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

XDSR.TO vs. ESGD

Last updated Jun 4, 2026

XDSR.TO (iShares ESG Advanced MSCI EAFE Index ETF) and ESGD (iShares ESG Aware MSCI EAFE ETF) are both Foreign Large Cap Equities funds from iShares - XDSR.TO tracks the MSCI EAFE Choice ESG Screened Index while ESGD tracks the MSCI EAFE Extended ESG Focus Index. Both are passively managed. Over the past 5 years, XDSR.TO returned 9.25%/yr vs 10.99%/yr for ESGD. A 0.73 correlation means they provide meaningful diversification when combined. XDSR.TO charges 0.28%/yr vs 0.20%/yr for ESGD.

Performance

XDSR.TO vs. ESGD - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XDSR.TO achieves a 11.94% return, which is significantly higher than ESGD's 9.69% return.

XDSR.TO

1D
-0.28%
1M
7.47%
YTD
11.94%
6M
11.21%
1Y
19.37%
3Y*
15.96%
5Y*
9.25%
10Y*
—

ESGD

1D
-0.40%
1M
5.58%
YTD
9.69%
6M
10.10%
1Y
21.80%
3Y*
17.24%
5Y*
10.99%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDSR.TO vs. ESGD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		11.94%16.05%12.43%16.82%-14.11%10.05%161.23%
ESGD
iShares ESG Aware MSCI EAFE ETF		9.69%23.69%12.88%15.92%-9.13%10.78%19.40%

Correlation

The correlation between XDSR.TO and ESGD is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.90

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

0.82

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

0.77

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2020

0.73

The correlation between XDSR.TO and ESGD shifts across timeframes, from 0.73 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.

XDSR.TO vs. ESGD - Sectors Allocation Comparison

Sectors
XDSR.TO
ESGD

Financial Services

28.9%
26.4%

Technology

19.4%
11.7%

Industrials

14.1%
19.2%

Healthcare

9.9%
10.3%

Communication Services

6.1%
4.0%

Basic Materials

4.4%
4.6%

Consumer Cyclical

4.3%
7.6%

Real Estate

3.1%
2.0%

Consumer Defensive

2.5%
6.4%

Utilities

0.5%
3.9%

Energy

-

3.9%

Financial Services

XDSR.TO
28.9%
ESGD
26.4%

Technology

XDSR.TO
19.4%
ESGD
11.7%

Industrials

XDSR.TO
14.1%
ESGD
19.2%

Healthcare

XDSR.TO
9.9%
ESGD
10.3%

Communication Services

XDSR.TO
6.1%
ESGD
4.0%

Basic Materials

XDSR.TO
4.4%
ESGD
4.6%

Consumer Cyclical

XDSR.TO
4.3%
ESGD
7.6%

Real Estate

XDSR.TO
3.1%
ESGD
2.0%

Consumer Defensive

XDSR.TO
2.5%
ESGD
6.4%

Utilities

XDSR.TO
0.5%
ESGD
3.9%

Energy

XDSR.TO

-

ESGD
3.9%

Compare stocks, funds, or ETFs

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iShares ESG Advanced MSCI EAFE Index ETF

iShares ESG Aware MSCI EAFE ETF

Often compared with XDSR.TO:
XDSR.TO vs. XSEA.TOXDSR.TO vs. XSEM.TOXDSR.TO vs. XEN.TOXDSR.TO vs. XAW.TOXDSR.TO vs. IMTMXDSR.TO vs. XUSR.TOXDSR.TO vs. XEQT.TO
Often compared with ESGD:
ESGD vs. ESGUESGD vs. ESGVESGD vs. SPYESGD vs. DMXFESGD vs. SDGESGD vs. FNIDXESGD vs. VOO

Return for Risk

XDSR.TO vs. ESGD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDSR.TO
XDSR.TO Risk / Return Rank: 3636
Overall Rank
XDSR.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XDSR.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
XDSR.TO Omega Ratio Rank: 3535
Omega Ratio Rank
XDSR.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
XDSR.TO Martin Ratio Rank: 4040
Martin Ratio Rank
ESGD
ESGD Risk / Return Rank: 3737
Overall Rank
ESGD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ESGD Sortino Ratio Rank: 3737
Sortino Ratio Rank
ESGD Omega Ratio Rank: 3636
Omega Ratio Rank
ESGD Calmar Ratio Rank: 3535
Calmar Ratio Rank
ESGD Martin Ratio Rank: 4141
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) and iShares ESG Aware MSCI EAFE ETF (ESGD). 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.

XDSR.TOESGDDifference
Sharpe ratioReturn per unit of total volatility
1.29
1.54

-0.24

Sortino ratioReturn per unit of downside risk
1.94
2.22

-0.28

Omega ratioGain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratioReturn relative to maximum drawdown

1.61

1.93

-0.32

Martin ratioReturn relative to average drawdown

6.32

7.52

-1.20

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDSR.TO vs. ESGD - Sharpe Ratio Comparison

The current XDSR.TO Sharpe Ratio is 1.29, which is comparable to the ESGD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of XDSR.TO and ESGD, 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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Sharpe Ratios by Period

XDSR.TOESGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.54

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.80

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.72

-0.17

Drawdowns

XDSR.TO vs. ESGD - Drawdown Comparison

The maximum XDSR.TO drawdown since its inception was -29.13%, roughly equal to the maximum ESGD drawdown of -28.05%. Use the drawdown chart below to compare losses from any high point for XDSR.TO and ESGD.

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Drawdown Indicators

XDSR.TOESGDDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-28.05%

-1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-11.33%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-15.63%

-14.23%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

-24.07%

-5.06%

Current Drawdown

Current decline from peak

-0.28%

-0.40%

+0.12%

Average Drawdown

Average peak-to-trough decline

-6.09%

-4.12%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.90%

+0.17%

Volatility

XDSR.TO vs. ESGD - Volatility Comparison

iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) has a higher volatility of 4.96% compared to iShares ESG Aware MSCI EAFE ETF (ESGD) at 4.72%. This indicates that XDSR.TO's price experiences larger fluctuations and is considered to be riskier than ESGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDSR.TOESGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

4.72%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

11.92%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

14.26%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

13.76%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.12%

14.54%

+33.58%

XDSR.TO vs. ESGD - Expense Ratio Comparison

XDSR.TO has a 0.28% expense ratio, which is higher than ESGD's 0.20% expense ratio.

Dividends

XDSR.TO vs. ESGD - Dividend Comparison

XDSR.TO's dividend yield for the trailing twelve months is around 1.64%, less than ESGD's 3.33% yield.

PositionTTM2025202420232022202120202019201820172016
ESGD
iShares ESG Aware MSCI EAFE ETF		3.33%3.60%3.23%3.02%2.59%2.75%1.63%2.57%2.69%2.65%0.09%
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		1.64%1.84%1.94%1.94%2.27%1.45%0.77%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XDSR.TO and ESGD have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESGD is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGD is cheaper with a 0.20% expense ratio, compared with 0.28% for XDSR.TO.

XDSR.TO tracks MSCI EAFE Choice ESG Screened Index, while ESGD tracks MSCI EAFE Extended ESG Focus Index. Their fees differ too: 0.28% for XDSR.TO and 0.20% for ESGD.

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