XESG.TO vs. XCSR.TO
Compare and contrast key facts about iShares ESG Aware MSCI Canada Index ETF (XESG.TO) and iShares ESG Advanced MSCI Canada Index ETF (XCSR.TO).
XESG.TO and XCSR.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XESG.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Mar 18, 2019. XCSR.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Apr 15, 2020. Both XESG.TO and XCSR.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
XESG.TO vs. XCSR.TO - Performance Comparison
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XESG.TO vs. XCSR.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XESG.TO iShares ESG Aware MSCI Canada Index ETF | 3.17% | 26.25% | 20.05% | 10.13% | -7.77% | 22.91% | 26.00% |
XCSR.TO iShares ESG Advanced MSCI Canada Index ETF | -2.97% | 35.35% | 23.27% | 15.18% | -14.41% | 22.30% | 4,511.52% |
Returns By Period
In the year-to-date period, XESG.TO achieves a 3.17% return, which is significantly higher than XCSR.TO's -2.97% return.
XESG.TO
- 1D
- 2.43%
- 1M
- -4.49%
- YTD
- 3.17%
- 6M
- 5.51%
- 1Y
- 29.40%
- 3Y*
- 18.21%
- 5Y*
- 12.49%
- 10Y*
- —
XCSR.TO
- 1D
- 3.65%
- 1M
- -5.81%
- YTD
- -2.97%
- 6M
- 2.38%
- 1Y
- 29.61%
- 3Y*
- 20.64%
- 5Y*
- 12.51%
- 10Y*
- —
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XESG.TO vs. XCSR.TO - Expense Ratio Comparison
XESG.TO has a 0.16% expense ratio, which is lower than XCSR.TO's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
XESG.TO vs. XCSR.TO — Risk / Return Rank
XESG.TO
XCSR.TO
XESG.TO vs. XCSR.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI Canada Index ETF (XESG.TO) and iShares ESG Advanced MSCI Canada Index ETF (XCSR.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.
| XESG.TO | XCSR.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 1.79 | +0.03 |
Sortino ratioReturn per unit of downside risk | 2.32 | 2.39 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.73 | -0.10 |
Martin ratioReturn relative to average drawdown | 11.84 | 10.74 | +1.10 |
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
| XESG.TO | XCSR.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.79 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.91 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.08 | +0.69 |
Correlation
The correlation between XESG.TO and XCSR.TO is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XESG.TO vs. XCSR.TO - Dividend Comparison
XESG.TO's dividend yield for the trailing twelve months is around 2.10%, more than XCSR.TO's 1.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XESG.TO iShares ESG Aware MSCI Canada Index ETF | 2.10% | 2.13% | 2.45% | 2.74% | 2.63% | 1.88% | 2.15% | 1.05% |
XCSR.TO iShares ESG Advanced MSCI Canada Index ETF | 1.81% | 1.73% | 2.20% | 2.61% | 2.78% | 1.53% | 0.81% | 0.00% |
Drawdowns
XESG.TO vs. XCSR.TO - Drawdown Comparison
The maximum XESG.TO drawdown since its inception was -37.36%, which is greater than XCSR.TO's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for XESG.TO and XCSR.TO.
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Drawdown Indicators
| XESG.TO | XCSR.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.36% | -23.56% | -13.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -11.12% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -17.91% | -23.56% | +5.65% |
Current DrawdownCurrent decline from peak | -5.15% | -7.02% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -5.21% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.82% | -0.27% |
Volatility
XESG.TO vs. XCSR.TO - Volatility Comparison
The current volatility for iShares ESG Aware MSCI Canada Index ETF (XESG.TO) is 6.03%, while iShares ESG Advanced MSCI Canada Index ETF (XCSR.TO) has a volatility of 7.09%. This indicates that XESG.TO experiences smaller price fluctuations and is considered to be less risky than XCSR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XESG.TO | XCSR.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 7.09% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 12.67% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 16.58% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 13.78% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 1,388.38% | -1,371.45% |