XSTP.TO vs. XSE.TO
Compare and contrast key facts about iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO) and iShares Conservative Strategic Fixed Income ETF (XSE.TO).
XSTP.TO and XSE.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSTP.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl Core Bd GR CAD. It was launched on Jul 6, 2021. XSE.TO is an actively managed fund by iShares. It was launched on Sep 1, 2015.
Performance
XSTP.TO vs. XSE.TO - Performance Comparison
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XSTP.TO vs. XSE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XSTP.TO iShares 0-5 Year TIPS Bond Index ETF | 2.07% | 0.64% | 13.59% | 2.31% | 9.51% | 4.71% |
XSE.TO iShares Conservative Strategic Fixed Income ETF | -0.35% | 2.95% | 3.11% | 6.75% | -11.99% | 0.34% |
Returns By Period
In the year-to-date period, XSTP.TO achieves a 2.07% return, which is significantly higher than XSE.TO's -0.35% return.
XSTP.TO
- 1D
- -0.35%
- 1M
- 1.50%
- YTD
- 2.07%
- 6M
- 0.57%
- 1Y
- 0.10%
- 3Y*
- 5.34%
- 5Y*
- —
- 10Y*
- —
XSE.TO
- 1D
- -0.06%
- 1M
- -1.47%
- YTD
- -0.35%
- 6M
- -0.55%
- 1Y
- 0.51%
- 3Y*
- 3.20%
- 5Y*
- 0.28%
- 10Y*
- 1.96%
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XSTP.TO vs. XSE.TO - Expense Ratio Comparison
XSTP.TO has a 0.16% expense ratio, which is lower than XSE.TO's 0.55% expense ratio.
Return for Risk
XSTP.TO vs. XSE.TO — Risk / Return Rank
XSTP.TO
XSE.TO
XSTP.TO vs. XSE.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO) and iShares Conservative Strategic Fixed Income ETF (XSE.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.
| XSTP.TO | XSE.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.13 | -0.11 |
Sortino ratioReturn per unit of downside risk | 0.06 | 0.20 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.03 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.06 | 0.33 | -0.39 |
Martin ratioReturn relative to average drawdown | -0.11 | 0.88 | -0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSTP.TO | XSE.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.13 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.05 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.23 | +0.77 |
Correlation
The correlation between XSTP.TO and XSE.TO is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XSTP.TO vs. XSE.TO - Dividend Comparison
XSTP.TO's dividend yield for the trailing twelve months is around 4.05%, less than XSE.TO's 4.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSTP.TO iShares 0-5 Year TIPS Bond Index ETF | 4.05% | 4.06% | 2.41% | 3.08% | 5.70% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSE.TO iShares Conservative Strategic Fixed Income ETF | 4.30% | 4.24% | 3.65% | 3.36% | 2.67% | 2.63% | 2.62% | 2.82% | 2.89% | 3.62% | 3.95% | 1.39% |
Drawdowns
XSTP.TO vs. XSE.TO - Drawdown Comparison
The maximum XSTP.TO drawdown since its inception was -5.68%, smaller than the maximum XSE.TO drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for XSTP.TO and XSE.TO.
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Drawdown Indicators
| XSTP.TO | XSE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.68% | -22.43% | +16.75% |
Max Drawdown (1Y)Largest decline over 1 year | -4.82% | -2.87% | -1.95% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.43% | — |
Current DrawdownCurrent decline from peak | -1.57% | -3.61% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -4.82% | +3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 1.09% | +1.62% |
Volatility
XSTP.TO vs. XSE.TO - Volatility Comparison
The current volatility for iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO) is 1.41%, while iShares Conservative Strategic Fixed Income ETF (XSE.TO) has a volatility of 1.54%. This indicates that XSTP.TO experiences smaller price fluctuations and is considered to be less risky than XSE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSTP.TO | XSE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 1.54% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 3.98% | 2.31% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.64% | 4.01% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.18% | 5.56% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.18% | 9.01% | -1.83% |