ESGY.TO vs. XUSC.TO
ESGY.TO (BMO MSCI USA Selection Equity Index ETF) and XUSC.TO (iShares S&P 500 3% Capped Index ETF (CAD Units)) are both Large Cap Blend Equities funds. Over the past year, ESGY.TO returned 28.69% vs 27.79% for XUSC.TO. A 0.79 correlation means they provide meaningful diversification when combined.
Performance
ESGY.TO vs. XUSC.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESGY.TO achieves a 13.25% return, which is significantly lower than XUSC.TO's 15.71% 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*
- —
XUSC.TO
- 1D
- 0.64%
- 1M
- 3.62%
- YTD
- 15.71%
- 6M
- 15.13%
- 1Y
- 27.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGY.TO vs. XUSC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ESGY.TO BMO MSCI USA Selection Equity Index ETF | 13.25% | 13.67% | 9.56% |
XUSC.TO iShares S&P 500 3% Capped Index ETF (CAD Units) | 15.71% | 11.40% | 10.66% |
Correlation
The correlation between ESGY.TO and XUSC.TO is 0.76, 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 | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2024 | 0.79 |
The correlation between ESGY.TO and XUSC.TO has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESGY.TO vs. XUSC.TO — Risk / Return Rank
ESGY.TO
XUSC.TO
ESGY.TO vs. XUSC.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 S&P 500 3% Capped Index ETF (CAD Units) (XUSC.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 | XUSC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 3.67 | -0.96 |
| Martin ratioReturn relative to average drawdown | 9.84 | 13.32 | -3.48 |
Loading charts...
Drawdowns
ESGY.TO vs. XUSC.TO - Drawdown Comparison
The maximum ESGY.TO drawdown since its inception was -26.36%, which is greater than XUSC.TO's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for ESGY.TO and XUSC.TO.
Loading charts...
Drawdown Indicators
| ESGY.TO | XUSC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.36% | -18.31% | -8.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -7.60% | -3.02% |
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% | -2.63% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.09% | +0.83% |
Volatility
ESGY.TO vs. XUSC.TO - Volatility Comparison
BMO MSCI USA Selection Equity Index ETF (ESGY.TO) has a higher volatility of 4.46% compared to iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.TO) at 4.22%. This indicates that ESGY.TO's price experiences larger fluctuations and is considered to be riskier than XUSC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ESGY.TO | XUSC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 4.22% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 9.23% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 11.87% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 15.69% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 15.69% | +1.18% |
Dividends
ESGY.TO vs. XUSC.TO - Dividend Comparison
ESGY.TO's dividend yield for the trailing twelve months is around 0.61%, less than XUSC.TO's 0.92% 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% |
XUSC.TO iShares S&P 500 3% Capped Index ETF (CAD Units) | 0.92% | 0.94% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESGY.TO and XUSC.TO have a correlation of 0.76, 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.
Find the right allocation for ESGY.TO and XUSC.TO
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