XDSR.TO vs. IMTM
Compare and contrast key facts about iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) and iShares MSCI Intl Momentum Factor ETF (IMTM).
XDSR.TO and IMTM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDSR.TO is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Apr 15, 2020. IMTM is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Momentum. It was launched on Jan 13, 2015. Both XDSR.TO and IMTM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDSR.TO or IMTM.
Correlation
The correlation between XDSR.TO and IMTM is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDSR.TO vs. IMTM - Performance Comparison
Key characteristics
XDSR.TO:
1.25
IMTM:
0.92
XDSR.TO:
1.79
IMTM:
1.31
XDSR.TO:
1.22
IMTM:
1.17
XDSR.TO:
2.16
IMTM:
1.22
XDSR.TO:
5.54
IMTM:
3.59
XDSR.TO:
2.54%
IMTM:
4.07%
XDSR.TO:
11.26%
IMTM:
15.93%
XDSR.TO:
-29.13%
IMTM:
-30.68%
XDSR.TO:
-0.34%
IMTM:
-0.76%
Returns By Period
In the year-to-date period, XDSR.TO achieves a 6.13% return, which is significantly lower than IMTM's 8.45% return.
XDSR.TO
6.13%
2.89%
3.86%
14.11%
N/A
N/A
IMTM
8.45%
4.86%
4.33%
14.25%
7.70%
7.21%
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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.
Risk-Adjusted Performance
XDSR.TO vs. IMTM — Risk-Adjusted Performance Rank
XDSR.TO
IMTM
XDSR.TO vs. IMTM - Risk-Adjusted Performance 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.
Dividends
XDSR.TO vs. IMTM - Dividend Comparison
XDSR.TO's dividend yield for the trailing twelve months is around 1.83%, less than IMTM's 2.70% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF | 1.83% | 1.94% | 1.94% | 2.27% | 1.45% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IMTM iShares MSCI Intl Momentum Factor ETF | 2.70% | 2.93% | 2.29% | 2.68% | 5.41% | 0.97% | 2.13% | 2.36% | 1.91% | 2.75% | 1.56% |
Drawdowns
XDSR.TO vs. IMTM - Drawdown Comparison
The maximum XDSR.TO drawdown since its inception was -29.13%, smaller than the maximum IMTM drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for XDSR.TO and IMTM. For additional features, visit the drawdowns tool.
Volatility
XDSR.TO vs. IMTM - Volatility Comparison
The current volatility for iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) is 2.53%, while iShares MSCI Intl Momentum Factor ETF (IMTM) has a volatility of 3.41%. 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.