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

XDSR.TO vs. IMTM

Last updated Jun 4, 2026

XDSR.TO (iShares ESG Advanced MSCI EAFE Index ETF) and IMTM (iShares MSCI Intl Momentum Factor ETF) are both exchange-traded funds - XDSR.TO is a Foreign Large Cap Equities fund tracking the MSCI EAFE Choice ESG Screened Index, while IMTM is a Momentum fund tracking the MSCI World ex USA Momentum. Both are passively managed. Over the past 5 years, XDSR.TO returned 9.25%/yr vs 12.12%/yr for IMTM. A 0.67 correlation means they provide meaningful diversification when combined. XDSR.TO charges 0.28%/yr vs 0.30%/yr for IMTM.

Performance

XDSR.TO vs. IMTM - 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 MSCI Intl Momentum Factor ETF (IMTM). 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 IMTM is traded in USD. To make them comparable, the IMTM values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XDSR.TO having a 11.94% return and IMTM slightly higher at 12.46%.

XDSR.TO

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

IMTM

1D
0.02%
1M
6.52%
YTD
12.46%
6M
13.60%
1Y
25.52%
3Y*
22.96%
5Y*
12.12%
10Y*
11.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDSR.TO vs. IMTM - 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%
IMTM
iShares MSCI Intl Momentum Factor ETF		12.46%28.33%21.80%11.38%-10.88%2.56%21.18%

Correlation

The correlation between XDSR.TO and IMTM is 0.79, 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

0.79

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

0.75

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

0.71

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

0.67

The correlation between XDSR.TO and IMTM shifts across timeframes, from 0.67 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.

XDSR.TO vs. IMTM - Sectors Allocation Comparison

Sectors
XDSR.TO
IMTM

Financial Services

28.9%
29.6%

Technology

19.4%
11.4%

Industrials

14.1%
17.5%

Healthcare

9.9%
9.0%

Communication Services

6.1%
1.9%

Basic Materials

4.4%
9.3%

Consumer Cyclical

4.3%
1.8%

Real Estate

3.1%
1.2%

Consumer Defensive

2.5%
2.4%

Utilities

0.5%
6.4%

Energy

-

9.4%

Financial Services

XDSR.TO
28.9%
IMTM
29.6%

Technology

XDSR.TO
19.4%
IMTM
11.4%

Industrials

XDSR.TO
14.1%
IMTM
17.5%

Healthcare

XDSR.TO
9.9%
IMTM
9.0%

Communication Services

XDSR.TO
6.1%
IMTM
1.9%

Basic Materials

XDSR.TO
4.4%
IMTM
9.3%

Consumer Cyclical

XDSR.TO
4.3%
IMTM
1.8%

Real Estate

XDSR.TO
3.1%
IMTM
1.2%

Consumer Defensive

XDSR.TO
2.5%
IMTM
2.4%

Utilities

XDSR.TO
0.5%
IMTM
6.4%

Energy

XDSR.TO

-

IMTM
9.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG Advanced MSCI EAFE Index ETF

iShares MSCI Intl Momentum Factor 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. XUSR.TOXDSR.TO vs. XEQT.TOXDSR.TO vs. ZXM.TO
Often compared with IMTM:
IMTM vs. SPMOIMTM vs. IMOMIMTM vs. IWFM.LIMTM vs. VXUSIMTM vs. IDMOIMTM vs. VTIMTM vs. IWMO.MI

Return for Risk

XDSR.TO vs. IMTM — 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
IMTM
IMTM Risk / Return Rank: 4040
Overall Rank
IMTM Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IMTM Sortino Ratio Rank: 3939
Sortino Ratio Rank
IMTM Omega Ratio Rank: 3939
Omega Ratio Rank
IMTM Calmar Ratio Rank: 3737
Calmar Ratio Rank
IMTM Martin Ratio Rank: 4545
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. IMTM - 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 MSCI Intl Momentum Factor ETF (IMTM). 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.TOIMTMDifference
Sharpe ratioReturn per unit of total volatility
1.29
1.60

-0.30

Sortino ratioReturn per unit of downside risk
1.94
2.31

-0.37

Omega ratioGain probability vs. loss probability

1.23

1.30

-0.06

Calmar ratioReturn relative to maximum drawdown

1.61

2.06

-0.44

Martin ratioReturn relative to average drawdown

6.32

8.50

-2.18

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. IMTM - Sharpe Ratio Comparison

The current XDSR.TO Sharpe Ratio is 1.29, which is comparable to the IMTM Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of XDSR.TO and IMTM, 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.TOIMTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.60

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.82

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.73

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.63

-0.08

Drawdowns

XDSR.TO vs. IMTM - Drawdown Comparison

The maximum XDSR.TO drawdown since its inception was -29.13%, which is greater than IMTM's maximum drawdown of -26.35%. Use the drawdown chart below to compare losses from any high point for XDSR.TO and IMTM.

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Drawdown Indicators

XDSR.TOIMTMDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-26.35%

-2.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-12.46%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-15.63%

-12.88%

-2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

-26.35%

-2.78%

Max Drawdown (10Y)

Largest decline over 10 years

—

-26.35%

—

Current Drawdown

Current decline from peak

-0.28%

0.00%

-0.28%

Average Drawdown

Average peak-to-trough decline

-6.09%

-5.34%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.01%

+0.06%

Volatility

XDSR.TO vs. IMTM - Volatility Comparison

The current volatility for iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) is 4.96%, while iShares MSCI Intl Momentum Factor ETF (IMTM) has a volatility of 5.40%. This indicates that XDSR.TO experiences smaller price fluctuations and is considered to be less risky than IMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDSR.TOIMTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

5.40%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

14.22%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

16.05%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

14.86%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.12%

15.24%

+32.88%

XDSR.TO vs. IMTM - Expense Ratio Comparison

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

Dividends

XDSR.TO vs. IMTM - Dividend Comparison

XDSR.TO's dividend yield for the trailing twelve months is around 1.64%, less than IMTM's 4.23% yield.

PositionTTM20252024202320222021202020192018201720162015
IMTM
iShares MSCI Intl Momentum Factor ETF		4.23%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		1.64%1.84%1.94%1.94%2.27%1.45%0.77%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XDSR.TO and IMTM have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDSR.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDSR.TO is cheaper with a 0.28% expense ratio, compared with 0.30% for IMTM.

XDSR.TO is categorized as Foreign Large Cap Equities, while IMTM is Momentum. XDSR.TO tracks MSCI EAFE Choice ESG Screened Index, while IMTM tracks MSCI World ex USA Momentum. Their fees differ too: 0.28% for XDSR.TO and 0.30% for IMTM.

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