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

Performance

XSTH.TO vs. XSTP.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 iShares 0-5 Year TIPS Bond Index ETF (XSTP.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 1.24% return, which is significantly lower than XSTP.TO's 3.35% return.


XSTH.TO

1D
-0.03%
1M
-0.13%
YTD
1.24%
6M
1.11%
1Y
2.77%
3Y*
3.85%
5Y*
10Y*

XSTP.TO

1D
0.51%
1M
2.16%
YTD
3.35%
6M
1.23%
1Y
5.54%
3Y*
6.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
XSTH.TO
iShares 0-5 Year TIPS Bond Index ETF (CAD-Hedged)
1.24%4.20%3.68%3.90%-3.36%1.76%
XSTP.TO
iShares 0-5 Year TIPS Bond Index ETF
3.35%0.64%13.59%2.31%17.76%4.89%

Correlation

The correlation between XSTH.TO and XSTP.TO is 0.10, 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

0.10

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

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2021

0.08

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Return for Risk

XSTH.TO vs. XSTP.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: 3939
Overall Rank
XSTH.TO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XSTH.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSTH.TO Omega Ratio Rank: 4343
Omega Ratio Rank
XSTH.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
XSTH.TO Martin Ratio Rank: 4545
Martin Ratio Rank

XSTP.TO
XSTP.TO Risk / Return Rank: 2828
Overall Rank
XSTP.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XSTP.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
XSTP.TO Omega Ratio Rank: 3232
Omega Ratio Rank
XSTP.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
XSTP.TO Martin Ratio Rank: 2323
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. XSTP.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 iShares 0-5 Year TIPS Bond Index ETF (XSTP.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.


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

+0.14

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.28

1.22

+0.07

Calmar ratioReturn relative to maximum drawdown

1.86

1.17

+0.69

Martin ratioReturn relative to average drawdown

7.42

2.84

+4.58

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

The current XSTH.TO Sharpe Ratio is 1.28, which is comparable to the XSTP.TO Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of XSTH.TO and XSTP.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


XSTH.TOXSTP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.13

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.98

-0.34

Drawdowns

XSTH.TO vs. XSTP.TO - Drawdown Comparison

The maximum XSTH.TO drawdown since its inception was -5.98%, which is greater than XSTP.TO's maximum drawdown of -5.68%. Use the drawdown chart below to compare losses from any high point for XSTH.TO and XSTP.TO.


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Drawdown Indicators


XSTH.TOXSTP.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.98%

-5.68%

-0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-4.76%

+3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-1.49%

-5.68%

+4.19%

Current Drawdown

Current decline from peak

-0.19%

-0.33%

+0.14%

Average Drawdown

Average peak-to-trough decline

-1.56%

-1.66%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

1.96%

-1.59%

Volatility

XSTH.TO vs. XSTP.TO - Volatility Comparison

The current volatility for iShares 0-5 Year TIPS Bond Index ETF (CAD-Hedged) (XSTH.TO) is 0.43%, while iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO) has a volatility of 0.94%. This indicates that XSTH.TO experiences smaller price fluctuations and is considered to be less risky than XSTP.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.TOXSTP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

0.94%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

3.50%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

2.18%

4.91%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.64%

9.13%

-5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.64%

9.13%

-5.49%

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

Both XSTH.TO and XSTP.TO have an expense ratio of 0.16%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XSTH.TO vs. XSTP.TO - Dividend Comparison

XSTH.TO's dividend yield for the trailing twelve months is around 3.55%, which matches XSTP.TO's 3.57% yield.


PositionTTM20252024202320222021
XSTH.TO
iShares 0-5 Year TIPS Bond Index ETF (CAD-Hedged)
3.55%3.94%2.53%3.15%6.07%2.05%
XSTP.TO
iShares 0-5 Year TIPS Bond Index ETF
3.57%4.06%2.41%3.08%5.70%2.35%

Frequently Asked Questions


XSTH.TO and XSTP.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.16% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XSTH.TO and XSTP.TO have the same expense ratio: 0.16% per year.

Both ETFs track Morningstar Gbl Core Bd GR CAD.

Portfolio Optimizer

Find the right allocation for XSTH.TO and XSTP.TO

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