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XESG.TO vs. XIU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XESG.TO vs. XIU.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares ESG Aware MSCI Canada Index ETF (XESG.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO).

XESG.TO and XIU.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. XIU.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX 60 Index. It was launched on Sep 28, 1999. Both XESG.TO and XIU.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. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Aware MSCI Canada Index ETF (XESG.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO). The values are adjusted to include any dividend payments, if applicable.

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XESG.TO vs. XIU.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XESG.TO
iShares ESG Aware MSCI Canada Index ETF		3.17%26.25%20.05%10.13%-7.77%22.91%4.80%15.28%
XIU.TO
iShares S&P/TSX 60 Index ETF		3.05%28.89%20.73%11.85%-6.35%28.06%5.27%8.55%

Returns By Period

The year-to-date returns for both stocks are quite close, with XESG.TO having a 3.17% return and XIU.TO slightly lower at 3.05%.

XESG.TO

1D
2.43%
1M
-4.49%
YTD
3.17%
6M
5.51%
1Y
29.40%
3Y*
18.21%
5Y*
12.49%
10Y*
—

XIU.TO

1D
2.29%
1M
-3.14%
YTD
3.05%
6M
8.88%
1Y
30.48%
3Y*
19.92%
5Y*
14.23%
10Y*
12.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares ESG Aware MSCI Canada Index ETF

iShares S&P/TSX 60 Index ETF

Often compared with XESG.TO:
XESG.TO vs. XCSR.TOXESG.TO vs. XEQT.TOXESG.TO vs. SCHGXESG.TO vs. VFV.TOXESG.TO vs. SPYXESG.TO vs. PSIXESG.TO vs. GEQT.TO
Often compared with XIU.TO:
XIU.TO vs. XIC.TOXIU.TO vs. ZCN.TOXIU.TO vs. XDIV.TOXIU.TO vs. XSP.TOXIU.TO vs. HXT.TOXIU.TO vs. SPYXIU.TO vs. XIT.TO

XESG.TO vs. XIU.TO - Expense Ratio Comparison

XESG.TO has a 0.16% expense ratio, which is lower than XIU.TO's 0.18% 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%.

XIU.TO
iShares S&P/TSX 60 Index ETF
XESG.TO
iShares ESG Aware MSCI Canada Index ETF

Return for Risk

XESG.TO vs. XIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XESG.TO
XESG.TO Risk / Return Rank: 8888
Overall Rank
XESG.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XESG.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
XESG.TO Omega Ratio Rank: 9090
Omega Ratio Rank
XESG.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
XESG.TO Martin Ratio Rank: 9191
Martin Ratio Rank
XIU.TO
XIU.TO Risk / Return Rank: 9393
Overall Rank
XIU.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 9494
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9595
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.

XESG.TO vs. XIU.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 S&P/TSX 60 Index ETF (XIU.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.TOXIU.TODifference

Sharpe ratio

Return per unit of total volatility

1.83

2.11

-0.29

Sortino ratio

Return per unit of downside risk

2.32

2.74

-0.42

Omega ratio

Gain probability vs. loss probability

1.37

1.42

-0.05

Calmar ratio

Return relative to maximum drawdown

2.63

2.93

-0.30

Martin ratio

Return relative to average drawdown

11.84

14.31

-2.46

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

XESG.TO vs. XIU.TO - Sharpe Ratio Comparison

The current XESG.TO Sharpe Ratio is 1.83, which is comparable to the XIU.TO Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of XESG.TO and XIU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

XESG.TOXIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.11

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

1.13

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.84

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.49

+0.28

Correlation

The correlation between XESG.TO and XIU.TO is 0.89, 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. XIU.TO - Dividend Comparison

XESG.TO's dividend yield for the trailing twelve months is around 2.10%, less than XIU.TO's 2.34% yield.

TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.34%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Drawdowns

XESG.TO vs. XIU.TO - Drawdown Comparison

The maximum XESG.TO drawdown since its inception was -37.36%, smaller than the maximum XIU.TO drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for XESG.TO and XIU.TO.

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Drawdown Indicators

XESG.TOXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.36%

-52.31%

+14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-10.79%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-16.36%

-1.55%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.46%

—

Current Drawdown

Current decline from peak

-5.15%

-3.82%

-1.33%

Average Drawdown

Average peak-to-trough decline

-4.63%

-11.70%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.21%

+0.34%

Volatility

XESG.TO vs. XIU.TO - Volatility Comparison

iShares ESG Aware MSCI Canada Index ETF (XESG.TO) has a higher volatility of 6.03% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 5.35%. This indicates that XESG.TO's price experiences larger fluctuations and is considered to be riskier than XIU.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.TOXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

5.35%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

9.78%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

14.51%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.53%

12.73%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

14.99%

+1.94%