DSI vs. XSTB.TO
DSI (iShares MSCI KLD 400 Social ETF) and XSTB.TO (iShares ESG Aware Canadian Short Term Bond Index ETF) are both exchange-traded funds - DSI is a Large Cap Growth Equities fund tracking the MSCI KLD 400 Social Index, while XSTB.TO is a Canadian Government Bonds fund tracking the Morningstar Can 1-5Y Core Bd GR CAD. Both are passively managed. Over the past 5 years, DSI returned 12.74%/yr vs -0.94%/yr for XSTB.TO. At a 0.05 correlation, their price movements are largely independent. DSI charges 0.25%/yr vs 0.17%/yr for XSTB.TO.
Performance
DSI vs. XSTB.TO - Performance Comparison
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Different Trading Currencies
DSI is traded in USD, while XSTB.TO is traded in CAD. To make them comparable, the XSTB.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DSI achieves a 9.87% return, which is significantly higher than XSTB.TO's -0.92% return.
DSI
- 1D
- 0.83%
- 1M
- -1.12%
- YTD
- 9.87%
- 6M
- 10.52%
- 1Y
- 27.10%
- 3Y*
- 20.62%
- 5Y*
- 12.74%
- 10Y*
- 15.40%
XSTB.TO
- 1D
- -0.18%
- 1M
- -1.28%
- YTD
- -0.92%
- 6M
- -0.04%
- 1Y
- 0.29%
- 3Y*
- 3.19%
- 5Y*
- -0.94%
- 10Y*
- —
DSI vs. XSTB.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 9.87% | 18.03% | 22.38% | 28.51% | -21.71% | 31.32% | 20.94% | 15.60% |
XSTB.TO iShares ESG Aware Canadian Short Term Bond Index ETF | -0.92% | 8.56% | -2.94% | 7.42% | -9.64% | -1.07% | 7.50% | 3.77% |
Correlation
The correlation between DSI and XSTB.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2019 | 0.05 |
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Return for Risk
DSI vs. XSTB.TO — Risk / Return Rank
DSI
XSTB.TO
DSI vs. XSTB.TO - 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 Aware Canadian Short Term Bond Index ETF (XSTB.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.
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 | XSTB.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.03 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 0.24 | +2.07 |
| Martin ratioReturn relative to average drawdown | 9.56 | 0.55 | +9.01 |
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Drawdowns
DSI vs. XSTB.TO - Drawdown Comparison
The maximum DSI drawdown since its inception was -54.23%, which is greater than XSTB.TO's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for DSI and XSTB.TO.
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Drawdown Indicators
| DSI | XSTB.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.23% | -18.31% | -35.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -3.43% | -7.62% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -7.23% | -13.35% |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | -17.61% | -10.75% |
Max Drawdown (10Y)Largest decline over 10 years | -34.10% | — | — |
Current DrawdownCurrent decline from peak | -2.26% | -4.96% | +2.70% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -6.84% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 1.47% | +1.20% |
Volatility
DSI vs. XSTB.TO - Volatility Comparison
iShares MSCI KLD 400 Social ETF (DSI) has a higher volatility of 5.22% compared to iShares ESG Aware Canadian Short Term Bond Index ETF (XSTB.TO) at 1.12%. This indicates that DSI's price experiences larger fluctuations and is considered to be riskier than XSTB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSI | XSTB.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 1.12% | +4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 3.62% | +7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 4.72% | +8.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.00% | 6.87% | +11.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.74% | 6.88% | +11.86% |
DSI vs. XSTB.TO - Expense Ratio Comparison
DSI has a 0.25% expense ratio, which is higher than XSTB.TO's 0.17% 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. XSTB.TO - Dividend Comparison
DSI's dividend yield for the trailing twelve months is around 0.86%, less than XSTB.TO's 2.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social 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% |
XSTB.TO iShares ESG Aware Canadian Short Term Bond Index ETF | 2.87% | 2.88% | 2.64% | 2.22% | 1.93% | 1.82% | 2.10% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DSI and XSTB.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSTB.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSTB.TO is cheaper with a 0.17% expense ratio, compared with 0.25% for DSI.
DSI is categorized as Large Cap Growth Equities, while XSTB.TO is Canadian Government Bonds. DSI tracks MSCI KLD 400 Social Index, while XSTB.TO tracks Morningstar Can 1-5Y Core Bd GR CAD. Their fees differ too: 0.25% for DSI and 0.17% for XSTB.TO.
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