ESG.TO vs. XUS-U.TO
Compare and contrast key facts about Invesco S&P 500 ESG Index ETF (ESG.TO) and iShares Core S&P 500 Index ETF (XUS-U.TO).
ESG.TO and XUS-U.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESG.TO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight ESG Leaders Select Index. It was launched on Mar 5, 2020. XUS-U.TO is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Oct 9, 2019. Both ESG.TO and XUS-U.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESG.TO vs. XUS-U.TO - Performance Comparison
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ESG.TO vs. XUS-U.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESG.TO Invesco S&P 500 ESG Index ETF | -3.46% | 10.99% | 33.33% | 25.19% | -14.05% | 32.71% | 19.30% |
XUS-U.TO iShares Core S&P 500 Index ETF | -3.71% | 12.26% | 35.04% | 23.39% | -13.24% | 26.58% | 19.16% |
Different Trading Currencies
ESG.TO is traded in CAD, while XUS-U.TO is traded in USD. To make them comparable, the XUS-U.TO values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESG.TO achieves a -3.46% return, which is significantly higher than XUS-U.TO's -6.61% return.
ESG.TO
- 1D
- 3.05%
- 1M
- -3.23%
- YTD
- -3.46%
- 6M
- -2.19%
- 1Y
- 14.25%
- 3Y*
- 18.23%
- 5Y*
- 14.03%
- 10Y*
- —
XUS-U.TO
- 1D
- 0.00%
- 1M
- -6.01%
- YTD
- -6.61%
- 6M
- -4.82%
- 1Y
- 9.82%
- 3Y*
- 17.60%
- 5Y*
- 12.76%
- 10Y*
- —
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ESG.TO vs. XUS-U.TO - Expense Ratio Comparison
ESG.TO has a 0.20% expense ratio, which is higher than XUS-U.TO's 0.09% 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
ESG.TO vs. XUS-U.TO — Risk / Return Rank
ESG.TO
XUS-U.TO
ESG.TO vs. XUS-U.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 ESG Index ETF (ESG.TO) and iShares Core S&P 500 Index ETF (XUS-U.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.
| ESG.TO | XUS-U.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.55 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.19 | 0.86 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.13 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.92 | +0.17 |
Martin ratioReturn relative to average drawdown | 3.97 | 3.39 | +0.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESG.TO | XUS-U.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.55 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.86 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.83 | +0.13 |
Correlation
The correlation between ESG.TO and XUS-U.TO is 0.74, 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
ESG.TO vs. XUS-U.TO - Dividend Comparison
ESG.TO's dividend yield for the trailing twelve months is around 0.87%, less than XUS-U.TO's 0.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESG.TO Invesco S&P 500 ESG Index ETF | 0.87% | 0.85% | 0.92% | 1.11% | 1.38% | 1.11% | 0.95% | 0.00% |
XUS-U.TO iShares Core S&P 500 Index ETF | 0.96% | 0.91% | 0.74% | 0.90% | 1.04% | 0.71% | 0.91% | 0.04% |
Drawdowns
ESG.TO vs. XUS-U.TO - Drawdown Comparison
The maximum ESG.TO drawdown since its inception was -22.31%, smaller than the maximum XUS-U.TO drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for ESG.TO and XUS-U.TO.
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Drawdown Indicators
| ESG.TO | XUS-U.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.31% | -33.55% | +11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.02% | -12.02% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | -25.06% | +2.75% |
Current DrawdownCurrent decline from peak | -6.93% | -6.40% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -5.64% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.55% | +1.02% |
Volatility
ESG.TO vs. XUS-U.TO - Volatility Comparison
Invesco S&P 500 ESG Index ETF (ESG.TO) has a higher volatility of 5.29% compared to iShares Core S&P 500 Index ETF (XUS-U.TO) at 4.52%. This indicates that ESG.TO's price experiences larger fluctuations and is considered to be riskier than XUS-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESG.TO | XUS-U.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.52% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 9.06% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 18.04% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 14.91% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 17.20% | -0.75% |