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XTLH.TO vs. XDIV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTLH.TO vs. XDIV.TO - 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 iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO). 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 XDIV.TO's 19.17% return.


XTLH.TO

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

XDIV.TO

1D
0.19%
1M
3.65%
YTD
19.17%
6M
18.94%
1Y
38.61%
3Y*
22.97%
5Y*
16.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTLH.TO vs. XDIV.TO - Yearly Performance Comparison


2026 (YTD)202520242023
XTLH.TO
iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged)
-1.03%2.61%-9.55%1.56%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
19.17%24.92%19.56%6.32%

Correlation

The correlation between XTLH.TO and XDIV.TO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.18

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

0.14

The correlation between XTLH.TO and XDIV.TO shifts across timeframes, from 0.06 (1 year) to 0.18 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

XTLH.TO vs. XDIV.TO — 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

XDIV.TO
XDIV.TO Risk / Return Rank: 9898
Overall Rank
XDIV.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDIV.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XDIV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XDIV.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XDIV.TO Martin Ratio Rank: 9898
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. XDIV.TO - 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 iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.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.


XTLH.TOXDIV.TODifference
Sharpe ratioReturn per unit of total volatility

-4.62

Sortino ratioReturn per unit of downside risk

-6.76

Omega ratioGain probability vs. loss probability

1.06

2.03

-0.97

Calmar ratioReturn relative to maximum drawdown

0.38

16.64

-16.26

Martin ratioReturn relative to average drawdown

0.94

56.55

-55.61

XTLH.TO vs. XDIV.TO - Sharpe Ratio Comparison

The current XTLH.TO Sharpe Ratio is 0.32, which is lower than the XDIV.TO Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of XTLH.TO and XDIV.TO, 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.TOXDIV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

4.94

-4.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.81

-0.96

Drawdowns

XTLH.TO vs. XDIV.TO - Drawdown Comparison

The maximum XTLH.TO drawdown since its inception was -22.72%, smaller than the maximum XDIV.TO drawdown of -41.30%. Use the drawdown chart below to compare losses from any high point for XTLH.TO and XDIV.TO.


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Drawdown Indicators


XTLH.TOXDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.72%

-41.30%

+18.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-2.33%

-6.04%

Max Drawdown (3Y)

Largest decline over 3 years

-19.47%

-10.53%

-8.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.60%

Current Drawdown

Current decline from peak

-14.80%

-0.09%

-14.71%

Average Drawdown

Average peak-to-trough decline

-12.15%

-4.25%

-7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

0.69%

+2.67%

Volatility

XTLH.TO vs. XDIV.TO - Volatility Comparison

iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged) (XTLH.TO) has a higher volatility of 2.98% compared to iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) at 2.81%. This indicates that XTLH.TO's price experiences larger fluctuations and is considered to be riskier than XDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTLH.TOXDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

2.81%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

6.42%

6.36%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

7.85%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

10.53%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.16%

16.01%

-1.85%

XTLH.TO vs. XDIV.TO - Expense Ratio Comparison

XTLH.TO has a 0.18% expense ratio, which is higher than XDIV.TO's 0.11% 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%.


Dividends

XTLH.TO vs. XDIV.TO - Dividend Comparison

XTLH.TO's dividend yield for the trailing twelve months is around 4.62%, more than XDIV.TO's 3.28% yield.


PositionTTM202520242023202220212020201920182017
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
3.28%3.81%4.29%4.20%3.95%3.58%4.58%4.02%4.85%1.82%
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%

Frequently Asked Questions


XTLH.TO and XDIV.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDIV.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDIV.TO is cheaper with a 0.11% expense ratio, compared with 0.18% for XTLH.TO.

XTLH.TO is categorized as Government Bonds, while XDIV.TO is Dividend. XTLH.TO tracks ICE U.S. Treasury 20+ Year Bond Index (CAD-Hedged), while XDIV.TO tracks MSCI Canada High Dividend Yield 10% Security Capped Index. Their fees differ too: 0.18% for XTLH.TO and 0.11% for XDIV.TO.

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