XESG.TO vs. XEQT.TO
Compare and contrast key facts about iShares ESG Aware MSCI Canada Index ETF (XESG.TO) and iShares Core Equity ETF Portfolio (XEQT.TO).
XESG.TO and XEQT.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. XEQT.TO is an actively managed fund by iShares. It was launched on Aug 7, 2019.
Performance
XESG.TO vs. XEQT.TO - Performance Comparison
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XESG.TO vs. XEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XESG.TO iShares ESG Aware MSCI Canada Index ETF | 3.80% | 26.25% | 20.05% | 10.13% | -7.77% | 22.91% | 4.80% | 8.11% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.51% | 19.47% | 24.36% | 17.25% | -11.01% | 18.94% | 11.82% | 9.89% |
Returns By Period
In the year-to-date period, XESG.TO achieves a 3.80% return, which is significantly higher than XEQT.TO's 1.51% return.
XESG.TO
- 1D
- 0.61%
- 1M
- -4.57%
- YTD
- 3.80%
- 6M
- 6.01%
- 1Y
- 29.59%
- 3Y*
- 18.45%
- 5Y*
- 12.63%
- 10Y*
- —
XEQT.TO
- 1D
- 0.85%
- 1M
- -3.50%
- YTD
- 1.51%
- 6M
- 2.89%
- 1Y
- 21.17%
- 3Y*
- 18.44%
- 5Y*
- 11.98%
- 10Y*
- —
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XESG.TO vs. XEQT.TO - Expense Ratio Comparison
XESG.TO has a 0.16% expense ratio, which is lower than XEQT.TO's 0.20% 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. XEQT.TO — Risk / Return Rank
XESG.TO
XEQT.TO
XESG.TO vs. XEQT.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 Core Equity ETF Portfolio (XEQT.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 | XEQT.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.33 | +0.51 |
Sortino ratioReturn per unit of downside risk | 2.34 | 1.85 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 1.79 | +0.83 |
Martin ratioReturn relative to average drawdown | 11.76 | 7.98 | +3.78 |
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 | XEQT.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.33 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.93 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.86 | -0.08 |
Correlation
The correlation between XESG.TO and XEQT.TO is 0.76, 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. XEQT.TO - Dividend Comparison
XESG.TO's dividend yield for the trailing twelve months is around 2.09%, more than XEQT.TO's 1.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XESG.TO iShares ESG Aware MSCI Canada Index ETF | 2.09% | 2.13% | 2.45% | 2.74% | 2.63% | 1.88% | 2.15% | 1.05% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.64% | 1.66% | 2.01% | 2.07% | 2.12% | 1.64% | 1.66% | 1.19% |
Drawdowns
XESG.TO vs. XEQT.TO - Drawdown Comparison
The maximum XESG.TO drawdown since its inception was -37.36%, which is greater than XEQT.TO's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for XESG.TO and XEQT.TO.
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Drawdown Indicators
| XESG.TO | XEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.36% | -29.74% | -7.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -11.78% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -17.91% | -19.56% | +1.65% |
Current DrawdownCurrent decline from peak | -4.57% | -4.27% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -4.20% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.64% | -0.07% |
Volatility
XESG.TO vs. XEQT.TO - Volatility Comparison
iShares ESG Aware MSCI Canada Index ETF (XESG.TO) and iShares Core Equity ETF Portfolio (XEQT.TO) have volatilities of 5.70% and 5.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XESG.TO | XEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 5.77% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.39% | 9.49% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 15.99% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 13.03% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 15.63% | +1.30% |