XTLH.TO vs. TSLA

Last updated Apr 1, 2026

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 ICE U.S. Treasury 20+ Year Bond Index (CAD-Hedged). It was launched on Feb 7, 2023.

Performance

XTLH.TO vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged) (XTLH.TO) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

XTLH.TO vs. TSLA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XTLH.TO iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged)	-0.26%	2.61%	-9.55%	1.56%
TSLA Tesla, Inc.	-16.22%	6.25%	76.49%	26.78%

Different Trading Currencies

XTLH.TO is traded in CAD, while TSLA is traded in USD. To make them comparable, the TSLA values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XTLH.TO achieves a -0.26% return, which is significantly higher than TSLA's -16.22% return.

XTLH.TO

• 1D: 0.00%
• 1M: -4.38%
• YTD: -0.26%
• 6M: -1.65%
• 1Y: -2.02%
• 3Y*: -3.84%
• 5Y*: —
• 10Y*: —

TSLA

• 1D: 4.52%
• 1M: -5.82%
• YTD: -16.22%
• 6M: -16.48%
• 1Y: 38.67%
• 3Y*: 22.62%
• 5Y*: 13.32%
• 10Y*: 38.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XTLH.TO vs. TSLA — Risk / Return Rank

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

XTLH.TO

XTLH.TO Risk / Return Rank: 9
XTLH.TO Sharpe Ratio Rank: 9
XTLH.TO Sortino Ratio Rank: 8
XTLH.TO Omega Ratio Rank: 8
XTLH.TO Calmar Ratio Rank: 10
XTLH.TO Martin Ratio Rank: 10

TSLA

TSLA Risk / Return Rank: 69
TSLA Sharpe Ratio Rank: 70
TSLA Sortino Ratio Rank: 67
TSLA Omega Ratio Rank: 64
TSLA Calmar Ratio Rank: 72
TSLA Martin Ratio Rank: 72

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.

XTLH.TO vs. TSLA - Risk-Adjusted Trends 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.

	XTLH.TO	TSLA	Difference
Sharpe ratio Return per unit of total volatility	-0.18	0.71	-0.89
Sortino ratio Return per unit of downside risk	-0.17	1.34	-1.51
Omega ratio Gain probability vs. loss probability	0.98	1.16	-0.18
Calmar ratio Return relative to maximum drawdown	-0.13	1.40	-1.53
Martin ratio Return relative to average drawdown	-0.26	3.20	-3.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XTLH.TO vs. TSLA - Sharpe Ratio Comparison

The current XTLH.TO Sharpe Ratio is -0.18, which is lower than the TSLA Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of XTLH.TO and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XTLH.TO	TSLA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.18	0.71	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.23	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	0.78	-0.92

Correlation

The correlation between XTLH.TO and TSLA is 0.03, 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

XTLH.TO vs. TSLA - Dividend Comparison

XTLH.TO's dividend yield for the trailing twelve months is around 4.52%, while TSLA has not paid dividends to shareholders.

	TTM	2025	2024	2023
XTLH.TO iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged)	4.52%	4.42%	4.32%	2.67%
TSLA Tesla, Inc.	0.00%	0.00%	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 -71.10%. Use the drawdown chart below to compare losses from any high point for XTLH.TO and TSLA.

Drawdown Indicators

	XTLH.TO	TSLA	Difference
Max Drawdown Largest peak-to-trough decline	-22.72%	-73.63%	+50.91%
Max Drawdown (1Y) Largest decline over 1 year	-9.30%	-27.48%	+18.18%
Max Drawdown (5Y) Largest decline over 5 years	—	-73.63%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-73.63%	—
Current Drawdown Current decline from peak	-14.14%	-24.11%	+9.97%
Average Drawdown Average peak-to-trough decline	-12.00%	-22.77%	+10.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.66%	11.21%	-6.55%

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 3.65%, while Tesla, Inc. (TSLA) has a volatility of 11.09%. 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.

Volatility by Period

	XTLH.TO	TSLA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	11.09%	-7.44%
Volatility (6M) Calculated over the trailing 6-month period	6.35%	29.59%	-23.24%
Volatility (1Y) Calculated over the trailing 1-year period	11.23%	54.79%	-43.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.42%	57.90%	-43.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.42%	57.88%	-43.46%