GEQT.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.


XSTB.TOGEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.33

1.36

-0.02

Calmar ratioReturn relative to maximum drawdown

2.28

3.06

-0.78

Martin ratioReturn relative to average drawdown

6.93

12.49

-5.56

XSTB.TO vs. GEQT.TO - Sharpe Ratio Comparison

The current XSTB.TO Sharpe Ratio is 1.64, which is comparable to the GEQT.TO Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of XSTB.TO and GEQT.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

XSTB.TO vs. GEQT.TO - Drawdown Comparison

The maximum XSTB.TO drawdown since its inception was -6.92%, smaller than the maximum GEQT.TO drawdown of -23.66%. Use the drawdown chart below to compare losses from any high point for XSTB.TO and GEQT.TO.


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Drawdown Indicators


XSTB.TOGEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.92%

-23.66%

+16.74%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-9.29%

+7.94%

Max Drawdown (3Y)

Largest decline over 3 years

-1.35%

-18.02%

+16.67%

Max Drawdown (5Y)

Largest decline over 5 years

-6.76%

-23.66%

+16.90%

Current Drawdown

Current decline from peak

-0.04%

-0.75%

+0.71%

Average Drawdown

Average peak-to-trough decline

-1.40%

-5.10%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

2.27%

-1.83%

Volatility

XSTB.TO vs. GEQT.TO - Volatility Comparison

The current volatility for iShares ESG Aware Canadian Short Term Bond Index ETF (XSTB.TO) is 0.68%, while iShares ESG Equity ETF Portfolio (GEQT.TO) has a volatility of 5.72%. This indicates that XSTB.TO experiences smaller price fluctuations and is considered to be less risky than GEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSTB.TOGEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

5.72%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

12.25%

-10.80%

Volatility (1Y)

Calculated over the trailing 1-year period

1.88%

14.41%

-12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.54%

17.58%

-15.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.71%

17.36%

-14.65%

XSTB.TO vs. GEQT.TO - Expense Ratio Comparison

XSTB.TO has a 0.17% expense ratio, which is lower than GEQT.TO's 0.25% 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

XSTB.TO vs. GEQT.TO - Dividend Comparison

XSTB.TO's dividend yield for the trailing twelve months is around 2.87%, more than GEQT.TO's 1.11% yield.


PositionTTM2025202420232022202120202019
GEQT.TO
iShares ESG Equity ETF Portfolio
1.11%1.26%1.38%1.58%1.82%1.32%0.87%0.00%
XSTB.TO
iShares ESG Aware Canadian Short Term Bond Index ETF
2.87%2.88%2.64%2.22%1.93%1.82%2.10%1.83%

Frequently Asked Questions


XSTB.TO and GEQT.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSTB.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSTB.TO is cheaper with a 0.17% expense ratio, compared with 0.25% for GEQT.TO.

XSTB.TO is categorized as Canadian Government Bonds, while GEQT.TO is Global Equities. Their fees differ too: 0.17% for XSTB.TO and 0.25% for GEQT.TO.

Portfolio Optimizer

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