DSI vs. USXF

Last updated Jun 16, 2026

DSI (iShares MSCI KLD 400 Social ETF) and USXF (iShares ESG Advanced MSCI USA ETF) are both Large Cap Growth Equities funds from iShares - DSI tracks the MSCI KLD 400 Social Index while USXF tracks the MSCI USA Choice ESG Screened Index. Both are passively managed. Over the past 5 years, DSI returned 13.33%/yr vs 15.64%/yr for USXF. Their correlation of 0.94 suggests significant overlap in exposure. DSI charges 0.25%/yr vs 0.10%/yr for USXF.

Performance

DSI vs. USXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI KLD 400 Social ETF (DSI) and iShares ESG Advanced MSCI USA ETF (USXF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DSI achieves a 11.83% return, which is significantly lower than USXF's 20.37% return.

DSI

• 1D: 1.78%
• 1M: 2.10%
• YTD: 11.83%
• 6M: 12.35%
• 1Y: 29.36%
• 3Y*: 20.81%
• 5Y*: 13.33%
• 10Y*: 15.60%

USXF

• 1D: 2.44%
• 1M: 5.10%
• YTD: 20.37%
• 6M: 21.61%
• 1Y: 36.09%
• 3Y*: 25.87%
• 5Y*: 15.64%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DSI vs. USXF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DSI iShares MSCI KLD 400 Social ETF	11.83%	18.03%	22.38%	28.51%	-21.71%	31.32%	22.00%
USXF iShares ESG Advanced MSCI USA ETF	20.37%	16.97%	26.16%	31.65%	-21.20%	27.14%	23.07%

Correlation

The correlation between DSI and USXF is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020	0.94

The correlation between DSI and USXF has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

DSI vs. USXF - Sectors Allocation Comparison

Sectors	DSI	USXF
Technology	43.1%	53.9%
Communication Services	12.8%	2.0%
Financial Services	10.1%	15.1%
Industrials	8.0%	8.0%
Consumer Cyclical	8.0%	6.6%
Healthcare	7.0%	5.7%
Consumer Defensive	4.0%	0.9%
Real Estate	2.6%	4.0%
Basic Materials	2.2%	2.3%
Energy	1.5%	0.1%
Utilities	0.9%	1.1%

Return for Risk

DSI vs. USXF — Risk / Return Rank

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

DSI

DSI Risk / Return Rank: 68
DSI Sharpe Ratio Rank: 74
DSI Sortino Ratio Rank: 72
DSI Omega Ratio Rank: 73
DSI Calmar Ratio Rank: 58
DSI Martin Ratio Rank: 66

USXF

USXF Risk / Return Rank: 72
USXF Sharpe Ratio Rank: 72
USXF Sortino Ratio Rank: 66
USXF Omega Ratio Rank: 68
USXF Calmar Ratio Rank: 76
USXF Martin Ratio Rank: 78

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.

DSI vs. USXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) and iShares ESG Advanced MSCI USA ETF (USXF). 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.

	DSI	USXF	Difference
Sharpe ratio: Return per unit of total volatility	2.17	2.10	+0.06
Sortino ratio: Return per unit of downside risk	2.93	2.77	+0.16
Omega ratio: Gain probability vs. loss probability	1.39	1.37	+0.02
Calmar ratio: Return relative to maximum drawdown	2.67	3.56	-0.89
Martin ratio: Return relative to average drawdown	11.05	13.71	-2.66

DSI vs. USXF - Sharpe Ratio Comparison

The current DSI Sharpe Ratio is 2.17, which is comparable to the USXF Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DSI and USXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DSI vs. USXF - Drawdown Comparison

The maximum DSI drawdown since its inception was -54.23%, which is greater than USXF's maximum drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for DSI and USXF.

Drawdown Indicators

	DSI	USXF	Difference
Max Drawdown Largest peak-to-trough decline	-54.23%	-29.54%	-24.69%
Max Drawdown (1Y) Largest decline over 1 year	-11.05%	-10.19%	-0.86%
Max Drawdown (3Y) Largest decline over 3 years	-20.58%	-20.93%	+0.35%
Max Drawdown (5Y) Largest decline over 5 years	-28.36%	-29.54%	+1.18%
Max Drawdown (10Y) Largest decline over 10 years	-34.10%	—	—
Current Drawdown Current decline from peak	-0.51%	-0.83%	+0.32%
Average Drawdown Average peak-to-trough decline	-7.51%	-6.40%	-1.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	2.64%	+0.02%

Volatility

DSI vs. USXF - Volatility Comparison

The current volatility for iShares MSCI KLD 400 Social ETF (DSI) is 5.40%, while iShares ESG Advanced MSCI USA ETF (USXF) has a volatility of 7.98%. This indicates that DSI experiences smaller price fluctuations and is considered to be less risky than USXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSI	USXF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.40%	7.98%	-2.58%
Volatility (6M) Calculated over the trailing 6-month period	10.95%	14.39%	-3.44%
Volatility (1Y) Calculated over the trailing 1-year period	13.65%	17.29%	-3.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.02%	19.76%	-1.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.76%	19.31%	-0.55%

DSI vs. USXF - Expense Ratio Comparison

DSI has a 0.25% expense ratio, which is higher than USXF's 0.10% 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. USXF - Dividend Comparison

DSI's dividend yield for the trailing twelve months is around 1.04%, more than USXF's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSI iShares MSCI KLD 400 Social ETF	1.04%	0.92%	1.03%	1.19%	1.39%	0.99%	1.22%	1.40%	1.63%	1.28%	1.51%	1.46%
USXF iShares ESG Advanced MSCI USA ETF	0.98%	0.93%	1.00%	1.21%	1.39%	0.86%	0.58%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DSI and USXF in my portfolio?

With a correlation of 0.91, DSI and USXF 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.

Which is riskier, DSI or USXF?

USXF has higher volatility (7.98%) compared to DSI (5.40%). In terms of maximum drawdown, DSI dropped -54.23% vs USXF's -29.54%.

Which ETF is better, DSI or USXF?

On 5-year performance, USXF leads with 15.64% vs 13.33% for DSI. On fees, USXF is cheaper at 0.10% per year. On volatility, DSI has been the lower-risk option at 5.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DSI or USXF?

Over the 5-year period, USXF has performed better with a 15.64% return vs 13.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DSI or USXF?

USXF is cheaper with a 0.10% expense ratio, compared with 0.25% for DSI.

Which ETF pays a higher dividend yield, DSI or USXF?

DSI has the higher dividend yield at 1.04%, compared with 0.98% for USXF.

What is the main difference between DSI and USXF?

DSI tracks MSCI KLD 400 Social Index, while USXF tracks MSCI USA Choice ESG Screened Index. Their fees differ too: 0.25% for DSI and 0.10% for USXF.

Which has better risk-adjusted returns?

DSI currently has the higher Sharpe Ratio (2.17 vs 2.10), 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.