XTLH.TO vs. TSLA
Compare and contrast key facts about iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged) (XTLH.TO) and Tesla, Inc. (TSLA).
XTLH.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl Core Bd GR CAD. It was launched on Feb 7, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XTLH.TO or TSLA.
Key characteristics
| XTLH.TO | TSLA | |
|---|---|---|
| YTD Return | -4.67% | 29.27% |
| 1Y Return | 8.08% | 52.98% |
| Sharpe Ratio | 0.39 | 0.74 |
| Sortino Ratio | 0.65 | 1.49 |
| Omega Ratio | 1.08 | 1.18 |
| Calmar Ratio | 0.32 | 0.68 |
| Martin Ratio | 0.92 | 1.95 |
| Ulcer Index | 6.23% | 22.86% |
| Daily Std Dev | 14.60% | 60.53% |
| Max Drawdown | -22.72% | -73.63% |
| Current Drawdown | -11.58% | -21.65% |
Correlation
The correlation between XTLH.TO and TSLA is 0.15, 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.
Performance
XTLH.TO vs. TSLA - Performance Comparison
In the year-to-date period, XTLH.TO achieves a -4.67% return, which is significantly lower than TSLA's 29.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XTLH.TO vs. TSLA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged) (XTLH.TO) and Tesla, Inc. (TSLA). 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.
Dividends
XTLH.TO vs. TSLA - Dividend Comparison
XTLH.TO's dividend yield for the trailing twelve months is around 3.80%, while TSLA has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
XTLH.TO iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged) | 3.80% | 2.67% |
TSLA Tesla, Inc. | 0.00% | 0.00% |
Drawdowns
XTLH.TO vs. TSLA - Drawdown Comparison
The maximum XTLH.TO drawdown since its inception was -22.72%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for XTLH.TO and TSLA. For additional features, visit the drawdowns tool.
Volatility
XTLH.TO vs. TSLA - Volatility Comparison
The current volatility for iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged) (XTLH.TO) is 6.10%, while Tesla, Inc. (TSLA) has a volatility of 28.02%. This indicates that XTLH.TO experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.