XUSR.TO vs. CLF.TO
XUSR.TO (iShares ESG Advanced MSCI USA Index ETF) and CLF.TO (iShares 1-5 Year Laddered Government Bond Index ETF) are both exchange-traded funds - XUSR.TO is a Large Cap Growth Equities fund tracking the MSCI USA Choice ESG Screened Index, while CLF.TO is a Canadian Government Bonds fund tracking the Morningstar Can 1-5Y Core Bd GR CAD. Both are passively managed. Over the past 5 years, XUSR.TO returned 14.85%/yr vs 1.76%/yr for CLF.TO. At a 0.09 correlation, their price movements are largely independent. XUSR.TO charges 0.23%/yr vs 0.17%/yr for CLF.TO.
Performance
XUSR.TO vs. CLF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XUSR.TO achieves a 19.89% return, which is significantly higher than CLF.TO's 1.02% return.
XUSR.TO
- 1D
- -1.31%
- 1M
- -1.86%
- 6M
- 16.85%
- YTD
- 19.89%
- 1Y
- 24.63%
- 3Y*
- 23.86%
- 5Y*
- 14.85%
- 10Y*
- —
CLF.TO
- 1D
- 0.11%
- 1M
- -0.10%
- 6M
- 0.73%
- YTD
- 1.02%
- 1Y
- 3.16%
- 3Y*
- 4.29%
- 5Y*
- 1.76%
- 10Y*
- 1.61%
XUSR.TO vs. CLF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XUSR.TO iShares ESG Advanced MSCI USA Index ETF | 19.89% | 9.23% | 32.46% | 29.28% | -17.20% | 24.47% | 27.03% |
CLF.TO iShares 1-5 Year Laddered Government Bond Index ETF | 1.02% | 3.36% | 4.82% | 4.58% | -3.98% | -1.27% | 1.05% |
Correlation
The correlation between XUSR.TO and CLF.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2020 | 0.09 |
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Return for Risk
XUSR.TO vs. CLF.TO — Risk / Return Rank
XUSR.TO
CLF.TO
XUSR.TO vs. CLF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) and iShares 1-5 Year Laddered Government Bond Index ETF (CLF.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XUSR.TO | CLF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.34 | -0.19 |
| Martin ratioReturn relative to average drawdown | 6.29 | 6.93 | -0.64 |
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Drawdowns
XUSR.TO vs. CLF.TO - Drawdown Comparison
The maximum XUSR.TO drawdown since its inception was -31.17%, which is greater than CLF.TO's maximum drawdown of -6.91%. Use the drawdown chart below to compare losses from any high point for XUSR.TO and CLF.TO.
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Drawdown Indicators
| XUSR.TO | CLF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.17% | -6.91% | -24.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -1.35% | -10.17% |
Max Drawdown (3Y)Largest decline over 3 years | -23.01% | -1.40% | -21.61% |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | -6.80% | -24.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.91% | — |
Current DrawdownCurrent decline from peak | -3.94% | -0.28% | -3.66% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -1.07% | -6.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 0.46% | +3.47% |
Volatility
XUSR.TO vs. CLF.TO - Volatility Comparison
iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) has a higher volatility of 6.80% compared to iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO) at 0.51%. This indicates that XUSR.TO's price experiences larger fluctuations and is considered to be riskier than CLF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUSR.TO | CLF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 0.51% | +6.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.89% | 1.53% | +13.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 2.03% | +16.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.47% | 2.99% | +17.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.87% | 3.36% | +20.51% |
XUSR.TO vs. CLF.TO - Expense Ratio Comparison
XUSR.TO has a 0.23% expense ratio, which is higher than CLF.TO's 0.17% 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
XUSR.TO vs. CLF.TO - Dividend Comparison
XUSR.TO's dividend yield for the trailing twelve months is around 0.58%, less than CLF.TO's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLF.TO iShares 1-5 Year Laddered Government Bond Index ETF | 2.26% | 2.22% | 2.22% | 2.23% | 2.10% | 1.98% | 2.15% | 2.46% | 2.67% | 2.91% | 3.12% | 3.29% |
XUSR.TO iShares ESG Advanced MSCI USA Index ETF | 0.58% | 0.67% | 0.69% | 0.93% | 1.01% | 0.66% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XUSR.TO and CLF.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CLF.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CLF.TO is cheaper with a 0.17% expense ratio, compared with 0.23% for XUSR.TO.
XUSR.TO is categorized as Large Cap Growth Equities, while CLF.TO is Canadian Government Bonds. XUSR.TO tracks MSCI USA Choice ESG Screened Index, while CLF.TO tracks Morningstar Can 1-5Y Core Bd GR CAD. Their fees differ too: 0.23% for XUSR.TO and 0.17% for CLF.TO.
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