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FCRI.TO vs. XDSR.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCRI.TO vs. XDSR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin International Core Equity Fund ETF Series (FCRI.TO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO). The values are adjusted to include any dividend payments, if applicable.

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FCRI.TO vs. XDSR.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FCRI.TO achieves a -0.75% return, which is significantly lower than XDSR.TO's 0.91% return.


FCRI.TO

1D
2.92%
1M
-7.09%
YTD
-0.75%
6M
7.22%
1Y
3Y*
5Y*
10Y*

XDSR.TO

1D
3.42%
1M
-6.84%
YTD
0.91%
6M
1.44%
1Y
13.16%
3Y*
12.35%
5Y*
7.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCRI.TO vs. XDSR.TO - Expense Ratio Comparison


Return for Risk

FCRI.TO vs. XDSR.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCRI.TO

XDSR.TO
XDSR.TO Risk / Return Rank: 4040
Overall Rank
XDSR.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDSR.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
XDSR.TO Omega Ratio Rank: 4040
Omega Ratio Rank
XDSR.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
XDSR.TO Martin Ratio Rank: 4040
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.

FCRI.TO vs. XDSR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Equity Fund ETF Series (FCRI.TO) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FCRI.TO vs. XDSR.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FCRI.TOXDSR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.55

0.52

+1.03

Correlation

The correlation between FCRI.TO and XDSR.TO is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FCRI.TO vs. XDSR.TO - Dividend Comparison

FCRI.TO's dividend yield for the trailing twelve months is around 2.83%, more than XDSR.TO's 1.82% yield.


TTM202520242023202220212020
FCRI.TO
Franklin International Core Equity Fund ETF Series
2.83%2.81%0.00%0.00%0.00%0.00%0.00%
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF
1.82%1.84%1.94%1.94%2.27%1.45%0.77%

Drawdowns

FCRI.TO vs. XDSR.TO - Drawdown Comparison

The maximum FCRI.TO drawdown since its inception was -11.01%, smaller than the maximum XDSR.TO drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for FCRI.TO and XDSR.TO.


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Drawdown Indicators


FCRI.TOXDSR.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.01%

-29.13%

+18.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

Current Drawdown

Current decline from peak

-7.09%

-7.38%

+0.29%

Average Drawdown

Average peak-to-trough decline

-1.28%

-6.20%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

Volatility

FCRI.TO vs. XDSR.TO - Volatility Comparison


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Volatility by Period


FCRI.TOXDSR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

18.08%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

14.55%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.39%

48.73%

-35.34%