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XEN.TO vs. DSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XEN.TO vs. DSI

Last updated Jun 5, 2026

XEN.TO (iShares Jantzi Social Index ETF) and DSI (iShares MSCI KLD 400 Social ETF) are both exchange-traded funds - XEN.TO is a Canada Equities fund tracking the Morningstar Canada GR CAD, while DSI is a Large Cap Growth Equities fund tracking the MSCI KLD 400 Social Index. Both are passively managed. Over the past 10 years, XEN.TO returned 12.35%/yr vs 16.41%/yr for DSI. At a 0.42 correlation, their price movements are largely independent. XEN.TO charges 0.55%/yr vs 0.25%/yr for DSI.

Performance

XEN.TO vs. DSI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Jantzi Social Index ETF (XEN.TO) and iShares MSCI KLD 400 Social ETF (DSI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XEN.TO is traded in CAD, while DSI is traded in USD. To make them comparable, the DSI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XEN.TO achieves a 10.45% return, which is significantly lower than DSI's 13.79% return. Over the past 10 years, XEN.TO has underperformed DSI with an annualized return of 12.35%, while DSI has yielded a comparatively higher 16.41% annualized return.

XEN.TO

1D
0.70%
1M
4.07%
YTD
10.45%
6M
10.76%
1Y
35.69%
3Y*
23.12%
5Y*
15.45%
10Y*
12.35%

DSI

1D
1.16%
1M
8.21%
YTD
13.79%
6M
12.03%
1Y
32.49%
3Y*
23.83%
5Y*
16.63%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEN.TO vs. DSI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XEN.TO
iShares Jantzi Social Index ETF		10.45%34.17%16.91%12.18%-3.37%28.00%-0.30%17.34%-7.93%10.65%
DSI
iShares MSCI KLD 400 Social ETF		13.79%12.62%32.89%25.67%-16.13%30.13%18.89%24.70%4.25%13.19%

Correlation

The correlation between XEN.TO and DSI is 0.56, 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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2009

0.42

The correlation between XEN.TO and DSI shifts across timeframes, from 0.42 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

XEN.TO vs. DSI - Sectors Allocation Comparison

Sectors
XEN.TO
DSI

Financial Services

34.8%
10.6%

Energy

18.6%
1.6%

Basic Materials

18.3%
2.3%

Industrials

10.0%
8.5%

Technology

8.1%
40.1%

Consumer Cyclical

3.3%
7.8%

Consumer Defensive

3.1%
4.3%

Utilities

2.6%
1.0%

Communication Services

0.8%
13.9%

Real Estate

0.4%
2.7%

Healthcare

-

7.1%

Financial Services

XEN.TO
34.8%
DSI
10.6%

Energy

XEN.TO
18.6%
DSI
1.6%

Basic Materials

XEN.TO
18.3%
DSI
2.3%

Industrials

XEN.TO
10.0%
DSI
8.5%

Technology

XEN.TO
8.1%
DSI
40.1%

Consumer Cyclical

XEN.TO
3.3%
DSI
7.8%

Consumer Defensive

XEN.TO
3.1%
DSI
4.3%

Utilities

XEN.TO
2.6%
DSI
1.0%

Communication Services

XEN.TO
0.8%
DSI
13.9%

Real Estate

XEN.TO
0.4%
DSI
2.7%

Healthcare

XEN.TO

-

DSI
7.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Jantzi Social Index ETF

iShares MSCI KLD 400 Social ETF

Often compared with XEN.TO:
XEN.TO vs. GEQT.TOXEN.TO vs. XCSR.TOXEN.TO vs. XDSR.TOXEN.TO vs. VFV.TOXEN.TO vs. DMEC.TOXEN.TO vs. XIU.TOXEN.TO vs. ^GSPC
Often compared with DSI:
DSI vs. SPYDSI vs. VOODSI vs. FSLEXDSI vs. XSUS.TODSI vs. VTIDSI vs. QQQDSI vs. SPYG

Return for Risk

XEN.TO vs. DSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XEN.TO
XEN.TO Risk / Return Rank: 8686
Overall Rank
XEN.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XEN.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
XEN.TO Omega Ratio Rank: 8888
Omega Ratio Rank
XEN.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
XEN.TO Martin Ratio Rank: 8888
Martin Ratio Rank
DSI
DSI Risk / Return Rank: 6767
Overall Rank
DSI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DSI Sortino Ratio Rank: 7171
Sortino Ratio Rank
DSI Omega Ratio Rank: 7171
Omega Ratio Rank
DSI Calmar Ratio Rank: 5656
Calmar Ratio Rank
DSI Martin Ratio Rank: 6565
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.

XEN.TO vs. DSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Jantzi Social Index ETF (XEN.TO) and iShares MSCI KLD 400 Social ETF (DSI). 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.

XEN.TODSIDifference
Sharpe ratioReturn per unit of total volatility
2.91
2.54

+0.37

Sortino ratioReturn per unit of downside risk
3.87
3.43

+0.44

Omega ratioGain probability vs. loss probability

1.54

1.48

+0.06

Calmar ratioReturn relative to maximum drawdown

4.19

3.19

+1.00

Martin ratioReturn relative to average drawdown

18.92

11.59

+7.33

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XEN.TO vs. DSI - Sharpe Ratio Comparison

The current XEN.TO Sharpe Ratio is 2.91, which is comparable to the DSI Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of XEN.TO and DSI, 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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Sharpe Ratios by Period

XEN.TODSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

2.54

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

1.04

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.97

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.07

-0.63

Drawdowns

XEN.TO vs. DSI - Drawdown Comparison

The maximum XEN.TO drawdown since its inception was -49.69%, which is greater than DSI's maximum drawdown of -27.75%. Use the drawdown chart below to compare losses from any high point for XEN.TO and DSI.

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Drawdown Indicators

XEN.TODSIDifference

Max Drawdown

Largest peak-to-trough decline

-49.69%

-27.75%

-21.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-10.22%

+1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

-21.38%

+8.07%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-24.27%

+6.48%

Max Drawdown (10Y)

Largest decline over 10 years

-36.24%

-27.75%

-8.49%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.65%

-3.66%

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.81%

-0.92%

Volatility

XEN.TO vs. DSI - Volatility Comparison

The current volatility for iShares Jantzi Social Index ETF (XEN.TO) is 2.53%, while iShares MSCI KLD 400 Social ETF (DSI) has a volatility of 3.85%. This indicates that XEN.TO experiences smaller price fluctuations and is considered to be less risky than DSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XEN.TODSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

3.85%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

9.88%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

12.84%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

16.03%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

16.96%

-1.89%

XEN.TO vs. DSI - Expense Ratio Comparison

XEN.TO has a 0.55% expense ratio, which is higher than DSI's 0.25% expense ratio.

Dividends

XEN.TO vs. DSI - Dividend Comparison

XEN.TO's dividend yield for the trailing twelve months is around 1.67%, more than DSI's 0.84% yield.

PositionTTM20252024202320222021202020192018201720162015
DSI
iShares MSCI KLD 400 Social ETF		0.84%0.92%1.03%1.19%1.39%0.99%1.22%1.40%1.63%1.28%1.51%1.46%
XEN.TO
iShares Jantzi Social Index ETF		1.67%1.83%2.29%2.46%2.60%1.73%3.72%2.13%2.31%1.75%2.07%2.57%

Frequently Asked Questions

XEN.TO and DSI have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DSI is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DSI is cheaper with a 0.25% expense ratio, compared with 0.55% for XEN.TO.

XEN.TO is categorized as Canada Equities, while DSI is Large Cap Growth Equities. XEN.TO tracks Morningstar Canada GR CAD, while DSI tracks MSCI KLD 400 Social Index. Their fees differ too: 0.55% for XEN.TO and 0.25% for DSI.

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