XDSR.TO vs. XSP.TO
XDSR.TO (iShares ESG Advanced MSCI EAFE Index ETF) and XSP.TO (iShares Core S&P 500 Index ETF (CAD-Hedged)) are both exchange-traded funds - XDSR.TO is a Foreign Large Cap Equities fund tracking the MSCI EAFE Choice ESG Screened Index, while XSP.TO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, XDSR.TO returned 9.25%/yr vs 12.18%/yr for XSP.TO. A 0.53 correlation means they provide meaningful diversification when combined. XDSR.TO charges 0.28%/yr vs 0.09%/yr for XSP.TO.
Performance
XDSR.TO vs. XSP.TO - Performance Comparison
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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 XSP.TO's 9.64% 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*
- —
XSP.TO
- 1D
- -0.73%
- 1M
- 4.98%
- YTD
- 9.64%
- 6M
- 9.50%
- 1Y
- 25.13%
- 3Y*
- 20.28%
- 5Y*
- 12.18%
- 10Y*
- 13.79%
XDSR.TO vs. XSP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF | 11.94% | 16.05% | 12.43% | 16.82% | -14.11% | 10.05% | 161.23% |
XSP.TO iShares Core S&P 500 Index ETF (CAD-Hedged) | 9.64% | 15.68% | 23.39% | 24.33% | -19.32% | 27.85% | 27.96% |
Correlation
The correlation between XDSR.TO and XSP.TO is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2020 | 0.53 |
The correlation between XDSR.TO and XSP.TO shifts across timeframes, from 0.53 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.
XDSR.TO vs. XSP.TO - Sectors Allocation Comparison
Sectors
XDSR.TO
XSP.TO
Financial Services
Technology
Industrials
Healthcare
Communication Services
Basic Materials
Consumer Cyclical
Real Estate
Consumer Defensive
Utilities
Energy
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Financial Services
XDSR.TO
XSP.TO
Technology
XDSR.TO
XSP.TO
Industrials
XDSR.TO
XSP.TO
Healthcare
XDSR.TO
XSP.TO
Communication Services
XDSR.TO
XSP.TO
Basic Materials
XDSR.TO
XSP.TO
Consumer Cyclical
XDSR.TO
XSP.TO
Real Estate
XDSR.TO
XSP.TO
Consumer Defensive
XDSR.TO
XSP.TO
Utilities
XDSR.TO
XSP.TO
Energy
XDSR.TO
-
XSP.TO
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Return for Risk
XDSR.TO vs. XSP.TO — Risk / Return Rank
XDSR.TO
XSP.TO
XDSR.TO vs. XSP.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 iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.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.TO | XSP.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.68 | -1.07 |
| Martin ratioReturn relative to average drawdown | 6.32 | 12.40 | -6.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDSR.TO | XSP.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 2.15 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.73 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.37 | +0.19 |
Drawdowns
XDSR.TO vs. XSP.TO - Drawdown Comparison
The maximum XDSR.TO drawdown since its inception was -29.13%, smaller than the maximum XSP.TO drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for XDSR.TO and XSP.TO.
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Drawdown Indicators
| XDSR.TO | XSP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.13% | -57.82% | +28.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -9.41% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -18.77% | +3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -25.44% | -3.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -0.28% | -0.73% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -12.11% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.03% | +1.04% |
Volatility
XDSR.TO vs. XSP.TO - Volatility Comparison
iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) has a higher volatility of 4.96% compared to iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.TO) at 3.25%. This indicates that XDSR.TO's price experiences larger fluctuations and is considered to be riskier than XSP.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 | XSP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 3.25% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 8.99% | +3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.05% | 11.75% | +3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 16.75% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.12% | 18.19% | +29.93% |
XDSR.TO vs. XSP.TO - Expense Ratio Comparison
XDSR.TO has a 0.28% expense ratio, which is higher than XSP.TO's 0.09% expense ratio.
Dividends
XDSR.TO vs. XSP.TO - Dividend Comparison
XDSR.TO's dividend yield for the trailing twelve months is around 1.64%, more than XSP.TO's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XSP.TO iShares Core S&P 500 Index ETF (CAD-Hedged) | 1.12% | 1.23% | 1.09% | 1.18% | 1.37% | 1.00% | 1.31% | 1.73% | 1.84% | 1.47% | 1.75% | 1.86% |
Frequently Asked Questions
XDSR.TO and XSP.TO have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSP.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSP.TO is cheaper with a 0.09% expense ratio, compared with 0.28% for XDSR.TO.
XDSR.TO is categorized as Foreign Large Cap Equities, while XSP.TO is S&P 500. XDSR.TO tracks MSCI EAFE Choice ESG Screened Index, while XSP.TO tracks S&P 500 Index. Their fees differ too: 0.28% for XDSR.TO and 0.09% for XSP.TO.
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