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iShares Floating Rate Index ETF (XFR : TSX)

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Cdn Short Term Fixed Inc

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

Close
(01-06-2025) 		$20.04
Change
$0.00 (0.00%)
Open $20.04
Day Range $20.04 - $20.05
Volume 18,630

As at November 30, 2024

As at November 30, 2024

  • Closing Price / Volume
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Legend

iShares Floating Rate Index ETF

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Fund Returns

Inception Return (December 06, 2011): 1.79%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 0.36% 1.01% 2.16% 4.34% 4.78% 5.01% 3.80% 2.88% 2.53% 2.41% 2.29% 2.16% 2.05% 1.87%
Benchmark 0.48% 1.44% 4.29% 5.23% 6.79% 5.10% 2.06% 1.30% 1.98% 2.31% 2.07% 1.89% 1.84% 1.88%
Category Average 0.57% 3.96% 3.96% 4.94% 6.64% 4.84% 1.79% 1.14% 1.69% 1.97% 1.68% 1.54% 1.49% 1.37%
Category Rank 292 / 324 308 / 321 303 / 312 253 / 280 267 / 279 153 / 260 15 / 246 24 / 233 62 / 227 94 / 216 76 / 202 66 / 183 68 / 178 66 / 165
Quartile Ranking 4 4 4 4 4 3 1 1 2 2 2 2 2 2

Monthly Return

Monthly Return
Return % Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Fund 0.42% 0.41% 0.45% 0.42% 0.42% 0.42% 0.39% 0.37% 0.39% 0.37% 0.28% 0.36%
Benchmark 1.48% -0.13% 0.05% 0.53% -0.40% 0.86% 0.79% 1.36% 0.63% 1.26% -0.30% 0.48%

Best Monthly Return Since Inception

0.52% (April 2020)

Worst Monthly Return Since Inception

-0.31% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 1.21% 0.41% 1.02% 1.37% 1.41% 1.99% 1.00% 0.14% 1.80% 5.24%
Benchmark 3.01% 2.56% 0.90% 0.27% 1.89% 2.98% 5.17% -0.92% -3.98% 4.92%
Category Average 1.73% 0.55% 0.85% 0.42% 0.53% 2.93% 4.36% -0.83% -4.45% 4.84%
Quartile Ranking 4 4 3 1 2 4 4 1 1 2
Category Rank 131/ 145 142/ 165 98/ 178 38/ 183 80/ 203 194/ 217 221/ 227 50/ 233 4/ 247 122/ 260

Best Calendar Return (Last 10 years)

5.24% (2023)

Worst Calendar Return (Last 10 years)

0.14% (2021)

Asset Allocation

Asset Allocation
Name Percent
Canadian Government Bonds 68.59
Cash and Equivalents 19.45
Canadian Corporate Bonds 11.97
Other -0.01

Sector Allocation

Sector Allocation
Name Percent
Fixed Income 80.55
Cash and Cash Equivalent 19.45

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
Canada Housing Trust No 1 4.92% 15-Mar-2025 12.58
Canada Housing Trust No 1 4.81% 15-Mar-2026 10.38
Ontario Province 4.15% 27-Nov-2028 8.64
Canada Housing Trust No 1 4.42% 15-Mar-2028 8.56
Canada Housing Trust No 1 4.39% 15-Sep-2027 8.41
Canada Housing Trust No 1 4.79% 15-Sep-2026 7.53
Canada Housing Trust No 1 4.34% 15-Sep-2028 7.45
Canada Housing Trust No 1 4.78% 15-Mar-2027 6.85
Canada Housing Trust No 1 4.93% 15-Sep-2025 6.63
Toronto-Dominion Bank 4.76% 08-Jun-2026 4.32

Equity Style

Equity style data not available

Fixed Income Style

Average Duration: S. Average Credit Quality: H.
Period: 

Risk vs Return (3 Yr)

iShares Floating Rate Index ETF

Median

Other - Cdn Short Term Fixed Inc

3 Yr Annualized

Standard Deviation 0.57% 0.70% 0.57%
Beta 0.09% 0.10% 0.09%
Alpha 0.04% 0.02% 0.02%
Rsquared 0.19% 0.13% 0.09%
Sharpe 0.32% 0.31% 0.44%
Sortino 1.94% -0.84% -1.92%
Treynor 0.02% 0.02% 0.03%
Tax Efficiency 60.18% 59.55% 58.95%
Volatility Volatility rating is 1 on a scale of 1 to 10 Volatility rating is 1 on a scale of 1 to 10 Volatility rating is 1 on a scale of 1 to 10

Risk Rating

Rating 1 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 0.15% 0.57% 0.70% 0.57%
Beta 0.01% 0.09% 0.10% 0.09%
Alpha 0.05% 0.04% 0.02% 0.02%
Rsquared 0.01% 0.19% 0.13% 0.09%
Sharpe 1.12% 0.32% 0.31% 0.44%
Sortino - 1.94% -0.84% -1.92%
Treynor 0.34% 0.02% 0.02% 0.03%
Tax Efficiency 58.07% 60.18% 59.55% 58.95%

Fund Details

Start Date December 06, 2011
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Monthly
Assets ($mil) $742
52 Week High $20.18
52 Week Low $20.00
Annual Dividend $0.99
Annual Yield -
Index FTSE TMX Canada FRN Index
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure 1x performance
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

The iShares DEX Floating Rate Note Index Fund (XFR) seeks to provide income while limiting interest rate risk by replicating, to the extent possible, the performance of the DEX FRN Index, net of expenses.

Investment Strategy

The investment strategy of XFR is to invest in a regularly rebalanced portfolio of floating-rate bonds, selected by BlackRock Canada from time to time, that closely matches the characteristics of the Index.

Portfolio Manager(s)

Name Start Date
BlackRock Institutional Trust Company, N.A. 12-06-2011
BlackRock Canada 12-06-2011

Management and Organization

Fund Manager BlackRock Asset Management Canada Limited
Advisor BlackRock Canada
Custodian State Street Trust Company Canada
Registrar State Street Trust Company Canada
Distributor -
Auditor PriceWaterhouseCoopers LLP

Fees

MER 0.14%
Management Fee 0.12%

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