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XDU.TO vs. DGR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDU.TO vs. DGR.TO

Last updated Aug 4, 2026
Documentation

XDU.TO (iShares Core MSCI US Quality Dividend Index ETF) and DGR.TO (CI U.S. Quality Dividend Growth Index ETF) are both Quality Factor funds - XDU.TO tracks the Morningstar US Market TR CAD while DGR.TO tracks the WisdomTree U.S. Quality Dividend Growth Index CAD. Both are passively managed. Over the past 5 years, XDU.TO returned 9.52%/yr vs 9.79%/yr for DGR.TO. Their 0.47 correlation means their historical movements had little consistent relationship. XDU.TO charges 0.16%/yr vs 0.38%/yr for DGR.TO.

Performance

XDU.TO vs. DGR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) and CI U.S. Quality Dividend Growth Index ETF (DGR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDU.TO achieves a 17.37% return, which is significantly higher than DGR.TO's 6.15% return.

XDU.TO

1D
0.29%
1M
-0.32%
6M
10.78%
YTD
17.37%
1Y
20.73%
3Y*
11.91%
5Y*
9.52%
10Y*
—
ALL TIME*
9.04%

DGR.TO

1D
0.39%
1M
0.41%
6M
4.67%
YTD
6.15%
1Y
13.25%
3Y*
11.98%
5Y*
9.79%
10Y*
11.97%
ALL TIME*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DGR.TO

CI U.S. Quality Dividend Growth Index ETF
CA$32.50KCA$91.64KCA$88.11K

XDU.TO

iShares Core MSCI US Quality Dividend Index ETF
CA$87.34KCA$130.76KCA$120.57K

XDU.TO vs. DGR.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDU.TO
iShares Core MSCI US Quality Dividend Index ETF		17.37%2.51%14.32%3.75%-3.70%28.08%-0.76%15.98%4.69%3.86%
DGR.TO
CI U.S. Quality Dividend Growth Index ETF		6.15%10.57%16.04%17.92%-8.16%24.28%10.08%28.48%-7.88%13.85%

Correlation

The correlation between XDU.TO and DGR.TO is 0.40, which is low. Their historical price movements had little consistent relationship.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.40

Correlation (3Y)
Balances recent behavior with more history.

0.57

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2017

0.47

The correlation between XDU.TO and DGR.TO shifts across timeframes, from 0.40 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.

XDU.TO vs. DGR.TO - Sectors Allocation Comparison

Sectors
XDU.TO
DGR.TO

Healthcare

20.2%
12.8%

Industrials

14.5%
11.8%

Consumer Defensive

13.7%
6.7%

Technology

13.0%
33.8%

Energy

10.2%
4.5%

Financial Services

10.2%
8.4%

Consumer Cyclical

9.4%
8.0%

Utilities

3.6%
0.2%

Communication Services

3.6%
11.1%

Basic Materials

1.8%
2.8%

Real Estate

-

-

Healthcare

XDU.TO
20.2%
DGR.TO
12.8%

Industrials

XDU.TO
14.5%
DGR.TO
11.8%

Consumer Defensive

XDU.TO
13.7%
DGR.TO
6.7%

Technology

XDU.TO
13.0%
DGR.TO
33.8%

Energy

XDU.TO
10.2%
DGR.TO
4.5%

Financial Services

XDU.TO
10.2%
DGR.TO
8.4%

Consumer Cyclical

XDU.TO
9.4%
DGR.TO
8.0%

Utilities

XDU.TO
3.6%
DGR.TO
0.2%

Communication Services

XDU.TO
3.6%
DGR.TO
11.1%

Basic Materials

XDU.TO
1.8%
DGR.TO
2.8%

Real Estate

XDU.TO

-

DGR.TO

-

Compare stocks, funds, or ETFs

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iShares Core MSCI US Quality Dividend Index ETF

CI U.S. Quality Dividend Growth Index ETF

Often compared with XDU.TO:
XDU.TO vs. XDG.TOXDU.TO vs. SCHDXDU.TO vs. XDIV.TOXDU.TO vs. XHD.TOXDU.TO vs. XUS.TOXDU.TO vs. VFV.TOXDU.TO vs. XIU.TO
Often compared with DGR.TO:
DGR.TO vs. EHE.TODGR.TO vs. ZZZD.TODGR.TO vs. ZUD.TODGR.TO vs. CINF.TODGR.TO vs. CMNY.TODGR.TO vs. VUDV.TODGR.TO vs. DXU.TO

Return for Risk

XDU.TO vs. DGR.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
XDU.TO
XDU.TO Risk / Return Rank: 7575
Overall Rank
XDU.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XDU.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
XDU.TO Omega Ratio Rank: 7373
Omega Ratio Rank
XDU.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
XDU.TO Martin Ratio Rank: 7373
Martin Ratio Rank
DGR.TO
DGR.TO Risk / Return Rank: 4343
Overall Rank
DGR.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DGR.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
DGR.TO Omega Ratio Rank: 4343
Omega Ratio Rank
DGR.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
DGR.TO Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XDU.TO vs. DGR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) and CI U.S. Quality Dividend Growth Index ETF (DGR.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.

XDU.TODGR.TODifference
Sharpe ratioReturn per unit of total volatility
1.73
1.10

+0.63

Sortino ratioReturn per unit of downside risk
2.37
1.69

+0.68

Omega ratioGain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratioReturn relative to maximum drawdown

3.21

1.36

+1.85

Martin ratioReturn relative to average drawdown

9.43

5.26

+4.17

XDU.TO vs. DGR.TO - Sharpe Ratio Comparison

The current XDU.TO Sharpe Ratio is 1.73, which is higher than the DGR.TO Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of XDU.TO and DGR.TO, 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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Drawdowns

XDU.TO vs. DGR.TO - Drawdown Comparison

The maximum XDU.TO drawdown since its inception was -28.56%, smaller than the maximum DGR.TO drawdown of -30.73%. Use the drawdown chart below to compare losses from any high point for XDU.TO and DGR.TO.

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Drawdown Indicators

XDU.TODGR.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.56%

-30.73%

+2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-8.55%

+2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-16.67%

-16.65%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-17.92%

+1.25%

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.73%

—

Current Drawdown

Current decline from peak

-2.07%

-1.83%

-0.24%

Average Drawdown

Average peak-to-trough decline

-5.93%

-3.51%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.21%

-0.12%

Volatility

XDU.TO vs. DGR.TO - Volatility Comparison

iShares Core MSCI US Quality Dividend Index ETF (XDU.TO) has a higher volatility of 4.31% compared to CI U.S. Quality Dividend Growth Index ETF (DGR.TO) at 2.72%. This indicates that XDU.TO's price experiences larger fluctuations and is considered to be riskier than DGR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDU.TODGR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

2.72%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

8.27%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.40%

10.55%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

14.08%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.89%

15.21%

+13.68%

XDU.TO vs. DGR.TO - Expense Ratio Comparison

XDU.TO has a 0.16% expense ratio, which is lower than DGR.TO's 0.38% expense ratio.

Dividends

XDU.TO vs. DGR.TO - Dividend Comparison

XDU.TO's dividend yield for the trailing twelve months is around 2.42%, more than DGR.TO's 1.14% yield.

PositionTTM2025202420232022202120202019201820172016
DGR.TO
CI U.S. Quality Dividend Growth Index ETF		1.14%1.24%0.94%1.53%1.70%1.26%1.29%1.67%1.94%1.29%0.62%
XDU.TO
iShares Core MSCI US Quality Dividend Index ETF		2.42%2.54%2.31%2.53%2.25%2.13%2.99%2.54%2.49%1.39%0.00%

Frequently Asked Questions

XDU.TO and DGR.TO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDU.TO is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDU.TO is cheaper with a 0.16% expense ratio, compared with 0.38% for DGR.TO.

XDU.TO tracks Morningstar US Market TR CAD, while DGR.TO tracks WisdomTree U.S. Quality Dividend Growth Index CAD. They also come from different issuers: iShares and CI. Their fees differ too: 0.16% for XDU.TO and 0.38% for DGR.TO.

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