PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DSI vs. USPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DSI vs. USPX

Last updated Aug 4, 2026
Documentation

DSI (iShares ESG MSCI KLD 400 ETF) and USPX (Franklin U.S. Equity Index ETF) are both Large Cap Blend Equities funds - DSI tracks the MSCI KLD 400 Social Index while USPX tracks the Morningstar US Target Market Exposure Index. Both are passively managed. Over the past 10 years, DSI returned 15.02%/yr vs 12.33%/yr for USPX. Their correlation of 0.86 means they have usually moved in the same direction. DSI charges 0.25%/yr vs 0.03%/yr for USPX.

Performance

DSI vs. USPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI KLD 400 ETF (DSI) and Franklin U.S. Equity Index ETF (USPX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DSI achieves a 12.46% return, which is significantly higher than USPX's 11.39% return. Over the past 10 years, DSI has outperformed USPX with an annualized return of 15.02%, while USPX has yielded a comparatively lower 12.33% annualized return.

DSI

1D
1.97%
1M
2.00%
6M
10.56%
YTD
12.46%
1Y
23.30%
3Y*
20.53%
5Y*
12.38%
10Y*
15.02%
ALL TIME*
10.75%

USPX

1D
1.57%
1M
1.59%
6M
9.42%
YTD
11.39%
1Y
22.58%
3Y*
20.76%
5Y*
11.91%
10Y*
12.33%
ALL TIME*
12.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DSI

iShares ESG MSCI KLD 400 ETF
$16.78M$14.31M$16.21M

USPX

Franklin U.S. Equity Index ETF
$3.21M$2.97M$3.76M

DSI vs. USPX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DSI
iShares ESG MSCI KLD 400 ETF		12.46%18.03%22.38%28.51%-21.71%31.32%20.94%31.15%-3.90%20.89%
USPX
Franklin U.S. Equity Index ETF		11.39%17.78%24.97%27.07%-18.88%19.53%9.72%26.60%-7.78%23.80%

Correlation

The correlation between DSI and USPX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.96

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.86

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.86

The correlation between DSI and USPX shifts across timeframes, from 0.86 (all time) to 0.96 (3 years), reflecting how their relationship changes across market environments.

DSI vs. USPX - Sectors Allocation Comparison

Sectors
DSI
USPX

Technology

42.1%
37.4%

Communication Services

12.1%
9.6%

Financial Services

10.4%
12.5%

Industrials

8.8%
7.9%

Consumer Cyclical

8.0%
8.8%

Healthcare

7.4%
9.4%

Consumer Defensive

4.0%
4.7%

Real Estate

2.6%
1.8%

Basic Materials

2.2%
1.7%

Energy

1.5%
3.4%

Utilities

0.9%
2.6%

Technology

DSI
42.1%
USPX
37.4%

Communication Services

DSI
12.1%
USPX
9.6%

Financial Services

DSI
10.4%
USPX
12.5%

Industrials

DSI
8.8%
USPX
7.9%

Consumer Cyclical

DSI
8.0%
USPX
8.8%

Healthcare

DSI
7.4%
USPX
9.4%

Consumer Defensive

DSI
4.0%
USPX
4.7%

Real Estate

DSI
2.6%
USPX
1.8%

Basic Materials

DSI
2.2%
USPX
1.7%

Energy

DSI
1.5%
USPX
3.4%

Utilities

DSI
0.9%
USPX
2.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG MSCI KLD 400 ETF

Franklin U.S. Equity Index ETF

Often compared with DSI:
DSI vs. SPYDSI vs. VOODSI vs. FSLEXDSI vs. VTIDSI vs. XSUS.TODSI vs. QQQDSI vs. SPYG
Often compared with USPX:
USPX vs. JPEFUSPX vs. VOOUSPX vs. IVVUSPX vs. SPTMUSPX vs. BBUSUSPX vs. BDGSUSPX vs. VUAG.L

Return for Risk

DSI vs. USPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DSI
DSI Risk / Return Rank: 6565
Overall Rank
DSI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DSI Sortino Ratio Rank: 6767
Sortino Ratio Rank
DSI Omega Ratio Rank: 6666
Omega Ratio Rank
DSI Calmar Ratio Rank: 5858
Calmar Ratio Rank
DSI Martin Ratio Rank: 6666
Martin Ratio Rank
USPX
USPX Risk / Return Rank: 7272
Overall Rank
USPX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
USPX Sortino Ratio Rank: 7171
Sortino Ratio Rank
USPX Omega Ratio Rank: 7171
Omega Ratio Rank
USPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
USPX Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DSI vs. USPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI KLD 400 ETF (DSI) and Franklin U.S. Equity Index ETF (USPX). 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.

DSIUSPXDifference
Sharpe ratioReturn per unit of total volatility
1.62
1.75

-0.13

Sortino ratioReturn per unit of downside risk
2.27
2.42

-0.15

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

2.12

2.48

-0.36

Martin ratioReturn relative to average drawdown

8.22

10.39

-2.17

DSI vs. USPX - Sharpe Ratio Comparison

The current DSI Sharpe Ratio is 1.62, which is comparable to the USPX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of DSI and USPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

DSI vs. USPX - Drawdown Comparison

The maximum DSI drawdown since its inception was -54.23%, which is greater than USPX's maximum drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for DSI and USPX.

Loading charts...

Drawdown Indicators

DSIUSPXDifference

Max Drawdown

Largest peak-to-trough decline

-54.23%

-31.21%

-23.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-9.15%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-20.58%

-19.21%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-28.36%

-24.60%

-3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

-31.21%

-2.89%

Current Drawdown

Current decline from peak

0.00%

-0.08%

+0.08%

Average Drawdown

Average peak-to-trough decline

-7.48%

-4.40%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.18%

+0.66%

Volatility

DSI vs. USPX - Volatility Comparison

iShares ESG MSCI KLD 400 ETF (DSI) has a higher volatility of 4.96% compared to Franklin U.S. Equity Index ETF (USPX) at 3.73%. This indicates that DSI's price experiences larger fluctuations and is considered to be riskier than USPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

DSIUSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

3.73%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

10.32%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

13.01%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.14%

16.32%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.75%

15.98%

+2.77%

DSI vs. USPX - Expense Ratio Comparison

DSI has a 0.25% expense ratio, which is higher than USPX's 0.03% 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

DSI vs. USPX - Dividend Comparison

DSI's dividend yield for the trailing twelve months is around 0.86%, less than USPX's 1.08% yield.

PositionTTM20252024202320222021202020192018201720162015
DSI
iShares ESG MSCI KLD 400 ETF		0.86%0.92%1.03%1.19%1.39%0.99%1.22%1.40%1.63%1.28%1.51%1.46%
USPX
Franklin U.S. Equity Index ETF		1.08%1.07%1.23%1.35%2.21%2.40%2.51%3.07%2.91%2.60%4.89%0.00%

Frequently Asked Questions

With a correlation of 0.95, DSI and USPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DSI has higher volatility (4.96%) compared to USPX (3.73%). In terms of maximum drawdown, DSI dropped -54.23% vs USPX's -31.21%.

On 10-year performance, DSI leads with 15.02% vs 12.33% for USPX. On fees, USPX is cheaper at 0.03% per year. On volatility, USPX has been the lower-risk option at 3.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DSI has performed better with a 15.02% return vs 12.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USPX is cheaper with a 0.03% expense ratio, compared with 0.25% for DSI.

USPX has the higher dividend yield at 1.08%, compared with 0.86% for DSI.

DSI tracks MSCI KLD 400 Social Index, while USPX tracks Morningstar US Target Market Exposure Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.25% for DSI and 0.03% for USPX.

USPX currently has the higher Sharpe Ratio (1.75 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DSI and USPX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer