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iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) Sharpe Ratio: 1.29

ETF · Currency in CAD · Last updated Jun 4, 2026

XDSR.TO is a passive ETF by iShares tracking the investment results of the MSCI EAFE Choice ESG Screened Index. XDSR.TO launched on Apr 15, 2020 and has a 0.28% expense ratio.

XDSR.TO's Sharpe Ratio of 1.29 indicates that for each unit of volatility, it generates 1.29 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

XDSR.TO Sharpe Ratio Rank

XDSR.TO Sharpe Ratio Rank: 36.236
Below Average

XDSR.TO ranks above 36.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

XDSR.TO Sharpe Ratio Market Positioning

The chart shows XDSR.TO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.85 or lower
  • Yellow zone (middle 50%): 0.85 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.74+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares ESG Advanced MSCI EAFE Index ETF's Sharpe Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how XDSR.TO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RIDH.TORBC Quant EAFE Dividend Leaders (CAD Hedged) ETF2.67
ZXM.TOCI Morningstar International Momentum Index ETF Common Units CAD Hedged2.28
VIDY.TOVanguard FTSE Developed ex North America High Dividend Yield Index ETF2.11
FCIV.TOFidelity International Value ETF2.08
XEF.TOiShares Core MSCI EAFE IMI Index ETF1.68
QDX.TOMackenzie International Equity Index ETF1.65
FLUR.NEOFranklin International Equity Index ETF1.58
XSEA.TOiShares ESG Aware MSCI EAFE Index ETF1.50
EACC.NEOGlobal X MSCI EAFE Covered Call ETF1.33
XDSR.TOiShares ESG Advanced MSCI EAFE Index ETF1.29

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XDSR.TO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XDSR.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XDSR.TO fit in your portfolio?

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