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GEQT.TO vs. DSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GEQT.TO vs. DSI

Last updated Jun 14, 2026

GEQT.TO (iShares ESG Equity ETF Portfolio) and DSI (iShares MSCI KLD 400 Social ETF) are both exchange-traded funds - GEQT.TO is a Global Equities fund actively managed by iShares, while DSI is a Large Cap Growth Equities fund tracking the MSCI KLD 400 Social Index. GEQT.TO is actively managed, while DSI is passively managed. Over the past 5 years, GEQT.TO returned 14.25%/yr vs 16.04%/yr for DSI. A 0.57 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.

Performance

GEQT.TO vs. DSI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Equity ETF Portfolio (GEQT.TO) and iShares MSCI KLD 400 Social ETF (DSI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GEQT.TO is traded in CAD, while DSI is traded in USD. To make them comparable, the DSI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GEQT.TO achieves a 14.29% return, which is significantly higher than DSI's 12.10% return.

GEQT.TO

1D
0.73%
1M
3.38%
YTD
14.29%
6M
12.50%
1Y
30.11%
3Y*
22.29%
5Y*
14.25%
10Y*
—

DSI

1D
1.01%
1M
0.81%
YTD
12.10%
6M
12.10%
1Y
30.61%
3Y*
22.43%
5Y*
16.04%
10Y*
16.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEQT.TO vs. DSI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
GEQT.TO
iShares ESG Equity ETF Portfolio		14.29%17.86%25.42%22.35%-15.19%21.99%7.15%
DSI
iShares MSCI KLD 400 Social ETF		12.10%12.64%32.74%25.45%-16.75%31.25%4.84%

Correlation

The correlation between GEQT.TO and DSI 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 (3Y)
Calculated over the trailing 3-year period

0.62

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

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2020

0.57

The correlation between GEQT.TO and DSI shifts across timeframes, from 0.57 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.

GEQT.TO vs. DSI - Sectors Allocation Comparison

Sectors
GEQT.TO
DSI

Technology

34.2%
43.1%

Financial Services

29.0%
10.1%

Industrials

8.6%
8.0%

Basic Materials

7.0%
2.2%

Consumer Cyclical

5.0%
8.0%

Healthcare

4.9%
7.0%

Real Estate

2.9%
2.6%

Communication Services

2.8%
12.8%

Consumer Defensive

2.7%
4.0%

Utilities

1.0%
0.9%

Energy

0.1%
1.5%

Technology

GEQT.TO
34.2%
DSI
43.1%

Financial Services

GEQT.TO
29.0%
DSI
10.1%

Industrials

GEQT.TO
8.6%
DSI
8.0%

Basic Materials

GEQT.TO
7.0%
DSI
2.2%

Consumer Cyclical

GEQT.TO
5.0%
DSI
8.0%

Healthcare

GEQT.TO
4.9%
DSI
7.0%

Real Estate

GEQT.TO
2.9%
DSI
2.6%

Communication Services

GEQT.TO
2.8%
DSI
12.8%

Consumer Defensive

GEQT.TO
2.7%
DSI
4.0%

Utilities

GEQT.TO
1.0%
DSI
0.9%

Energy

GEQT.TO
0.1%
DSI
1.5%

Compare stocks, funds, or ETFs

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iShares ESG Equity ETF Portfolio

iShares MSCI KLD 400 Social ETF

Often compared with GEQT.TO:
GEQT.TO vs. XEQT.TOGEQT.TO vs. GGRO.TOGEQT.TO vs. ZAG.TOGEQT.TO vs. GBAL.TOGEQT.TO vs. XEN.TOGEQT.TO vs. XBAL.TOGEQT.TO vs. VT
Often compared with DSI:
DSI vs. SPYDSI vs. VOODSI vs. FSLEXDSI vs. XSUS.TODSI vs. VTIDSI vs. QQQDSI vs. SPYG

Return for Risk

GEQT.TO vs. DSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GEQT.TO
GEQT.TO Risk / Return Rank: 7070
Overall Rank
GEQT.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GEQT.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
GEQT.TO Omega Ratio Rank: 6969
Omega Ratio Rank
GEQT.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
GEQT.TO Martin Ratio Rank: 7575
Martin Ratio Rank
DSI
DSI Risk / Return Rank: 6161
Overall Rank
DSI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DSI Sortino Ratio Rank: 6464
Sortino Ratio Rank
DSI Omega Ratio Rank: 6464
Omega Ratio Rank
DSI Calmar Ratio Rank: 5252
Calmar Ratio Rank
DSI Martin Ratio Rank: 6161
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.

GEQT.TO vs. DSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Equity ETF Portfolio (GEQT.TO) and iShares MSCI KLD 400 Social ETF (DSI). 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.

GEQT.TODSIDifference
Sharpe ratioReturn per unit of total volatility
1.97
2.03

-0.06

Sortino ratioReturn per unit of downside risk
2.71
2.79

-0.08

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

3.06

2.70

+0.36

Martin ratioReturn relative to average drawdown

12.49

9.78

+2.70

GEQT.TO vs. DSI - Sharpe Ratio Comparison

The current GEQT.TO Sharpe Ratio is 1.97, which is comparable to the DSI Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of GEQT.TO and DSI, 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

GEQT.TO vs. DSI - Drawdown Comparison

The maximum GEQT.TO drawdown since its inception was -23.66%, smaller than the maximum DSI drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for GEQT.TO and DSI.

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Drawdown Indicators

GEQT.TODSIDifference

Max Drawdown

Largest peak-to-trough decline

-23.66%

-46.77%

+23.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-10.51%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-21.44%

+3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-24.84%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.10%

—

Current Drawdown

Current decline from peak

-0.75%

-1.56%

+0.81%

Average Drawdown

Average peak-to-trough decline

-5.10%

-8.95%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.90%

-0.63%

Volatility

GEQT.TO vs. DSI - Volatility Comparison

iShares ESG Equity ETF Portfolio (GEQT.TO) has a higher volatility of 5.72% compared to iShares MSCI KLD 400 Social ETF (DSI) at 5.41%. This indicates that GEQT.TO's price experiences larger fluctuations and is considered to be riskier than DSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GEQT.TODSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

5.41%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

11.15%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

13.94%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

18.89%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

19.76%

-2.40%

GEQT.TO vs. DSI - Expense Ratio Comparison

Both GEQT.TO and DSI have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

GEQT.TO vs. DSI - Dividend Comparison

GEQT.TO's dividend yield for the trailing twelve months is around 1.11%, more than DSI's 0.86% yield.

PositionTTM20252024202320222021202020192018201720162015
DSI
iShares MSCI KLD 400 Social ETF		0.86%0.92%1.03%1.19%1.39%0.99%1.22%1.40%1.63%1.28%1.51%1.46%
GEQT.TO
iShares ESG Equity ETF Portfolio		1.11%1.26%1.38%1.58%1.82%1.32%0.87%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

GEQT.TO and DSI 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.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GEQT.TO and DSI have the same expense ratio: 0.25% per year.

GEQT.TO is categorized as Global Equities, while DSI is Large Cap Growth Equities.

Portfolio Optimizer

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