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

XDGH.TO vs. GEQT.TO

Last updated Jul 1, 2026
See Documentation

XDGH.TO (iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)) and GEQT.TO (iShares ESG Equity ETF Portfolio) are both Global Equities funds from iShares. XDGH.TO is passively managed, while GEQT.TO is actively managed. Over the past 5 years, XDGH.TO returned 8.97%/yr vs 14.52%/yr for GEQT.TO. At a 0.33 correlation, their price movements are largely independent. XDGH.TO charges 0.22%/yr vs 0.25%/yr for GEQT.TO.

Performance

XDGH.TO vs. GEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) and iShares ESG Equity ETF Portfolio (GEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDGH.TO achieves a 9.14% return, which is significantly lower than GEQT.TO's 18.33% return.

XDGH.TO

1D
-0.22%
1M
1.13%
YTD
9.14%
6M
9.25%
1Y
19.25%
3Y*
13.03%
5Y*
8.97%
10Y*
—

GEQT.TO

1D
1.15%
1M
4.70%
YTD
18.33%
6M
17.61%
1Y
29.22%
3Y*
23.67%
5Y*
14.52%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDGH.TO vs. GEQT.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XDGH.TO
iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)		9.14%14.60%10.49%9.52%-1.31%15.69%7.35%
GEQT.TO
iShares ESG Equity ETF Portfolio		18.33%17.86%25.42%22.35%-15.19%21.99%7.15%

Correlation

The correlation between XDGH.TO and GEQT.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

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

0.36

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

0.33

XDGH.TO vs. GEQT.TO - Sectors Allocation Comparison

Sectors
XDGH.TO
GEQT.TO

Healthcare

16.9%
2.3%

Consumer Defensive

14.9%
2.0%

Industrials

13.4%
5.1%

Financial Services

13.0%
33.4%

Technology

10.5%
44.5%

Energy

10.1%
0.0%

Consumer Cyclical

9.4%
2.7%

Utilities

6.0%
1.1%

Communication Services

3.3%
1.8%

Basic Materials

2.3%
5.5%

Real Estate

0.2%
1.1%

Healthcare

XDGH.TO
16.9%
GEQT.TO
2.3%

Consumer Defensive

XDGH.TO
14.9%
GEQT.TO
2.0%

Industrials

XDGH.TO
13.4%
GEQT.TO
5.1%

Financial Services

XDGH.TO
13.0%
GEQT.TO
33.4%

Technology

XDGH.TO
10.5%
GEQT.TO
44.5%

Energy

XDGH.TO
10.1%
GEQT.TO
0.0%

Consumer Cyclical

XDGH.TO
9.4%
GEQT.TO
2.7%

Utilities

XDGH.TO
6.0%
GEQT.TO
1.1%

Communication Services

XDGH.TO
3.3%
GEQT.TO
1.8%

Basic Materials

XDGH.TO
2.3%
GEQT.TO
5.5%

Real Estate

XDGH.TO
0.2%
GEQT.TO
1.1%

Compare stocks, funds, or ETFs

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iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)

iShares ESG Equity ETF Portfolio

Often compared with XDGH.TO:
XDGH.TO vs. XDG.TOXDGH.TO vs. XHD.TOXDGH.TO vs. XEQT.TOXDGH.TO vs. XDUH.TOXDGH.TO vs. VFV.TOXDGH.TO vs. VIDY.TOXDGH.TO vs. VDY.TO
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

Return for Risk

XDGH.TO vs. GEQT.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDGH.TO
XDGH.TO Risk / Return Rank: 7272
Overall Rank
XDGH.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XDGH.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
XDGH.TO Omega Ratio Rank: 7272
Omega Ratio Rank
XDGH.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDGH.TO Martin Ratio Rank: 6060
Martin Ratio Rank
GEQT.TO
GEQT.TO Risk / Return Rank: 7474
Overall Rank
GEQT.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GEQT.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
GEQT.TO Omega Ratio Rank: 7272
Omega Ratio Rank
GEQT.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
GEQT.TO Martin Ratio Rank: 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) and iShares ESG Equity ETF Portfolio (GEQT.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.

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.

XDGH.TOGEQT.TODifference
Sharpe ratioReturn per unit of total volatility
2.03
2.01

+0.02

Sortino ratioReturn per unit of downside risk
3.06
2.77

+0.30

Omega ratioGain probability vs. loss probability

1.36

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

3.03

3.16

-0.13

Martin ratioReturn relative to average drawdown

9.04

12.85

-3.81

XDGH.TO vs. GEQT.TO - Sharpe Ratio Comparison

The current XDGH.TO Sharpe Ratio is 2.03, which is comparable to the GEQT.TO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of XDGH.TO and GEQT.TO, 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

XDGH.TO vs. GEQT.TO - Drawdown Comparison

The maximum XDGH.TO drawdown since its inception was -34.91%, which is greater than GEQT.TO's maximum drawdown of -23.66%. Use the drawdown chart below to compare losses from any high point for XDGH.TO and GEQT.TO.

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Drawdown Indicators

XDGH.TOGEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.91%

-23.66%

-11.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.38%

-9.29%

+2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-11.96%

-18.02%

+6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-16.06%

-23.66%

+7.60%

Current Drawdown

Current decline from peak

-0.44%

0.00%

-0.44%

Average Drawdown

Average peak-to-trough decline

-4.63%

-5.06%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.28%

-0.15%

Volatility

XDGH.TO vs. GEQT.TO - Volatility Comparison

The current volatility for iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) is 2.05%, while iShares ESG Equity ETF Portfolio (GEQT.TO) has a volatility of 5.93%. This indicates that XDGH.TO experiences smaller price fluctuations and is considered to be less risky than GEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDGH.TOGEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

5.93%

-3.88%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

12.28%

-5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

9.55%

14.61%

-5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

17.66%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.39%

17.35%

+6.04%

XDGH.TO vs. GEQT.TO - Expense Ratio Comparison

XDGH.TO has a 0.22% expense ratio, which is lower than GEQT.TO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XDGH.TO vs. GEQT.TO - Dividend Comparison

XDGH.TO's dividend yield for the trailing twelve months is around 2.78%, more than GEQT.TO's 1.12% yield.

PositionTTM202520242023202220212020201920182017
GEQT.TO
iShares ESG Equity ETF Portfolio		1.12%1.26%1.38%1.58%1.82%1.32%0.87%0.00%0.00%0.00%
XDGH.TO
iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)		2.78%2.81%3.04%3.41%3.20%3.13%3.35%2.92%3.40%1.27%

Frequently Asked Questions

XDGH.TO and GEQT.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDGH.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDGH.TO is cheaper with a 0.22% expense ratio, compared with 0.25% for GEQT.TO.

Their fees differ too: 0.22% for XDGH.TO and 0.25% for GEQT.TO.

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