XTLH.TO vs. VSBSX
Compare and contrast key facts about iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged) (XTLH.TO) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX).
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. VSBSX is managed by Vanguard. It was launched on Dec 28, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XTLH.TO or VSBSX.
Key characteristics
| XTLH.TO | VSBSX | |
|---|---|---|
| YTD Return | -4.67% | 3.42% |
| 1Y Return | 8.08% | 5.46% |
| Sharpe Ratio | 0.39 | 2.80 |
| Sortino Ratio | 0.65 | 4.43 |
| Omega Ratio | 1.08 | 1.62 |
| Calmar Ratio | 0.32 | 1.57 |
| Martin Ratio | 0.92 | 15.42 |
| Ulcer Index | 6.23% | 0.34% |
| Daily Std Dev | 14.60% | 1.87% |
| Max Drawdown | -22.72% | -6.54% |
| Current Drawdown | -11.58% | -0.82% |
Correlation
The correlation between XTLH.TO and VSBSX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XTLH.TO vs. VSBSX - Performance Comparison
In the year-to-date period, XTLH.TO achieves a -4.67% return, which is significantly lower than VSBSX's 3.42% 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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XTLH.TO vs. VSBSX - Expense Ratio Comparison
XTLH.TO has a 0.18% expense ratio, which is higher than VSBSX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XTLH.TO vs. VSBSX - 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 Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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. VSBSX - Dividend Comparison
XTLH.TO's dividend yield for the trailing twelve months is around 3.80%, less than VSBSX's 4.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTLH.TO iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged) | 3.80% | 2.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 4.12% | 3.29% | 1.12% | 0.33% | 1.11% | 2.27% | 1.80% | 1.09% | 0.81% | 0.67% | 0.40% | 0.27% |
Drawdowns
XTLH.TO vs. VSBSX - Drawdown Comparison
The maximum XTLH.TO drawdown since its inception was -22.72%, which is greater than VSBSX's maximum drawdown of -6.54%. Use the drawdown chart below to compare losses from any high point for XTLH.TO and VSBSX. For additional features, visit the drawdowns tool.
Volatility
XTLH.TO vs. VSBSX - Volatility Comparison
iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged) (XTLH.TO) has a higher volatility of 6.10% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.34%. This indicates that XTLH.TO's price experiences larger fluctuations and is considered to be riskier than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.