ESGY.TO vs. XTOT.TO
ESGY.TO (BMO MSCI USA Selection Equity Index ETF) and XTOT.TO (iShares Core S&P Total U.S. Stock Market Index ETF) are both Large Cap Blend Equities funds. Over the past year, ESGY.TO returned 28.69% vs 27.70% for XTOT.TO. A 0.76 correlation means they provide meaningful diversification when combined.
Performance
ESGY.TO vs. XTOT.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ESGY.TO achieves a 13.25% return, which is significantly lower than XTOT.TO's 14.52% return.
ESGY.TO
- 1D
- 1.45%
- 1M
- 2.57%
- YTD
- 13.25%
- 6M
- 13.11%
- 1Y
- 28.69%
- 3Y*
- 23.63%
- 5Y*
- 16.24%
- 10Y*
- —
XTOT.TO
- 1D
- 0.53%
- 1M
- 2.37%
- YTD
- 14.52%
- 6M
- 13.96%
- 1Y
- 27.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGY.TO vs. XTOT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESGY.TO BMO MSCI USA Selection Equity Index ETF | 13.25% | 18.28% |
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF | 14.52% | 16.84% |
Correlation
The correlation between ESGY.TO and XTOT.TO is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | 0.76 |
The correlation between ESGY.TO and XTOT.TO has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.
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Return for Risk
ESGY.TO vs. XTOT.TO — Risk / Return Rank
ESGY.TO
XTOT.TO
ESGY.TO vs. XTOT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO MSCI USA Selection Equity Index ETF (ESGY.TO) and iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.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.
| ESGY.TO | XTOT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.89 | -0.17 |
| Martin ratioReturn relative to average drawdown | 9.84 | 9.77 | +0.07 |
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Drawdowns
ESGY.TO vs. XTOT.TO - Drawdown Comparison
The maximum ESGY.TO drawdown since its inception was -26.36%, which is greater than XTOT.TO's maximum drawdown of -9.64%. Use the drawdown chart below to compare losses from any high point for ESGY.TO and XTOT.TO.
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Drawdown Indicators
| ESGY.TO | XTOT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.36% | -9.64% | -16.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -9.64% | -0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -20.83% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.89% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -1.79% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.84% | +0.08% |
Volatility
ESGY.TO vs. XTOT.TO - Volatility Comparison
The current volatility for BMO MSCI USA Selection Equity Index ETF (ESGY.TO) is 4.46%, while iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) has a volatility of 4.87%. This indicates that ESGY.TO experiences smaller price fluctuations and is considered to be less risky than XTOT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGY.TO | XTOT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 4.87% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 10.62% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 13.65% | -0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 13.51% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 13.51% | +3.36% |
Dividends
ESGY.TO vs. XTOT.TO - Dividend Comparison
ESGY.TO's dividend yield for the trailing twelve months is around 0.61%, less than XTOT.TO's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ESGY.TO BMO MSCI USA Selection Equity Index ETF | 0.61% | 0.66% | 0.79% | 1.16% | 1.34% | 1.12% | 1.44% |
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF | 0.81% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESGY.TO and XTOT.TO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: BMO and iShares.
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