XSEA.TO vs. ESGD
Compare and contrast key facts about iShares ESG Aware MSCI EAFE Index ETF (XSEA.TO) and iShares ESG Aware MSCI EAFE ETF (ESGD).
XSEA.TO and ESGD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSEA.TO is a passively managed fund by iShares that tracks the performance of the Morningstar DM xNA GR CAD. It was launched on Mar 18, 2019. ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016. Both XSEA.TO and ESGD 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
XSEA.TO vs. ESGD - Performance Comparison
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XSEA.TO vs. ESGD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XSEA.TO iShares ESG Aware MSCI EAFE Index ETF | 2.15% | 23.72% | 11.92% | 15.28% | -8.97% | 11.09% | 6.08% | 8.09% |
ESGD iShares ESG Aware MSCI EAFE ETF | 1.92% | 23.69% | 12.88% | 15.92% | -9.13% | 10.78% | 6.37% | 8.61% |
Different Trading Currencies
XSEA.TO is traded in CAD, while ESGD is traded in USD. To make them comparable, the ESGD values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSEA.TO achieves a 2.15% return, which is significantly higher than ESGD's 1.92% return.
XSEA.TO
- 1D
- 3.07%
- 1M
- -6.73%
- YTD
- 2.15%
- 6M
- 4.58%
- 1Y
- 17.44%
- 3Y*
- 14.70%
- 5Y*
- 9.73%
- 10Y*
- —
ESGD
- 1D
- 3.18%
- 1M
- -6.44%
- YTD
- 1.92%
- 6M
- 4.70%
- 1Y
- 17.45%
- 3Y*
- 14.79%
- 5Y*
- 9.93%
- 10Y*
- —
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XSEA.TO vs. ESGD - Expense Ratio Comparison
XSEA.TO has a 0.28% expense ratio, which is higher than ESGD's 0.20% expense ratio.
Return for Risk
XSEA.TO vs. ESGD — Risk / Return Rank
XSEA.TO
ESGD
XSEA.TO vs. ESGD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE Index ETF (XSEA.TO) and iShares ESG Aware MSCI EAFE ETF (ESGD). 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.
| XSEA.TO | ESGD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.06 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.52 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.50 | -0.11 |
Martin ratioReturn relative to average drawdown | 5.43 | 5.55 | -0.12 |
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
| XSEA.TO | ESGD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.06 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.74 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.68 | -0.11 |
Correlation
The correlation between XSEA.TO and ESGD is 0.75, 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
XSEA.TO vs. ESGD - Dividend Comparison
XSEA.TO's dividend yield for the trailing twelve months is around 2.38%, less than ESGD's 3.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XSEA.TO iShares ESG Aware MSCI EAFE Index ETF | 2.38% | 2.43% | 2.90% | 2.64% | 2.35% | 2.12% | 1.40% | 2.38% | 0.00% | 0.00% | 0.00% |
ESGD iShares ESG Aware MSCI EAFE ETF | 3.58% | 3.60% | 3.23% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
Drawdowns
XSEA.TO vs. ESGD - Drawdown Comparison
The maximum XSEA.TO drawdown since its inception was -28.64%, roughly equal to the maximum ESGD drawdown of -28.05%. Use the drawdown chart below to compare losses from any high point for XSEA.TO and ESGD.
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Drawdown Indicators
| XSEA.TO | ESGD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.64% | -33.70% | +5.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -11.68% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -27.70% | -30.03% | +2.33% |
Current DrawdownCurrent decline from peak | -7.19% | -8.42% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -6.25% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.03% | +0.04% |
Volatility
XSEA.TO vs. ESGD - Volatility Comparison
iShares ESG Aware MSCI EAFE Index ETF (XSEA.TO) has a higher volatility of 8.27% compared to iShares ESG Aware MSCI EAFE ETF (ESGD) at 7.81%. This indicates that XSEA.TO's price experiences larger fluctuations and is considered to be riskier than ESGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSEA.TO | ESGD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.27% | 7.81% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.08% | 10.85% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.10% | 16.48% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 13.55% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 14.49% | +2.37% |