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XUSR.TO vs. XSUS.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XUSR.TO vs. XSUS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) and iShares ESG Aware MSCI USA Index ETF (XSUS.TO). The values are adjusted to include any dividend payments, if applicable.

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XUSR.TO vs. XSUS.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XUSR.TO
iShares ESG Advanced MSCI USA Index ETF
-2.94%9.24%32.45%29.28%-17.20%24.47%27.06%
XSUS.TO
iShares ESG Aware MSCI USA Index ETF
-3.61%9.48%32.85%21.80%-15.17%26.44%24.80%

Returns By Period

In the year-to-date period, XUSR.TO achieves a -2.94% return, which is significantly higher than XSUS.TO's -3.61% return.


XUSR.TO

1D
2.81%
1M
-2.81%
YTD
-2.94%
6M
-5.57%
1Y
15.24%
3Y*
18.63%
5Y*
11.96%
10Y*

XSUS.TO

1D
2.81%
1M
-3.14%
YTD
-3.61%
6M
-3.97%
1Y
11.39%
3Y*
16.89%
5Y*
11.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XUSR.TO vs. XSUS.TO - Expense Ratio Comparison

XUSR.TO has a 0.23% expense ratio, which is higher than XSUS.TO's 0.22% 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%.


Return for Risk

XUSR.TO vs. XSUS.TO — Risk / Return Rank

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

XUSR.TO
XUSR.TO Risk / Return Rank: 3939
Overall Rank
XUSR.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XUSR.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
XUSR.TO Omega Ratio Rank: 4141
Omega Ratio Rank
XUSR.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
XUSR.TO Martin Ratio Rank: 3535
Martin Ratio Rank

XSUS.TO
XSUS.TO Risk / Return Rank: 3737
Overall Rank
XSUS.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XSUS.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
XSUS.TO Omega Ratio Rank: 3737
Omega Ratio Rank
XSUS.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
XSUS.TO Martin Ratio Rank: 3737
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.

XUSR.TO vs. XSUS.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 ESG Aware MSCI USA Index ETF (XSUS.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.


XUSR.TOXSUS.TODifference

Sharpe ratio

Return per unit of total volatility

0.68

0.62

+0.06

Sortino ratio

Return per unit of downside risk

1.09

0.96

+0.13

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

1.03

0.99

+0.04

Martin ratio

Return relative to average drawdown

3.15

3.34

-0.20

XUSR.TO vs. XSUS.TO - Sharpe Ratio Comparison

The current XUSR.TO Sharpe Ratio is 0.68, which is comparable to the XSUS.TO Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of XUSR.TO and XSUS.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XUSR.TOXSUS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.62

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.78

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.83

+0.07

Correlation

The correlation between XUSR.TO and XSUS.TO is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XUSR.TO vs. XSUS.TO - Dividend Comparison

XUSR.TO's dividend yield for the trailing twelve months is around 0.70%, less than XSUS.TO's 0.86% yield.


TTM2025202420232022202120202019
XUSR.TO
iShares ESG Advanced MSCI USA Index ETF
0.70%0.67%0.68%0.93%1.01%0.65%0.34%0.00%
XSUS.TO
iShares ESG Aware MSCI USA Index ETF
0.86%0.83%0.81%1.09%0.96%0.83%0.92%0.66%

Drawdowns

XUSR.TO vs. XSUS.TO - Drawdown Comparison

The maximum XUSR.TO drawdown since its inception was -28.39%, roughly equal to the maximum XSUS.TO drawdown of -28.32%. Use the drawdown chart below to compare losses from any high point for XUSR.TO and XSUS.TO.


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Drawdown Indicators


XUSR.TOXSUS.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.39%

-28.32%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-12.63%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-28.39%

-24.02%

-4.37%

Current Drawdown

Current decline from peak

-9.04%

-7.53%

-1.51%

Average Drawdown

Average peak-to-trough decline

-6.43%

-5.07%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

3.73%

+0.63%

Volatility

XUSR.TO vs. XSUS.TO - Volatility Comparison

iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) has a higher volatility of 6.48% compared to iShares ESG Aware MSCI USA Index ETF (XSUS.TO) at 5.34%. This indicates that XUSR.TO's price experiences larger fluctuations and is considered to be riskier than XSUS.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.TOXSUS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

5.34%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

9.76%

+3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.62%

18.47%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

15.04%

+2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

16.68%

+0.95%