IMTM vs. XDSR.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares MSCI Intl Momentum Factor ETF (IMTM) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO).

IMTM 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. IMTM is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Momentum. It was launched on Jan 13, 2015. 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 IMTM 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

IMTM vs. XDSR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Momentum Factor ETF (IMTM) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO). The values are adjusted to include any dividend payments, if applicable.

IMTM vs. XDSR.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IMTM iShares MSCI Intl Momentum Factor ETF	0.10%	34.50%	12.17%	13.89%	-16.81%	3.50%	31.85%
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF	-0.38%	21.61%	3.55%	19.48%	-19.85%	10.86%	184.63%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IMTM achieves a 0.10% return, which is significantly higher than XDSR.TO's -0.38% return.

IMTM

• 1D: 3.80%
• 1M: -8.90%
• YTD: 0.10%
• 6M: 3.92%
• 1Y: 26.08%
• 3Y*: 17.95%
• 5Y*: 7.77%
• 10Y*: 9.46%

XDSR.TO

• 1D: 3.53%
• 1M: -8.57%
• YTD: -0.38%
• 6M: 1.57%
• 1Y: 17.07%
• 3Y*: 11.30%
• 5Y*: 5.19%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IMTM vs. XDSR.TO - Expense Ratio Comparison

IMTM has a 0.30% expense ratio, which is higher than XDSR.TO's 0.28% expense ratio.

IMTM

iShares MSCI Intl Momentum Factor ETF

XDSR.TO

iShares ESG Advanced MSCI EAFE Index ETF

Return for Risk

IMTM vs. XDSR.TO — Risk / Return Rank

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

IMTM

IMTM Risk / Return Rank: 78
IMTM Sharpe Ratio Rank: 79
IMTM Sortino Ratio Rank: 79
IMTM Omega Ratio Rank: 78
IMTM Calmar Ratio Rank: 78
IMTM Martin Ratio Rank: 78

XDSR.TO

XDSR.TO Risk / Return Rank: 40
XDSR.TO Sharpe Ratio Rank: 40
XDSR.TO Sortino Ratio Rank: 42
XDSR.TO Omega Ratio Rank: 40
XDSR.TO Calmar Ratio Rank: 39
XDSR.TO Martin Ratio Rank: 40

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) 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.

	IMTM	XDSR.TO	Difference
Sharpe ratio Return per unit of total volatility	1.40	0.89	+0.51
Sortino ratio Return per unit of downside risk	1.96	1.42	+0.54
Omega ratio Gain probability vs. loss probability	1.28	1.19	+0.09
Calmar ratio Return relative to maximum drawdown	1.99	1.23	+0.76
Martin ratio Return relative to average drawdown	8.03	4.74	+3.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMTM vs. XDSR.TO - Sharpe Ratio Comparison

The current IMTM Sharpe Ratio is 1.40, which is higher than the XDSR.TO Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of IMTM and XDSR.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IMTM	XDSR.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	0.89	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.31	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.51	-0.05

Correlation

The correlation between IMTM and XDSR.TO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IMTM vs. XDSR.TO - Dividend Comparison

IMTM's dividend yield for the trailing twelve months is around 4.70%, more than XDSR.TO's 1.82% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMTM iShares MSCI Intl Momentum Factor ETF	4.70%	4.70%	2.93%	2.29%	2.68%	2.51%	0.97%	2.13%	2.36%	1.92%	2.75%	1.56%
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF	1.82%	1.84%	1.94%	1.94%	2.27%	1.45%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IMTM vs. XDSR.TO - Drawdown Comparison

The maximum IMTM drawdown since its inception was -32.66%, smaller than the maximum XDSR.TO drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for IMTM and XDSR.TO.

Drawdown Indicators

	IMTM	XDSR.TO	Difference
Max Drawdown Largest peak-to-trough decline	-32.66%	-29.13%	-3.53%
Max Drawdown (1Y) Largest decline over 1 year	-12.85%	-12.06%	-0.79%
Max Drawdown (5Y) Largest decline over 5 years	-32.66%	-29.13%	-3.53%
Max Drawdown (10Y) Largest decline over 10 years	-32.66%	—	—
Current Drawdown Current decline from peak	-9.53%	-7.38%	-2.15%
Average Drawdown Average peak-to-trough decline	-7.53%	-6.20%	-1.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	3.21%	-0.02%

Volatility

IMTM vs. XDSR.TO - Volatility Comparison

iShares MSCI Intl Momentum Factor ETF (IMTM) has a higher volatility of 9.54% compared to iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) at 8.49%. This indicates that IMTM's price experiences larger fluctuations and is considered to be riskier than XDSR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMTM	XDSR.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.54%	8.49%	+1.05%
Volatility (6M) Calculated over the trailing 6-month period	12.89%	11.88%	+1.01%
Volatility (1Y) Calculated over the trailing 1-year period	18.75%	19.36%	-0.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.43%	17.09%	+0.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.50%	49.84%	-32.34%