XTLT.TO vs. XGRO.TO
XTLT.TO (iShares 20+ Year U.S. Treasury Bond Index ETF) and XGRO.TO (iShares Core Growth ETF Portfolio) are both exchange-traded funds - XTLT.TO is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while XGRO.TO is a Diversified Portfolio fund actively managed by iShares. XTLT.TO is passively managed, while XGRO.TO is actively managed. Over the past 3 years, XTLT.TO returned -1.68%/yr vs 17.87%/yr for XGRO.TO. At a 0.20 correlation, their price movements are largely independent. XTLT.TO charges 0.18%/yr vs 0.20%/yr for XGRO.TO.
Performance
XTLT.TO vs. XGRO.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XTLT.TO achieves a 0.91% return, which is significantly lower than XGRO.TO's 10.38% return.
XTLT.TO
- 1D
- 0.00%
- 1M
- 2.85%
- YTD
- 0.91%
- 6M
- -2.99%
- 1Y
- 5.60%
- 3Y*
- -1.68%
- 5Y*
- —
- 10Y*
- —
XGRO.TO
- 1D
- -0.18%
- 1M
- 5.42%
- YTD
- 10.38%
- 6M
- 8.74%
- 1Y
- 23.44%
- 3Y*
- 17.87%
- 5Y*
- 10.83%
- 10Y*
- 10.20%
XTLT.TO vs. XGRO.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XTLT.TO iShares 20+ Year U.S. Treasury Bond Index ETF | 0.91% | -1.07% | -1.47% | -2.80% |
XGRO.TO iShares Core Growth ETF Portfolio | 10.38% | 15.59% | 19.53% | 8.76% |
Correlation
The correlation between XTLT.TO and XGRO.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2023 | 0.20 |
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Return for Risk
XTLT.TO vs. XGRO.TO — Risk / Return Rank
XTLT.TO
XGRO.TO
XTLT.TO vs. XGRO.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 iShares Core Growth ETF Portfolio (XGRO.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.TO | XGRO.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.41 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 3.30 | -2.73 |
| Martin ratioReturn relative to average drawdown | 1.26 | 14.67 | -13.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XTLT.TO | XGRO.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.18 | -1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.99 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.35 | -0.45 |
Drawdowns
XTLT.TO vs. XGRO.TO - Drawdown Comparison
The maximum XTLT.TO drawdown since its inception was -21.04%, smaller than the maximum XGRO.TO drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for XTLT.TO and XGRO.TO.
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Drawdown Indicators
| XTLT.TO | XGRO.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.04% | -47.97% | +26.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -7.12% | -2.60% |
Max Drawdown (3Y)Largest decline over 3 years | -16.07% | -12.47% | -3.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.85% | — |
Current DrawdownCurrent decline from peak | -9.60% | -0.18% | -9.42% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -8.49% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 1.60% | +2.85% |
Volatility
XTLT.TO vs. XGRO.TO - Volatility Comparison
The current volatility for iShares 20+ Year U.S. Treasury Bond Index ETF (XTLT.TO) is 3.14%, while iShares Core Growth ETF Portfolio (XGRO.TO) has a volatility of 3.43%. This indicates that XTLT.TO experiences smaller price fluctuations and is considered to be less risky than XGRO.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.TO | XGRO.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.43% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 9.19% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.21% | 10.78% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 11.05% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.17% | 12.26% | +1.91% |
XTLT.TO vs. XGRO.TO - Expense Ratio Comparison
XTLT.TO has a 0.18% expense ratio, which is lower than XGRO.TO's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XTLT.TO vs. XGRO.TO - Dividend Comparison
XTLT.TO's dividend yield for the trailing twelve months is around 4.97%, more than XGRO.TO's 1.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XGRO.TO iShares Core Growth ETF Portfolio | 1.76% | 1.92% | 1.98% | 2.22% | 1.86% | 1.66% | 1.94% | 2.21% | 7.42% | 2.04% | 2.65% | 2.15% |
XTLT.TO iShares 20+ Year U.S. Treasury Bond Index ETF | 4.97% | 4.60% | 4.17% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XTLT.TO and XGRO.TO have a correlation of 0.23, 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 0.20% for XGRO.TO.
XTLT.TO is categorized as Government Bonds, while XGRO.TO is Diversified Portfolio. Their fees differ too: 0.18% for XTLT.TO and 0.20% for XGRO.TO.
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