XSAB.TO vs. DSI
XSAB.TO (iShares ESG Aware Canadian Aggregate Bond Index ETF) and DSI (iShares MSCI KLD 400 Social ETF) are both exchange-traded funds - XSAB.TO is a Canadian Government Bonds fund tracking the Morningstar Can Core Bd 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 5 years, XSAB.TO returned 0.54%/yr vs 16.04%/yr for DSI. At a 0.04 correlation, their price movements are largely independent. XSAB.TO charges 0.17%/yr vs 0.25%/yr for DSI.
Performance
XSAB.TO vs. DSI - Performance Comparison
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Different Trading Currencies
XSAB.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, XSAB.TO achieves a 1.61% return, which is significantly lower than DSI's 12.10% return.
XSAB.TO
- 1D
- 0.00%
- 1M
- 1.23%
- YTD
- 1.61%
- 6M
- 1.99%
- 1Y
- 3.71%
- 3Y*
- 4.52%
- 5Y*
- 0.54%
- 10Y*
- —
DSI
- 1D
- 1.01%
- 1M
- 0.81%
- YTD
- 12.10%
- 6M
- 12.10%
- 1Y
- 30.61%
- 3Y*
- 22.43%
- 5Y*
- 16.04%
- 10Y*
- 16.40%
XSAB.TO vs. DSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XSAB.TO iShares ESG Aware Canadian Aggregate Bond Index ETF | 1.61% | 2.22% | 4.03% | 6.35% | -11.42% | -2.71% | 7.79% | 2.30% |
DSI iShares MSCI KLD 400 Social ETF | 12.10% | 12.64% | 32.74% | 25.45% | -16.75% | 31.25% | 18.07% | 13.66% |
Correlation
The correlation between XSAB.TO and DSI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2019 | 0.04 |
Over the past year, XSAB.TO and DSI have become more correlated (0.28) than their long-term average of 0.04, meaning their price movements have been converging.
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Return for Risk
XSAB.TO vs. DSI — Risk / Return Rank
XSAB.TO
DSI
XSAB.TO vs. DSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Canadian Aggregate Bond Index ETF (XSAB.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XSAB.TO | DSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.35 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.70 | -1.46 |
| Martin ratioReturn relative to average drawdown | 2.90 | 9.78 | -6.88 |
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Drawdowns
XSAB.TO vs. DSI - Drawdown Comparison
The maximum XSAB.TO drawdown since its inception was -17.96%, smaller than the maximum DSI drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for XSAB.TO and DSI.
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Drawdown Indicators
| XSAB.TO | DSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.96% | -46.77% | +28.81% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -10.51% | +7.79% |
Max Drawdown (3Y)Largest decline over 3 years | -5.30% | -21.44% | +16.14% |
Max Drawdown (5Y)Largest decline over 5 years | -15.66% | -24.84% | +9.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.10% | — |
Current DrawdownCurrent decline from peak | -1.87% | -1.56% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -8.95% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.90% | -1.74% |
Volatility
XSAB.TO vs. DSI - Volatility Comparison
The current volatility for iShares ESG Aware Canadian Aggregate Bond Index ETF (XSAB.TO) is 1.47%, while iShares MSCI KLD 400 Social ETF (DSI) has a volatility of 5.41%. This indicates that XSAB.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
| XSAB.TO | DSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 5.41% | -3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 3.20% | 11.15% | -7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.22% | 13.94% | -9.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.31% | 18.89% | -12.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.64% | 19.76% | -13.12% |
XSAB.TO vs. DSI - Expense Ratio Comparison
XSAB.TO has a 0.17% expense ratio, which is lower than DSI's 0.25% 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%.
Dividends
XSAB.TO vs. DSI - Dividend Comparison
XSAB.TO's dividend yield for the trailing twelve months is around 3.26%, more than DSI's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 0.86% | 0.92% | 1.03% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.51% | 1.46% |
XSAB.TO iShares ESG Aware Canadian Aggregate Bond Index ETF | 3.26% | 3.20% | 3.01% | 2.81% | 2.75% | 2.35% | 2.49% | 2.05% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSAB.TO and DSI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSAB.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSAB.TO is cheaper with a 0.17% expense ratio, compared with 0.25% for DSI.
XSAB.TO is categorized as Canadian Government Bonds, while DSI is Large Cap Growth Equities. XSAB.TO tracks Morningstar Can Core Bd GR CAD, while DSI tracks MSCI KLD 400 Social Index. Their fees differ too: 0.17% for XSAB.TO and 0.25% for DSI.
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