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

XDSR.TO vs. XSD

Last updated Apr 1, 2026

Compare and contrast key facts about iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) and SPDR S&P Semiconductor ETF (XSD).

XDSR.TO and XSD 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. XSD is a passively managed fund by State Street that tracks the performance of the S&P Semiconductor Select Industry. It was launched on Jan 31, 2006. Both XDSR.TO and XSD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XDSR.TO vs. XSD - 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 SPDR S&P Semiconductor ETF (XSD). The values are adjusted to include any dividend payments, if applicable.

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XDSR.TO vs. XSD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		0.91%16.05%12.43%16.82%-14.11%10.05%161.23%
XSD
SPDR S&P Semiconductor ETF		2.83%23.89%20.27%31.90%-26.00%41.25%52.18%
Different Trading Currencies

XDSR.TO is traded in CAD, while XSD is traded in USD. To make them comparable, the XSD 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 0.91% return, which is significantly lower than XSD's 2.83% return.

XDSR.TO

1D
3.42%
1M
-6.84%
YTD
0.91%
6M
1.44%
1Y
13.16%
3Y*
12.35%
5Y*
7.37%
10Y*
—

XSD

1D
6.44%
1M
-5.21%
YTD
2.83%
6M
2.22%
1Y
57.46%
3Y*
17.48%
5Y*
14.16%
10Y*
23.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SPDR S&P Semiconductor 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 XSD:
XSD vs. SMHXSD vs. SOXXXSD vs. SOXQXSD vs. FSELXXSD vs. PSIXSD vs. QQQXSD vs. FTXL

XDSR.TO vs. XSD - Expense Ratio Comparison

XDSR.TO has a 0.28% expense ratio, which is lower than XSD's 0.35% expense ratio.

XSD
SPDR S&P Semiconductor ETF
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF

Return for Risk

XDSR.TO vs. XSD — 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: 4040
Overall Rank
XDSR.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDSR.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
XDSR.TO Omega Ratio Rank: 4040
Omega Ratio Rank
XDSR.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
XDSR.TO Martin Ratio Rank: 4040
Martin Ratio Rank
XSD
XSD Risk / Return Rank: 8484
Overall Rank
XSD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XSD Sortino Ratio Rank: 8383
Sortino Ratio Rank
XSD Omega Ratio Rank: 8080
Omega Ratio Rank
XSD Calmar Ratio Rank: 9090
Calmar Ratio Rank
XSD Martin Ratio Rank: 8787
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. XSD - 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 SPDR S&P Semiconductor ETF (XSD). 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.TOXSDDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.35

-0.62

Sortino ratio

Return per unit of downside risk

1.16

1.96

-0.80

Omega ratio

Gain probability vs. loss probability

1.16

1.27

-0.12

Calmar ratio

Return relative to maximum drawdown

0.98

2.70

-1.72

Martin ratio

Return relative to average drawdown

3.69

8.66

-4.98

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. XSD - Sharpe Ratio Comparison

The current XDSR.TO Sharpe Ratio is 0.73, which is lower than the XSD Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of XDSR.TO and XSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

XDSR.TOXSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.35

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.40

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.71

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.54

-0.02

Correlation

The correlation between XDSR.TO and XSD is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XDSR.TO vs. XSD - Dividend Comparison

XDSR.TO's dividend yield for the trailing twelve months is around 1.82%, more than XSD's 0.25% yield.

TTM20252024202320222021202020192018201720162015
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		1.82%1.84%1.94%1.94%2.27%1.45%0.77%0.00%0.00%0.00%0.00%0.00%
XSD
SPDR S&P Semiconductor ETF		0.25%0.26%0.20%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%

Drawdowns

XDSR.TO vs. XSD - Drawdown Comparison

The maximum XDSR.TO drawdown since its inception was -29.13%, smaller than the maximum XSD drawdown of -54.13%. Use the drawdown chart below to compare losses from any high point for XDSR.TO and XSD.

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Drawdown Indicators

XDSR.TOXSDDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-64.56%

+35.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-21.35%

+9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

-42.27%

+13.14%

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.27%

—

Current Drawdown

Current decline from peak

-7.38%

-11.52%

+4.14%

Average Drawdown

Average peak-to-trough decline

-6.20%

-13.84%

+7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

6.31%

-3.10%

Volatility

XDSR.TO vs. XSD - Volatility Comparison

The current volatility for iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) is 8.24%, while SPDR S&P Semiconductor ETF (XSD) has a volatility of 13.09%. This indicates that XDSR.TO experiences smaller price fluctuations and is considered to be less risky than XSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDSR.TOXSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

13.09%

-4.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

26.48%

-15.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.08%

42.67%

-24.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

35.80%

-21.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.73%

32.84%

+15.89%