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XTR.TO vs. CSBG.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XTR.TO vs. CSBG.NEO

Last updated Jun 4, 2026

XTR.TO (iShares Diversified Monthly Income ETF) and CSBG.NEO (CIBC Sustainable Balanced Growth Solution ETF) are both Diversified Portfolio funds. XTR.TO is passively managed, while CSBG.NEO is actively managed. Over the past 3 years, XTR.TO returned 10.98%/yr vs 0.80%/yr for CSBG.NEO. At a 0.02 correlation, their price movements are largely independent. XTR.TO charges 0.61%/yr vs 0.90%/yr for CSBG.NEO.

Performance

XTR.TO vs. CSBG.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Diversified Monthly Income ETF (XTR.TO) and CIBC Sustainable Balanced Growth Solution ETF (CSBG.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

XTR.TO

1D
0.16%
1M
2.50%
YTD
6.55%
6M
6.45%
1Y
13.02%
3Y*
10.98%
5Y*
6.00%
10Y*
5.99%

CSBG.NEO

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.80%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTR.TO vs. CSBG.NEO - Yearly Performance Comparison

2026 (YTD)20252024202320222021
XTR.TO
iShares Diversified Monthly Income ETF		6.55%8.54%12.80%4.95%-4.48%2.86%
CSBG.NEO
CIBC Sustainable Balanced Growth Solution ETF		0.00%0.00%1.17%1.22%1.69%2.60%

Correlation

The correlation between XTR.TO and CSBG.NEO is 0.02, 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 (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2021

0.02

Compare stocks, funds, or ETFs

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iShares Diversified Monthly Income ETF

CIBC Sustainable Balanced Growth Solution ETF

Often compared with XTR.TO:
XTR.TO vs. FIE.TOXTR.TO vs. ZMI.TOXTR.TO vs. XDIV.TOXTR.TO vs. XCNS.TOXTR.TO vs. XEQT.TOXTR.TO vs. XEI.TOXTR.TO vs. VRIF.TO
Often compared with CSBG.NEO:
CSBG.NEO vs. CEQT.TOCSBG.NEO vs. GRO.TOCSBG.NEO vs. PYF.TOCSBG.NEO vs. TCON.TOCSBG.NEO vs. HBAL.TOCSBG.NEO vs. ATMPCSBG.NEO vs. CCAD.TO

Return for Risk

XTR.TO vs. CSBG.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XTR.TO
XTR.TO Risk / Return Rank: 8585
Overall Rank
XTR.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XTR.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
XTR.TO Omega Ratio Rank: 8989
Omega Ratio Rank
XTR.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
XTR.TO Martin Ratio Rank: 8484
Martin Ratio Rank
CSBG.NEO
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.

XTR.TO vs. CSBG.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Monthly Income ETF (XTR.TO) and CIBC Sustainable Balanced Growth Solution ETF (CSBG.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.

XTR.TOCSBG.NEODifference
Sharpe ratioReturn per unit of total volatility
2.85

—

—

Sortino ratioReturn per unit of downside risk
4.22

—

—

Omega ratioGain probability vs. loss probability

1.58

—

—

Calmar ratioReturn relative to maximum drawdown

3.97

—

—

Martin ratioReturn relative to average drawdown

17.48

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XTR.TO vs. CSBG.NEO - Sharpe Ratio Comparison

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Sharpe Ratios by Period

XTR.TOCSBG.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.08

-0.68

Drawdowns

XTR.TO vs. CSBG.NEO - Drawdown Comparison

The maximum XTR.TO drawdown since its inception was -51.42%, which is greater than CSBG.NEO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XTR.TO and CSBG.NEO.

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Drawdown Indicators

XTR.TOCSBG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-51.42%

0.00%

-51.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

0.00%

-3.29%

Max Drawdown (3Y)

Largest decline over 3 years

-6.06%

0.00%

-6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-9.74%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-25.92%

—

—

Current Drawdown

Current decline from peak

-0.16%

0.00%

-0.16%

Average Drawdown

Average peak-to-trough decline

-4.96%

0.00%

-4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

0.00%

+0.75%

Volatility

XTR.TO vs. CSBG.NEO - Volatility Comparison

iShares Diversified Monthly Income ETF (XTR.TO) has a higher volatility of 1.60% compared to CIBC Sustainable Balanced Growth Solution ETF (CSBG.NEO) at 0.00%. This indicates that XTR.TO's price experiences larger fluctuations and is considered to be riskier than CSBG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XTR.TOCSBG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

0.00%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.75%

0.00%

+3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

0.00%

+4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

1.27%

+5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

1.27%

+7.06%

XTR.TO vs. CSBG.NEO - Expense Ratio Comparison

XTR.TO has a 0.61% expense ratio, which is lower than CSBG.NEO's 0.90% expense ratio.

Dividends

XTR.TO vs. CSBG.NEO - Dividend Comparison

XTR.TO's dividend yield for the trailing twelve months is around 3.92%, while CSBG.NEO has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CSBG.NEO
CIBC Sustainable Balanced Growth Solution ETF		0.00%0.00%1.16%1.21%1.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XTR.TO
iShares Diversified Monthly Income ETF		3.92%4.10%4.27%4.61%4.62%4.21%5.56%5.38%5.75%5.24%5.30%6.81%

Frequently Asked Questions

XTR.TO and CSBG.NEO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XTR.TO is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XTR.TO is cheaper with a 0.61% expense ratio, compared with 0.90% for CSBG.NEO.

They also come from different issuers: iShares and CIBC. Their fees differ too: 0.61% for XTR.TO and 0.90% for CSBG.NEO.

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