XEN.TO vs. XDSR.TO
Compare and contrast key facts about iShares Jantzi Social Index ETF (XEN.TO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO).
XEN.TO and XDSR.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEN.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on May 14, 2007. 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. Both XEN.TO and XDSR.TO 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
XEN.TO vs. XDSR.TO - Performance Comparison
Loading graphics...
XEN.TO vs. XDSR.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XEN.TO iShares Jantzi Social Index ETF | 4.30% | 34.17% | 16.91% | 12.18% | -3.37% | 28.00% | 16.68% |
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF | 2.48% | 16.05% | 12.43% | 16.82% | -14.11% | 10.05% | 161.23% |
Returns By Period
In the year-to-date period, XEN.TO achieves a 4.30% return, which is significantly higher than XDSR.TO's 2.48% return.
XEN.TO
- 1D
- 0.64%
- 1M
- -3.94%
- YTD
- 4.30%
- 6M
- 9.83%
- 1Y
- 35.09%
- 3Y*
- 21.11%
- 5Y*
- 15.65%
- 10Y*
- 12.22%
XDSR.TO
- 1D
- 1.55%
- 1M
- -3.39%
- YTD
- 2.48%
- 6M
- 2.09%
- 1Y
- 14.25%
- 3Y*
- 12.93%
- 5Y*
- 7.70%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XEN.TO vs. XDSR.TO - Expense Ratio Comparison
XEN.TO has a 0.55% expense ratio, which is higher than XDSR.TO's 0.28% expense ratio.
Return for Risk
XEN.TO vs. XDSR.TO — Risk / Return Rank
XEN.TO
XDSR.TO
XEN.TO vs. XDSR.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Jantzi Social Index ETF (XEN.TO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.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.
| XEN.TO | XDSR.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 0.79 | +1.47 |
Sortino ratioReturn per unit of downside risk | 2.89 | 1.24 | +1.65 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.17 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 1.24 | +1.75 |
Martin ratioReturn relative to average drawdown | 14.04 | 4.62 | +9.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XEN.TO | XDSR.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 0.79 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.53 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.53 | -0.11 |
Correlation
The correlation between XEN.TO and XDSR.TO is 0.49, 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
XEN.TO vs. XDSR.TO - Dividend Comparison
XEN.TO's dividend yield for the trailing twelve months is around 1.77%, less than XDSR.TO's 1.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEN.TO iShares Jantzi Social Index ETF | 1.77% | 1.83% | 2.29% | 2.46% | 2.60% | 1.73% | 3.72% | 2.13% | 2.31% | 1.75% | 2.07% | 2.57% |
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF | 1.79% | 1.84% | 1.94% | 1.94% | 2.27% | 1.45% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XEN.TO vs. XDSR.TO - Drawdown Comparison
The maximum XEN.TO drawdown since its inception was -49.69%, which is greater than XDSR.TO's maximum drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for XEN.TO and XDSR.TO.
Loading graphics...
Drawdown Indicators
| XEN.TO | XDSR.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.69% | -29.13% | -20.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -12.06% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -17.79% | -29.13% | +11.34% |
Max Drawdown (10Y)Largest decline over 10 years | -36.24% | — | — |
Current DrawdownCurrent decline from peak | -3.94% | -5.94% | +2.00% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -6.20% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.23% | -0.72% |
Volatility
XEN.TO vs. XDSR.TO - Volatility Comparison
The current volatility for iShares Jantzi Social Index ETF (XEN.TO) is 5.40%, while iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) has a volatility of 7.92%. This indicates that XEN.TO experiences smaller price fluctuations and is considered to be less risky than XDSR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XEN.TO | XDSR.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 7.92% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 11.49% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.58% | 18.10% | -2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 14.56% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.08% | 48.72% | -33.64% |