XDSR.TO vs. PHYS.TO
XDSR.TO (iShares ESG Advanced MSCI EAFE Index ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Choice ESG Screened Index, while PHYS.TO (Sprott Physical Gold Trust) is a stock. Over the past 5 years, XDSR.TO returned 9.57%/yr vs 18.93%/yr for PHYS.TO. At a 0.11 correlation, their price movements are largely independent.
Performance
XDSR.TO vs. PHYS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XDSR.TO achieves a 15.63% return, which is significantly higher than PHYS.TO's -5.27% return.
XDSR.TO
- 1D
- 0.18%
- 1M
- 0.72%
- 6M
- 10.76%
- YTD
- 15.63%
- 1Y
- 23.34%
- 3Y*
- 16.60%
- 5Y*
- 9.57%
- 10Y*
- —
PHYS.TO
- 1D
- -0.30%
- 1M
- -5.79%
- 6M
- -12.62%
- YTD
- -5.27%
- 1Y
- 22.77%
- 3Y*
- 28.73%
- 5Y*
- 18.93%
- 10Y*
- —
XDSR.TO vs. PHYS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF | 15.63% | 16.99% | 12.43% | 16.82% | -14.11% | 10.06% | 23.07% |
PHYS.TO Sprott Physical Gold Trust | -5.27% | 56.35% | 37.41% | 10.65% | 4.96% | -5.37% | -1.16% |
Correlation
The correlation between XDSR.TO and PHYS.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2020 | 0.11 |
Over the past year, XDSR.TO and PHYS.TO have become more correlated (0.33) than their long-term average of 0.11, meaning their price movements have been converging.
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Return for Risk
XDSR.TO vs. PHYS.TO — Risk / Return Rank
XDSR.TO
PHYS.TO
XDSR.TO vs. PHYS.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 Sprott Physical Gold Trust (PHYS.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.
| XDSR.TO | PHYS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 0.98 | +0.97 |
| Martin ratioReturn relative to average drawdown | 7.60 | 2.25 | +5.35 |
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Drawdowns
XDSR.TO vs. PHYS.TO - Drawdown Comparison
The maximum XDSR.TO drawdown since its inception was -29.62%, which is greater than PHYS.TO's maximum drawdown of -27.08%. Use the drawdown chart below to compare losses from any high point for XDSR.TO and PHYS.TO.
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Drawdown Indicators
| XDSR.TO | PHYS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.62% | -27.08% | -2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -23.38% | +11.32% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -23.38% | +7.75% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -23.38% | -6.24% |
Current DrawdownCurrent decline from peak | -2.00% | -22.93% | +20.93% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -8.00% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 10.14% | -7.06% |
Volatility
XDSR.TO vs. PHYS.TO - Volatility Comparison
The current volatility for iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) is 4.47%, while Sprott Physical Gold Trust (PHYS.TO) has a volatility of 7.36%. This indicates that XDSR.TO experiences smaller price fluctuations and is considered to be less risky than PHYS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDSR.TO | PHYS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 7.36% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 23.64% | -10.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 27.67% | -11.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.05% | 17.72% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 26.85% | -12.03% |
Dividends
XDSR.TO vs. PHYS.TO - Dividend Comparison
XDSR.TO's dividend yield for the trailing twelve months is around 1.70%, while PHYS.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
PHYS.TO Sprott Physical Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF | 1.70% | 1.83% | 1.94% | 1.94% | 2.27% | 1.45% | 0.77% |
Frequently Asked Questions
XDSR.TO and PHYS.TO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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