FCIL.NEO vs. XDSR.TO
Compare and contrast key facts about Fidelity International Low Volatility ETF (FCIL.NEO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO).
FCIL.NEO and XDSR.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCIL.NEO is a passively managed fund by Fidelity that tracks the performance of the Fidelity Canada International Low Volatility Index. It was launched on Jan 18, 2019. XDSR.TO is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Apr 15, 2020. Both FCIL.NEO and XDSR.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
FCIL.NEO vs. XDSR.TO - Performance Comparison
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FCIL.NEO vs. XDSR.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FCIL.NEO Fidelity International Low Volatility ETF | 5.42% | 19.10% | 7.89% | 11.49% | -6.83% | 7.63% | 3.32% |
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF | 2.48% | 16.05% | 12.43% | 16.82% | -14.11% | 10.05% | 161.23% |
Returns By Period
In the year-to-date period, FCIL.NEO achieves a 5.42% return, which is significantly higher than XDSR.TO's 2.48% return.
FCIL.NEO
- 1D
- 2.54%
- 1M
- -5.04%
- YTD
- 5.42%
- 6M
- 9.41%
- 1Y
- 15.60%
- 3Y*
- 12.62%
- 5Y*
- 9.03%
- 10Y*
- —
XDSR.TO
- 1D
- 1.55%
- 1M
- -3.39%
- YTD
- 2.48%
- 6M
- 2.09%
- 1Y
- 14.25%
- 3Y*
- 12.93%
- 5Y*
- 7.70%
- 10Y*
- —
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FCIL.NEO vs. XDSR.TO - Expense Ratio Comparison
FCIL.NEO has a 0.45% expense ratio, which is higher than XDSR.TO's 0.28% expense ratio.
Return for Risk
FCIL.NEO vs. XDSR.TO — Risk / Return Rank
FCIL.NEO
XDSR.TO
FCIL.NEO vs. XDSR.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Low Volatility ETF (FCIL.NEO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.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.
| FCIL.NEO | XDSR.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.79 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.24 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.24 | +0.44 |
Martin ratioReturn relative to average drawdown | 4.57 | 4.62 | -0.05 |
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
| FCIL.NEO | XDSR.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.79 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.53 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.53 | +0.02 |
Correlation
The correlation between FCIL.NEO and XDSR.TO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FCIL.NEO vs. XDSR.TO - Dividend Comparison
FCIL.NEO has not paid dividends to shareholders, while XDSR.TO's dividend yield for the trailing twelve months is around 1.79%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FCIL.NEO Fidelity International Low Volatility ETF | 0.00% | 0.00% | 0.00% | 1.94% | 2.44% | 2.53% | 3.78% | 2.15% |
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF | 1.79% | 1.84% | 1.94% | 1.94% | 2.27% | 1.45% | 0.77% | 0.00% |
Drawdowns
FCIL.NEO vs. XDSR.TO - Drawdown Comparison
The maximum FCIL.NEO drawdown since its inception was -20.28%, smaller than the maximum XDSR.TO drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for FCIL.NEO and XDSR.TO.
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Drawdown Indicators
| FCIL.NEO | XDSR.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.28% | -29.13% | +8.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -12.06% | +2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -29.13% | +8.85% |
Current DrawdownCurrent decline from peak | -5.04% | -5.94% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -6.20% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 3.23% | +0.13% |
Volatility
FCIL.NEO vs. XDSR.TO - Volatility Comparison
The current volatility for Fidelity International Low Volatility ETF (FCIL.NEO) is 6.33%, while iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) has a volatility of 7.92%. This indicates that FCIL.NEO experiences smaller price fluctuations and is considered to be less risky than XDSR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCIL.NEO | XDSR.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 7.92% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 11.49% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 18.10% | -2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.79% | 14.56% | -1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.65% | 48.72% | -35.07% |