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XTLT.TO vs. HBND.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTLT.TO vs. HBND.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 (XTLT.TO) and Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged) (HBND.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, XTLT.TO achieves a 0.91% return, which is significantly higher than HBND.TO's -0.30% return.


XTLT.TO

1D
0.00%
1M
2.85%
YTD
0.91%
6M
-2.99%
1Y
5.60%
3Y*
-1.68%
5Y*
10Y*

HBND.TO

1D
-0.45%
1M
0.70%
YTD
-0.30%
6M
-1.71%
1Y
4.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTLT.TO vs. HBND.TO - Yearly Performance Comparison


2026 (YTD)202520242023
XTLT.TO
iShares 20+ Year U.S. Treasury Bond Index ETF
0.91%-1.07%-1.47%4.99%
HBND.TO
Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged)
-0.30%4.05%-7.02%4.80%

Correlation

The correlation between XTLT.TO and HBND.TO is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

0.86

The correlation between XTLT.TO and HBND.TO has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.

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Return for Risk

XTLT.TO vs. HBND.TO — Risk / Return Rank

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

XTLT.TO
XTLT.TO Risk / Return Rank: 1616
Overall Rank
XTLT.TO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XTLT.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
XTLT.TO Omega Ratio Rank: 1616
Omega Ratio Rank
XTLT.TO Calmar Ratio Rank: 1616
Calmar Ratio Rank
XTLT.TO Martin Ratio Rank: 1515
Martin Ratio Rank

HBND.TO
HBND.TO Risk / Return Rank: 1818
Overall Rank
HBND.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HBND.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
HBND.TO Omega Ratio Rank: 1717
Omega Ratio Rank
HBND.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
HBND.TO Martin Ratio Rank: 1818
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.

XTLT.TO vs. HBND.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 (XTLT.TO) and Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged) (HBND.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.


XTLT.TOHBND.TODifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.10

1.10

0.00

Calmar ratioReturn relative to maximum drawdown

0.58

0.73

-0.15

Martin ratioReturn relative to average drawdown

1.26

1.89

-0.63

XTLT.TO vs. HBND.TO - Sharpe Ratio Comparison

The current XTLT.TO Sharpe Ratio is 0.55, which is comparable to the HBND.TO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of XTLT.TO and HBND.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


XTLT.TOHBND.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.56

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.04

-0.13

Drawdowns

XTLT.TO vs. HBND.TO - Drawdown Comparison

The maximum XTLT.TO drawdown since its inception was -21.04%, which is greater than HBND.TO's maximum drawdown of -13.65%. Use the drawdown chart below to compare losses from any high point for XTLT.TO and HBND.TO.


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Drawdown Indicators


XTLT.TOHBND.TODifference

Max Drawdown

Largest peak-to-trough decline

-21.04%

-13.65%

-7.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-6.76%

-2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-16.07%

Current Drawdown

Current decline from peak

-9.60%

-8.01%

-1.59%

Average Drawdown

Average peak-to-trough decline

-8.98%

-6.50%

-2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

2.59%

+1.86%

Volatility

XTLT.TO vs. HBND.TO - Volatility Comparison

iShares 20+ Year U.S. Treasury Bond Index ETF (XTLT.TO) has a higher volatility of 3.14% compared to Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged) (HBND.TO) at 2.74%. This indicates that XTLT.TO's price experiences larger fluctuations and is considered to be riskier than HBND.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTLT.TOHBND.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

2.74%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

5.72%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.21%

8.70%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

11.34%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

11.34%

+2.83%

XTLT.TO vs. HBND.TO - Expense Ratio Comparison

XTLT.TO has a 0.18% expense ratio, which is lower than HBND.TO's 0.45% expense ratio.


Dividends

XTLT.TO vs. HBND.TO - Dividend Comparison

XTLT.TO's dividend yield for the trailing twelve months is around 4.97%, less than HBND.TO's 11.34% yield.


PositionTTM202520242023
HBND.TO
Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged)
11.34%11.84%11.51%2.41%
XTLT.TO
iShares 20+ Year U.S. Treasury Bond Index ETF
4.97%4.60%4.17%2.85%

Frequently Asked Questions


XTLT.TO and HBND.TO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XTLT.TO is cheaper with a 0.18% expense ratio, compared with 0.45% for HBND.TO.

They also come from different issuers: iShares and Hamilton Capital. Their fees differ too: 0.18% for XTLT.TO and 0.45% for HBND.TO.

Portfolio Optimizer

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