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

XDSR.TO vs. FCRI.TO

Last updated Jun 4, 2026

XDSR.TO (iShares ESG Advanced MSCI EAFE Index ETF) and FCRI.TO (Franklin International Core Equity Fund ETF Series) are both Foreign Large Cap Equities funds. XDSR.TO is passively managed, while FCRI.TO is actively managed. At a 0.26 correlation, their price movements are largely independent.

Performance

XDSR.TO vs. FCRI.TO - 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 Franklin International Core Equity Fund ETF Series (FCRI.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, XDSR.TO achieves a 11.94% return, which is significantly higher than FCRI.TO's 6.96% 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*
—

FCRI.TO

1D
0.54%
1M
5.93%
YTD
6.96%
6M
10.98%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDSR.TO vs. FCRI.TO - Yearly Performance Comparison

2026 (YTD)2025
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		11.94%5.44%
FCRI.TO
Franklin International Core Equity Fund ETF Series		6.96%15.58%

Correlation

The correlation between XDSR.TO and FCRI.TO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 8, 2025

0.26

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iShares ESG Advanced MSCI EAFE Index ETF

Franklin International Core Equity Fund ETF Series

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 FCRI.TO:
FCRI.TO vs. QDX.TOFCRI.TO vs. FCIL.NEOFCRI.TO vs. GRO.TOFCRI.TO vs. TILV.TOFCRI.TO vs. RIDH.TOFCRI.TO vs. FLVI.NEOFCRI.TO vs. VIDY.TO

Return for Risk

XDSR.TO vs. FCRI.TO — 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
FCRI.TO
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. FCRI.TO - 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 Franklin International Core Equity Fund ETF Series (FCRI.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.

XDSR.TOFCRI.TODifference
Sharpe ratioReturn per unit of total volatility
1.29

—

—

Sortino ratioReturn per unit of downside risk
1.94

—

—

Omega ratioGain probability vs. loss probability

1.23

—

—

Calmar ratioReturn relative to maximum drawdown

1.61

—

—

Martin ratioReturn relative to average drawdown

6.32

—

—

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. FCRI.TO - Sharpe Ratio Comparison

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Sharpe Ratios by Period

XDSR.TOFCRI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.90

-1.34

Drawdowns

XDSR.TO vs. FCRI.TO - Drawdown Comparison

The maximum XDSR.TO drawdown since its inception was -29.13%, which is greater than FCRI.TO's maximum drawdown of -11.01%. Use the drawdown chart below to compare losses from any high point for XDSR.TO and FCRI.TO.

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Drawdown Indicators

XDSR.TOFCRI.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-11.01%

-18.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-15.63%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

—

—

Current Drawdown

Current decline from peak

-0.28%

-0.04%

-0.24%

Average Drawdown

Average peak-to-trough decline

-6.09%

-1.51%

-4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

—

—

Volatility

XDSR.TO vs. FCRI.TO - Volatility Comparison

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Volatility by Period

XDSR.TOFCRI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

13.94%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

13.94%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.12%

13.94%

+34.18%

Dividends

XDSR.TO vs. FCRI.TO - Dividend Comparison

XDSR.TO's dividend yield for the trailing twelve months is around 1.64%, less than FCRI.TO's 2.63% yield.

PositionTTM202520242023202220212020
FCRI.TO
Franklin International Core Equity Fund ETF Series		2.63%2.81%0.00%0.00%0.00%0.00%0.00%
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		1.64%1.84%1.94%1.94%2.27%1.45%0.77%

Frequently Asked Questions

XDSR.TO and FCRI.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and Franklin Templeton.

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