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ESGY.TO vs. XUSR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESGY.TO vs. XUSR.TO

Last updated Jul 25, 2026
Documentation

ESGY.TO (BMO MSCI USA Selection Equity Index ETF) and XUSR.TO (iShares ESG Advanced MSCI USA Index ETF) are both exchange-traded funds - ESGY.TO is a Large Cap Blend Equities fund tracking the MSCI USA Selection Index, while XUSR.TO is a Large Cap Growth Equities fund tracking the MSCI USA Choice ESG Screened Index. Both are passively managed. Over the past 5 years, ESGY.TO returned 14.45%/yr vs 14.13%/yr for XUSR.TO. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.23% expense ratio.

Performance

ESGY.TO vs. XUSR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO MSCI USA Selection Equity Index ETF (ESGY.TO) and iShares ESG Advanced MSCI USA Index ETF (XUSR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGY.TO achieves a 9.51% return, which is significantly lower than XUSR.TO's 18.40% return.

ESGY.TO

1D
0.19%
1M
-0.88%
6M
7.44%
YTD
9.51%
1Y
20.46%
3Y*
21.11%
5Y*
14.45%
10Y*
—
ALL TIME*
15.76%

XUSR.TO

1D
-0.85%
1M
-2.42%
6M
16.79%
YTD
18.40%
1Y
21.17%
3Y*
22.84%
5Y*
14.13%
10Y*
—
ALL TIME*
18.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ESGY.TO

BMO MSCI USA Selection Equity Index ETF
CA$61.83KCA$62.00KCA$52.95K

XUSR.TO

iShares ESG Advanced MSCI USA Index ETF
CA$765.03KCA$644.50KCA$455.21K

ESGY.TO vs. XUSR.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ESGY.TO
BMO MSCI USA Selection Equity Index ETF		9.51%13.67%33.83%26.54%-15.46%30.67%22.57%
XUSR.TO
iShares ESG Advanced MSCI USA Index ETF		18.40%9.23%32.46%29.28%-17.20%24.47%27.03%

Correlation

The correlation between ESGY.TO and XUSR.TO is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2020

0.66

The correlation between ESGY.TO and XUSR.TO shifts across timeframes, from 0.66 (all time) to 0.79 (3 years), reflecting how their relationship changes across market environments.

ESGY.TO vs. XUSR.TO - Sectors Allocation Comparison

Sectors
ESGY.TO
XUSR.TO

Technology

36.3%
55.4%

Communication Services

13.3%
2.3%

Financial Services

10.5%
14.7%

Healthcare

9.7%
5.6%

Consumer Cyclical

9.4%
6.4%

Industrials

8.5%
8.7%

Consumer Defensive

5.4%
0.9%

Real Estate

2.1%
3.7%

Basic Materials

2.0%
2.2%

Energy

1.9%
0.1%

Utilities

0.9%
0.1%

Technology

ESGY.TO
36.3%
XUSR.TO
55.4%

Communication Services

ESGY.TO
13.3%
XUSR.TO
2.3%

Financial Services

ESGY.TO
10.5%
XUSR.TO
14.7%

Healthcare

ESGY.TO
9.7%
XUSR.TO
5.6%

Consumer Cyclical

ESGY.TO
9.4%
XUSR.TO
6.4%

Industrials

ESGY.TO
8.5%
XUSR.TO
8.7%

Consumer Defensive

ESGY.TO
5.4%
XUSR.TO
0.9%

Real Estate

ESGY.TO
2.1%
XUSR.TO
3.7%

Basic Materials

ESGY.TO
2.0%
XUSR.TO
2.2%

Energy

ESGY.TO
1.9%
XUSR.TO
0.1%

Utilities

ESGY.TO
0.9%
XUSR.TO
0.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

BMO MSCI USA Selection Equity Index ETF

iShares ESG Advanced MSCI USA Index ETF

Often compared with ESGY.TO:
ESGY.TO vs. ZLH.TOESGY.TO vs. QUU.TOESGY.TO vs. FLUS.TOESGY.TO vs. XUSC.TOESGY.TO vs. THU.TOESGY.TO vs. VUN.TOESGY.TO vs. SMVP.TO
Often compared with XUSR.TO:
XUSR.TO vs. XSUS.TOXUSR.TO vs. XUS.TOXUSR.TO vs. XCSR.TOXUSR.TO vs. VFV.TOXUSR.TO vs. USXFXUSR.TO vs. EAORXUSR.TO vs. VDY.TO

Return for Risk

ESGY.TO vs. XUSR.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESGY.TO
ESGY.TO Risk / Return Rank: 6565
Overall Rank
ESGY.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ESGY.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
ESGY.TO Omega Ratio Rank: 7070
Omega Ratio Rank
ESGY.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
ESGY.TO Martin Ratio Rank: 5858
Martin Ratio Rank
XUSR.TO
XUSR.TO Risk / Return Rank: 4747
Overall Rank
XUSR.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XUSR.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
XUSR.TO Omega Ratio Rank: 4545
Omega Ratio Rank
XUSR.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
XUSR.TO Martin Ratio Rank: 4747
Martin Ratio Rank
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.

ESGY.TO vs. XUSR.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 ESG Advanced MSCI USA Index ETF (XUSR.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.TOXUSR.TODifference
Sharpe ratioReturn per unit of total volatility
1.61
1.15

+0.46

Sortino ratioReturn per unit of downside risk
2.35
1.59

+0.76

Omega ratioGain probability vs. loss probability

1.30

1.21

+0.09

Calmar ratioReturn relative to maximum drawdown

1.93

1.85

+0.09

Martin ratioReturn relative to average drawdown

6.94

5.29

+1.65

ESGY.TO vs. XUSR.TO - Sharpe Ratio Comparison

The current ESGY.TO Sharpe Ratio is 1.61, which is higher than the XUSR.TO Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of ESGY.TO and XUSR.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ESGY.TO vs. XUSR.TO - Drawdown Comparison

The maximum ESGY.TO drawdown since its inception was -26.36%, smaller than the maximum XUSR.TO drawdown of -31.17%. Use the drawdown chart below to compare losses from any high point for ESGY.TO and XUSR.TO.

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Drawdown Indicators

ESGY.TOXUSR.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.36%

-31.17%

+4.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-11.52%

+0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-20.83%

-23.01%

+2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-22.89%

-31.17%

+8.28%

Current Drawdown

Current decline from peak

-3.59%

-5.13%

+1.54%

Average Drawdown

Average peak-to-trough decline

-5.23%

-7.87%

+2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

4.01%

-1.05%

Volatility

ESGY.TO vs. XUSR.TO - Volatility Comparison

The current volatility for BMO MSCI USA Selection Equity Index ETF (ESGY.TO) is 3.27%, while iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) has a volatility of 6.31%. This indicates that ESGY.TO experiences smaller price fluctuations and is considered to be less risky than XUSR.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.TOXUSR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

6.31%

-3.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

14.76%

-4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

18.52%

-5.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

20.24%

-4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

23.85%

-7.04%

ESGY.TO vs. XUSR.TO - Expense Ratio Comparison

Both ESGY.TO and XUSR.TO have an expense ratio of 0.23%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

ESGY.TO vs. XUSR.TO - Dividend Comparison

ESGY.TO's dividend yield for the trailing twelve months is around 0.63%, more than XUSR.TO's 0.58% yield.

PositionTTM202520242023202220212020
ESGY.TO
BMO MSCI USA Selection Equity Index ETF		0.63%0.66%0.79%1.16%1.34%1.12%1.44%
XUSR.TO
iShares ESG Advanced MSCI USA Index ETF		0.58%0.67%0.69%0.93%1.01%0.66%0.34%

Frequently Asked Questions

ESGY.TO and XUSR.TO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.23% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ESGY.TO and XUSR.TO have the same expense ratio: 0.23% per year.

ESGY.TO is categorized as Large Cap Blend Equities, while XUSR.TO is Large Cap Growth Equities. ESGY.TO tracks MSCI USA Selection Index, while XUSR.TO tracks MSCI USA Choice ESG Screened Index. They also come from different issuers: BMO and iShares.

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