XCSR.TO vs. CLSA.TO
XCSR.TO (iShares ESG Advanced MSCI Canada Index ETF) and CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) are both Canada Equities funds. XCSR.TO is passively managed, while CLSA.TO is actively managed. Over the past year, XCSR.TO returned 32.34% vs 72.56% for CLSA.TO. A 0.62 correlation means they provide meaningful diversification when combined. XCSR.TO charges 0.17%/yr vs 0.60%/yr for CLSA.TO.
Performance
XCSR.TO vs. CLSA.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XCSR.TO achieves a 7.96% return, which is significantly lower than CLSA.TO's 22.07% return.
XCSR.TO
- 1D
- 1.26%
- 1M
- 6.36%
- YTD
- 7.96%
- 6M
- 7.56%
- 1Y
- 32.34%
- 3Y*
- 25.22%
- 5Y*
- 13.66%
- 10Y*
- —
CLSA.TO
- 1D
- 1.12%
- 1M
- 7.65%
- YTD
- 22.07%
- 6M
- 30.64%
- 1Y
- 72.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XCSR.TO vs. CLSA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XCSR.TO iShares ESG Advanced MSCI Canada Index ETF | 7.96% | 32.97% |
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 22.07% | 56.35% |
Correlation
The correlation between XCSR.TO and CLSA.TO is 0.63, 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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2025 | 0.62 |
The correlation between XCSR.TO and CLSA.TO has been stable across timeframes, ranging from 0.62 to 0.63 - a consistent structural relationship.
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Return for Risk
XCSR.TO vs. CLSA.TO — Risk / Return Rank
XCSR.TO
CLSA.TO
XCSR.TO vs. CLSA.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI Canada Index ETF (XCSR.TO) and Brompton Split Corp. Enhanced Equity Income ETF (CLSA.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.
| XCSR.TO | CLSA.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.99 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 6.77 | -3.84 |
| Martin ratioReturn relative to average drawdown | 11.63 | 28.97 | -17.33 |
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
| XCSR.TO | CLSA.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 5.03 | -2.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 4.33 | -4.25 |
Drawdowns
XCSR.TO vs. CLSA.TO - Drawdown Comparison
The maximum XCSR.TO drawdown since its inception was -23.56%, which is greater than CLSA.TO's maximum drawdown of -11.73%. Use the drawdown chart below to compare losses from any high point for XCSR.TO and CLSA.TO.
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Drawdown Indicators
| XCSR.TO | CLSA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.56% | -11.73% | -11.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -10.78% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -12.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -1.36% | -3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.51% | +0.28% |
Volatility
XCSR.TO vs. CLSA.TO - Volatility Comparison
iShares ESG Advanced MSCI Canada Index ETF (XCSR.TO) has a higher volatility of 4.09% compared to Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) at 3.20%. This indicates that XCSR.TO's price experiences larger fluctuations and is considered to be riskier than CLSA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCSR.TO | CLSA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 3.20% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 12.39% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.11% | 14.50% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.95% | 16.54% | -2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,367.87% | 16.54% | +1,351.33% |
XCSR.TO vs. CLSA.TO - Expense Ratio Comparison
XCSR.TO has a 0.17% expense ratio, which is lower than CLSA.TO's 0.60% expense ratio.
Dividends
XCSR.TO vs. CLSA.TO - Dividend Comparison
XCSR.TO's dividend yield for the trailing twelve months is around 1.63%, less than CLSA.TO's 10.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 10.64% | 7.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XCSR.TO iShares ESG Advanced MSCI Canada Index ETF | 1.63% | 1.73% | 2.20% | 2.61% | 2.78% | 1.53% | 0.81% |
Frequently Asked Questions
XCSR.TO and CLSA.TO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCSR.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCSR.TO is cheaper with a 0.17% expense ratio, compared with 0.60% for CLSA.TO.
They also come from different issuers: iShares and Brompton Funds. Their fees differ too: 0.17% for XCSR.TO and 0.60% for CLSA.TO.
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