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XSD vs. XDSR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XSD vs. XDSR.TO

Last updated Jun 4, 2026

XSD (SPDR S&P Semiconductor ETF) and XDSR.TO (iShares ESG Advanced MSCI EAFE Index ETF) are both exchange-traded funds - XSD is a Semiconductors fund tracking the S&P Semiconductor Select Industry, while XDSR.TO is a Foreign Large Cap Equities fund tracking the MSCI EAFE Choice ESG Screened Index. Both are passively managed. Over the past 5 years, XSD returned 29.69%/yr vs 6.24%/yr for XDSR.TO. A 0.52 correlation means they provide meaningful diversification when combined. XSD charges 0.35%/yr vs 0.28%/yr for XDSR.TO.

Performance

XSD vs. XDSR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Semiconductor ETF (XSD) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSD is traded in USD, while XDSR.TO is traded in CAD. To make them comparable, the XDSR.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSD achieves a 102.14% return, which is significantly higher than XDSR.TO's 10.56% return.

XSD

1D
1.51%
1M
30.91%
YTD
102.14%
6M
92.84%
1Y
180.25%
3Y*
46.41%
5Y*
29.69%
10Y*
31.10%

XDSR.TO

1D
-0.68%
1M
5.33%
YTD
10.56%
6M
11.65%
1Y
17.85%
3Y*
14.64%
5Y*
6.24%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSD vs. XDSR.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XSD
SPDR S&P Semiconductor ETF		102.14%29.85%10.75%34.87%-30.92%42.54%65.59%
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		10.56%21.61%3.55%19.48%-19.85%10.86%184.63%

Correlation

The correlation between XSD and XDSR.TO is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2020

0.52

The correlation between XSD and XDSR.TO has been stable across timeframes, ranging from 0.52 to 0.54 - a consistent structural relationship.

XSD vs. XDSR.TO - Sectors Allocation Comparison

Sectors
XSD
XDSR.TO

Technology

97.8%
19.4%

Energy

2.2%

-

Basic Materials

-

4.4%

Communication Services

-

6.1%

Consumer Cyclical

-

4.3%

Consumer Defensive

-

2.5%

Financial Services

-

28.9%

Healthcare

-

9.9%

Industrials

-

14.1%

Real Estate

-

3.1%

Utilities

-

0.5%

Technology

XSD
97.8%
XDSR.TO
19.4%

Energy

XSD
2.2%
XDSR.TO

-

Basic Materials

XSD

-

XDSR.TO
4.4%

Communication Services

XSD

-

XDSR.TO
6.1%

Consumer Cyclical

XSD

-

XDSR.TO
4.3%

Consumer Defensive

XSD

-

XDSR.TO
2.5%

Financial Services

XSD

-

XDSR.TO
28.9%

Healthcare

XSD

-

XDSR.TO
9.9%

Industrials

XSD

-

XDSR.TO
14.1%

Real Estate

XSD

-

XDSR.TO
3.1%

Utilities

XSD

-

XDSR.TO
0.5%

Compare stocks, funds, or ETFs

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

SPDR S&P Semiconductor ETF

iShares ESG Advanced MSCI EAFE Index ETF

Often compared with XSD:
XSD vs. SMHXSD vs. SOXXXSD vs. SOXQXSD vs. FSELXXSD vs. PSIXSD vs. QQQXSD vs. FTXL
Often compared with XDSR.TO:
XDSR.TO vs. XSEA.TOXDSR.TO vs. XSEM.TOXDSR.TO vs. XEN.TOXDSR.TO vs. XAW.TOXDSR.TO vs. IMTMXDSR.TO vs. XUSR.TOXDSR.TO vs. XEQT.TO

Return for Risk

XSD vs. XDSR.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSD
XSD Risk / Return Rank: 9595
Overall Rank
XSD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XSD Sortino Ratio Rank: 9494
Sortino Ratio Rank
XSD Omega Ratio Rank: 9393
Omega Ratio Rank
XSD Calmar Ratio Rank: 9696
Calmar Ratio Rank
XSD Martin Ratio Rank: 9696
Martin Ratio Rank
XDSR.TO
XDSR.TO Risk / Return Rank: 3636
Overall Rank
XDSR.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XDSR.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
XDSR.TO Omega Ratio Rank: 3535
Omega Ratio Rank
XDSR.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
XDSR.TO Martin Ratio Rank: 4040
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.

XSD vs. XDSR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Semiconductor ETF (XSD) 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.

XSDXDSR.TODifference
Sharpe ratioReturn per unit of total volatility
5.00
1.12

+3.89

Sortino ratioReturn per unit of downside risk
5.03
1.69

+3.34

Omega ratioGain probability vs. loss probability

1.65

1.20

+0.45

Calmar ratioReturn relative to maximum drawdown

9.75

1.45

+8.30

Martin ratioReturn relative to average drawdown

33.91

5.49

+28.42

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

XSD vs. XDSR.TO - Sharpe Ratio Comparison

The current XSD Sharpe Ratio is 5.00, which is higher than the XDSR.TO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of XSD and XDSR.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XSDXDSR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.00

1.12

+3.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.36

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.54

-0.11

Drawdowns

XSD vs. XDSR.TO - Drawdown Comparison

The maximum XSD drawdown since its inception was -64.56%, which is greater than XDSR.TO's maximum drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for XSD and XDSR.TO.

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Drawdown Indicators

XSDXDSR.TODifference

Max Drawdown

Largest peak-to-trough decline

-64.56%

-35.13%

-29.43%

Max Drawdown (1Y)

Largest decline over 1 year

-18.61%

-12.37%

-6.24%

Max Drawdown (3Y)

Largest decline over 3 years

-41.25%

-17.20%

-24.05%

Max Drawdown (5Y)

Largest decline over 5 years

-42.27%

-35.13%

-7.14%

Max Drawdown (10Y)

Largest decline over 10 years

-42.27%

—

—

Current Drawdown

Current decline from peak

0.00%

-0.82%

+0.82%

Average Drawdown

Average peak-to-trough decline

-13.74%

-7.90%

-5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.34%

3.26%

+2.08%

Volatility

XSD vs. XDSR.TO - Volatility Comparison

SPDR S&P Semiconductor ETF (XSD) has a higher volatility of 14.94% compared to iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) at 5.17%. This indicates that XSD's price experiences larger fluctuations and is considered to be riskier than XDSR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XSDXDSR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.94%

5.17%

+9.77%

Volatility (6M)

Calculated over the trailing 6-month period

27.89%

13.32%

+14.57%

Volatility (1Y)

Calculated over the trailing 1-year period

36.39%

16.06%

+20.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.25%

17.28%

+20.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.96%

49.23%

-14.27%

XSD vs. XDSR.TO - Expense Ratio Comparison

XSD has a 0.35% expense ratio, which is higher than XDSR.TO's 0.28% expense ratio.

Dividends

XSD vs. XDSR.TO - Dividend Comparison

XSD's dividend yield for the trailing twelve months is around 0.12%, less than XDSR.TO's 1.64% yield.

PositionTTM20252024202320222021202020192018201720162015
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		1.64%1.84%1.94%1.94%2.27%1.45%0.77%0.00%0.00%0.00%0.00%0.00%
XSD
SPDR S&P Semiconductor ETF		0.12%0.26%0.20%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%

Frequently Asked Questions

XSD and XDSR.TO have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDSR.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDSR.TO is cheaper with a 0.28% expense ratio, compared with 0.35% for XSD.

XSD is categorized as Semiconductors, while XDSR.TO is Foreign Large Cap Equities. XSD tracks S&P Semiconductor Select Industry, while XDSR.TO tracks MSCI EAFE Choice ESG Screened Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for XSD and 0.28% for XDSR.TO.

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