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

Performance

XSTB.TO vs. TCSH.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 TD Cash Management ETF (TCSH.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 XSTB.TO having a 0.89% return and TCSH.TO slightly lower at 0.85%.


XSTB.TO

1D
-0.08%
1M
0.80%
YTD
0.89%
6M
0.62%
1Y
2.70%
3Y*
4.44%
5Y*
1.93%
10Y*

TCSH.TO

1D
0.00%
1M
0.23%
YTD
0.85%
6M
1.17%
1Y
2.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
XSTB.TO
iShares ESG Aware Canadian Short Term Bond Index ETF
0.89%3.60%5.84%
TCSH.TO
TD Cash Management ETF
0.85%3.09%4.37%

Correlation

The correlation between XSTB.TO and TCSH.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2024

0.17

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Return for Risk

XSTB.TO vs. TCSH.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: 4141
Overall Rank
XSTB.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XSTB.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
XSTB.TO Omega Ratio Rank: 4545
Omega Ratio Rank
XSTB.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
XSTB.TO Martin Ratio Rank: 3939
Martin Ratio Rank

TCSH.TO
TCSH.TO Risk / Return Rank: 9999
Overall Rank
TCSH.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TCSH.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
TCSH.TO Omega Ratio Rank: 9999
Omega Ratio Rank
TCSH.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
TCSH.TO Martin Ratio Rank: 9999
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. TCSH.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 TD Cash Management ETF (TCSH.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.


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

-4.33

Sortino ratioReturn per unit of downside risk

-8.74

Omega ratioGain probability vs. loss probability

1.29

2.87

-1.58

Calmar ratioReturn relative to maximum drawdown

2.01

26.63

-24.63

Martin ratioReturn relative to average drawdown

6.08

108.17

-102.09

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

The current XSTB.TO Sharpe Ratio is 1.46, which is lower than the TCSH.TO Sharpe Ratio of 5.79. The chart below compares the historical Sharpe Ratios of XSTB.TO and TCSH.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


XSTB.TOTCSH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

5.79

-4.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

5.33

-4.54

Drawdowns

XSTB.TO vs. TCSH.TO - Drawdown Comparison

The maximum XSTB.TO drawdown since its inception was -6.92%, which is greater than TCSH.TO's maximum drawdown of -0.54%. Use the drawdown chart below to compare losses from any high point for XSTB.TO and TCSH.TO.


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Drawdown Indicators


XSTB.TOTCSH.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.92%

-0.54%

-6.38%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-0.10%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-6.76%

Current Drawdown

Current decline from peak

-0.24%

0.00%

-0.24%

Average Drawdown

Average peak-to-trough decline

-1.42%

-0.01%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.02%

+0.43%

Volatility

XSTB.TO vs. TCSH.TO - Volatility Comparison

iShares ESG Aware Canadian Short Term Bond Index ETF (XSTB.TO) has a higher volatility of 0.69% compared to TD Cash Management ETF (TCSH.TO) at 0.11%. This indicates that XSTB.TO's price experiences larger fluctuations and is considered to be riskier than TCSH.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.TOTCSH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

0.11%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

0.37%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

1.86%

0.46%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.53%

0.69%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.72%

0.69%

+2.03%

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

XSTB.TO has a 0.17% expense ratio, which is higher than TCSH.TO's 0.16% 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

XSTB.TO vs. TCSH.TO - Dividend Comparison

XSTB.TO's dividend yield for the trailing twelve months is around 2.88%, more than TCSH.TO's 2.59% yield.


PositionTTM2025202420232022202120202019
TCSH.TO
TD Cash Management ETF
2.59%3.03%4.21%0.00%0.00%0.00%0.00%0.00%
XSTB.TO
iShares ESG Aware Canadian Short Term Bond Index ETF
2.88%2.88%2.64%2.22%1.93%1.82%2.10%1.83%

Frequently Asked Questions


XSTB.TO and TCSH.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TCSH.TO is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TCSH.TO is cheaper with a 0.16% expense ratio, compared with 0.17% for XSTB.TO.

They also come from different issuers: iShares and TD. Their fees differ too: 0.17% for XSTB.TO and 0.16% for TCSH.TO.

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