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XSTH.TO vs. CBIL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSTH.TO vs. CBIL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares 0-5 Year TIPS Bond Index ETF (CAD-Hedged) (XSTH.TO) and Global X 0-3 Month T-Bill ETF (CBIL.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, XSTH.TO achieves a 0.45% return, which is significantly lower than CBIL.TO's 0.99% return.


XSTH.TO

1D
0.05%
1M
-0.54%
YTD
0.45%
6M
0.58%
1Y
1.70%
3Y*
3.60%
5Y*
10Y*

CBIL.TO

1D
0.02%
1M
0.20%
YTD
0.99%
6M
1.06%
1Y
2.34%
3Y*
3.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSTH.TO vs. CBIL.TO - Yearly Performance Comparison


2026 (YTD)202520242023
XSTH.TO
iShares 0-5 Year TIPS Bond Index ETF (CAD-Hedged)
0.45%4.20%3.68%1.60%
CBIL.TO
Global X 0-3 Month T-Bill ETF
0.99%2.68%4.47%3.36%

Correlation

The correlation between XSTH.TO and CBIL.TO is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2023

0.03

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Return for Risk

XSTH.TO vs. CBIL.TO — Risk / Return Rank

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

XSTH.TO
XSTH.TO Risk / Return Rank: 2525
Overall Rank
XSTH.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XSTH.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
XSTH.TO Omega Ratio Rank: 2424
Omega Ratio Rank
XSTH.TO Calmar Ratio Rank: 2626
Calmar Ratio Rank
XSTH.TO Martin Ratio Rank: 3232
Martin Ratio Rank

CBIL.TO
CBIL.TO Risk / Return Rank: 9999
Overall Rank
CBIL.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CBIL.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CBIL.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CBIL.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CBIL.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.

XSTH.TO vs. CBIL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond Index ETF (CAD-Hedged) (XSTH.TO) and Global X 0-3 Month T-Bill ETF (CBIL.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.


XSTH.TOCBIL.TODifference
Sharpe ratioReturn per unit of total volatility

-8.54

Sortino ratioReturn per unit of downside risk

-20.82

Omega ratioGain probability vs. loss probability

1.16

5.74

-4.58

Calmar ratioReturn relative to maximum drawdown

1.14

58.67

-57.52

Martin ratioReturn relative to average drawdown

4.24

328.45

-324.20

XSTH.TO vs. CBIL.TO - Sharpe Ratio Comparison

The current XSTH.TO Sharpe Ratio is 0.73, which is lower than the CBIL.TO Sharpe Ratio of 9.27. The chart below compares the historical Sharpe Ratios of XSTH.TO and CBIL.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

XSTH.TO vs. CBIL.TO - Drawdown Comparison

The maximum XSTH.TO drawdown since its inception was -5.98%, which is greater than CBIL.TO's maximum drawdown of -0.06%. Use the drawdown chart below to compare losses from any high point for XSTH.TO and CBIL.TO.


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Drawdown Indicators


XSTH.TOCBIL.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.98%

-0.06%

-5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-0.04%

-1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-1.49%

-0.06%

-1.43%

Current Drawdown

Current decline from peak

-0.96%

0.00%

-0.96%

Average Drawdown

Average peak-to-trough decline

-1.55%

-0.00%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.01%

+0.39%

Volatility

XSTH.TO vs. CBIL.TO - Volatility Comparison

iShares 0-5 Year TIPS Bond Index ETF (CAD-Hedged) (XSTH.TO) has a higher volatility of 1.00% compared to Global X 0-3 Month T-Bill ETF (CBIL.TO) at 0.06%. This indicates that XSTH.TO's price experiences larger fluctuations and is considered to be riskier than CBIL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSTH.TOCBIL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

0.06%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

0.19%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

2.35%

0.25%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.64%

0.32%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.64%

0.32%

+3.32%

XSTH.TO vs. CBIL.TO - Expense Ratio Comparison

XSTH.TO has a 0.16% expense ratio, which is higher than CBIL.TO's 0.10% 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

XSTH.TO vs. CBIL.TO - Dividend Comparison

XSTH.TO's dividend yield for the trailing twelve months is around 3.58%, more than CBIL.TO's 2.29% yield.


PositionTTM20252024202320222021
CBIL.TO
Global X 0-3 Month T-Bill ETF
2.29%2.58%4.38%3.39%0.00%0.00%
XSTH.TO
iShares 0-5 Year TIPS Bond Index ETF (CAD-Hedged)
3.58%3.94%2.53%3.15%6.07%2.05%

Frequently Asked Questions


XSTH.TO and CBIL.TO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBIL.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBIL.TO is cheaper with a 0.10% expense ratio, compared with 0.16% for XSTH.TO.

XSTH.TO is categorized as Inflation-Protected Bonds, while CBIL.TO is Canadian Government Bonds. They also come from different issuers: iShares and Global X. Their fees differ too: 0.16% for XSTH.TO and 0.10% for CBIL.TO.

Portfolio Optimizer

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