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XTLH.TO vs. VBG.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTLH.TO vs. VBG.NEO - 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 Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged) (VBG.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XTLH.TO achieves a -1.03% return, which is significantly lower than VBG.NEO's -0.37% return.


XTLH.TO

1D
-0.42%
1M
0.65%
YTD
-1.03%
6M
-2.78%
1Y
3.13%
3Y*
-3.65%
5Y*
10Y*

VBG.NEO

1D
-0.32%
1M
0.52%
YTD
-0.37%
6M
-1.06%
1Y
-0.73%
3Y*
1.73%
5Y*
-1.36%
10Y*
0.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTLH.TO vs. VBG.NEO - Yearly Performance Comparison


Correlation

The correlation between XTLH.TO and VBG.NEO is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.70

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2023

0.70

The correlation between XTLH.TO and VBG.NEO has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.

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Return for Risk

XTLH.TO vs. VBG.NEO — 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: 1313
Overall Rank
XTLH.TO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XTLH.TO Sortino Ratio Rank: 1212
Sortino Ratio Rank
XTLH.TO Omega Ratio Rank: 1212
Omega Ratio Rank
XTLH.TO Calmar Ratio Rank: 1313
Calmar Ratio Rank
XTLH.TO Martin Ratio Rank: 1313
Martin Ratio Rank

VBG.NEO
VBG.NEO Risk / Return Rank: 66
Overall Rank
VBG.NEO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VBG.NEO Sortino Ratio Rank: 66
Sortino Ratio Rank
VBG.NEO Omega Ratio Rank: 66
Omega Ratio Rank
VBG.NEO Calmar Ratio Rank: 77
Calmar Ratio Rank
VBG.NEO Martin Ratio Rank: 66
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.

XTLH.TO vs. VBG.NEO - 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 Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged) (VBG.NEO). 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.TOVBG.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.06

0.97

+0.09

Calmar ratioReturn relative to maximum drawdown

0.38

-0.23

+0.61

Martin ratioReturn relative to average drawdown

0.94

-0.56

+1.49

XTLH.TO vs. VBG.NEO - Sharpe Ratio Comparison

The current XTLH.TO Sharpe Ratio is 0.32, which is higher than the VBG.NEO Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of XTLH.TO and VBG.NEO, 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


XTLH.TOVBG.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

-0.19

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.23

-0.38

Drawdowns

XTLH.TO vs. VBG.NEO - Drawdown Comparison

The maximum XTLH.TO drawdown since its inception was -22.72%, which is greater than VBG.NEO's maximum drawdown of -17.31%. Use the drawdown chart below to compare losses from any high point for XTLH.TO and VBG.NEO.


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Drawdown Indicators


XTLH.TOVBG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-22.72%

-17.31%

-5.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-3.17%

-5.20%

Max Drawdown (3Y)

Largest decline over 3 years

-19.47%

-3.17%

-16.30%

Max Drawdown (5Y)

Largest decline over 5 years

-16.66%

Max Drawdown (10Y)

Largest decline over 10 years

-17.31%

Current Drawdown

Current decline from peak

-14.80%

-9.13%

-5.67%

Average Drawdown

Average peak-to-trough decline

-12.15%

-4.86%

-7.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

1.31%

+2.05%

Volatility

XTLH.TO vs. VBG.NEO - Volatility Comparison

iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged) (XTLH.TO) has a higher volatility of 2.98% compared to Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged) (VBG.NEO) at 1.84%. This indicates that XTLH.TO's price experiences larger fluctuations and is considered to be riskier than VBG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTLH.TOVBG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

1.84%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

6.42%

3.13%

+3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

3.77%

+5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

5.20%

+8.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.16%

4.62%

+9.54%

XTLH.TO vs. VBG.NEO - Expense Ratio Comparison

XTLH.TO has a 0.18% expense ratio, which is lower than VBG.NEO's 0.39% expense ratio.


Dividends

XTLH.TO vs. VBG.NEO - Dividend Comparison

XTLH.TO's dividend yield for the trailing twelve months is around 4.62%, more than VBG.NEO's 3.61% yield.


PositionTTM20252024202320222021202020192018201720162015
VBG.NEO
Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged)
3.61%3.46%3.25%3.44%1.14%2.91%0.64%2.54%2.34%1.74%1.41%1.26%
XTLH.TO
iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged)
4.62%4.42%4.32%2.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XTLH.TO and VBG.NEO have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XTLH.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XTLH.TO is cheaper with a 0.18% expense ratio, compared with 0.39% for VBG.NEO.

XTLH.TO is categorized as Government Bonds, while VBG.NEO is Global Bonds. XTLH.TO tracks ICE U.S. Treasury 20+ Year Bond Index (CAD-Hedged), while VBG.NEO tracks Bloomberg Barclays Global Aggregate ex-USD Float Adjusted RIC Capped Index (CAD Hedged). They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for XTLH.TO and 0.39% for VBG.NEO.

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