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XSEA.TO vs. FCRI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XSEA.TO vs. FCRI.TO

Last updated Jun 4, 2026

XSEA.TO (iShares ESG Aware MSCI EAFE Index ETF) and FCRI.TO (Franklin International Core Equity Fund ETF Series) are both Foreign Large Cap Equities funds. XSEA.TO is passively managed, while FCRI.TO is actively managed. At a 0.26 correlation, their price movements are largely independent.

Performance

XSEA.TO vs. FCRI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Aware MSCI EAFE Index ETF (XSEA.TO) and Franklin International Core Equity Fund ETF Series (FCRI.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSEA.TO achieves a 9.71% return, which is significantly higher than FCRI.TO's 6.96% return.

XSEA.TO

1D
-0.55%
1M
5.39%
YTD
9.71%
6M
9.76%
1Y
21.42%
3Y*
16.84%
5Y*
10.75%
10Y*
—

FCRI.TO

1D
0.54%
1M
5.93%
YTD
6.96%
6M
10.98%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSEA.TO vs. FCRI.TO - Yearly Performance Comparison

2026 (YTD)2025
XSEA.TO
iShares ESG Aware MSCI EAFE Index ETF		9.71%9.73%
FCRI.TO
Franklin International Core Equity Fund ETF Series		6.96%15.58%

Correlation

The correlation between XSEA.TO and FCRI.TO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 8, 2025

0.26

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iShares ESG Aware MSCI EAFE Index ETF

Franklin International Core Equity Fund ETF Series

Often compared with XSEA.TO:
XSEA.TO vs. XDSR.TOXSEA.TO vs. XSEM.TOXSEA.TO vs. XSUS.TOXSEA.TO vs. ESGDXSEA.TO vs. XAW.TOXSEA.TO vs. XEU.TOXSEA.TO vs. XEQT.TO
Often compared with FCRI.TO:
FCRI.TO vs. QDX.TOFCRI.TO vs. FCIL.NEOFCRI.TO vs. GRO.TOFCRI.TO vs. TILV.TOFCRI.TO vs. RIDH.TOFCRI.TO vs. FLVI.NEOFCRI.TO vs. XDSR.TO

Return for Risk

XSEA.TO vs. FCRI.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSEA.TO
XSEA.TO Risk / Return Rank: 4242
Overall Rank
XSEA.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XSEA.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
XSEA.TO Omega Ratio Rank: 4444
Omega Ratio Rank
XSEA.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSEA.TO Martin Ratio Rank: 4444
Martin Ratio Rank
FCRI.TO
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.

XSEA.TO vs. FCRI.TO - 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 Franklin International Core Equity Fund ETF Series (FCRI.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.

XSEA.TOFCRI.TODifference
Sharpe ratioReturn per unit of total volatility
1.50

—

—

Sortino ratioReturn per unit of downside risk
2.16

—

—

Omega ratioGain probability vs. loss probability

1.28

—

—

Calmar ratioReturn relative to maximum drawdown

1.79

—

—

Martin ratioReturn relative to average drawdown

7.13

—

—

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

XSEA.TO vs. FCRI.TO - Sharpe Ratio Comparison

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Sharpe Ratios by Period

XSEA.TOFCRI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.90

-1.28

Drawdowns

XSEA.TO vs. FCRI.TO - Drawdown Comparison

The maximum XSEA.TO drawdown since its inception was -28.64%, which is greater than FCRI.TO's maximum drawdown of -11.01%. Use the drawdown chart below to compare losses from any high point for XSEA.TO and FCRI.TO.

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Drawdown Indicators

XSEA.TOFCRI.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.64%

-11.01%

-17.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-27.70%

—

—

Current Drawdown

Current decline from peak

-1.33%

-0.04%

-1.29%

Average Drawdown

Average peak-to-trough decline

-5.96%

-1.51%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

—

—

Volatility

XSEA.TO vs. FCRI.TO - Volatility Comparison

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Volatility by Period

XSEA.TOFCRI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

12.18%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

13.94%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

13.94%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

13.94%

+2.93%

Dividends

XSEA.TO vs. FCRI.TO - Dividend Comparison

XSEA.TO's dividend yield for the trailing twelve months is around 2.21%, less than FCRI.TO's 2.63% yield.

PositionTTM2025202420232022202120202019
FCRI.TO
Franklin International Core Equity Fund ETF Series		2.63%2.81%0.00%0.00%0.00%0.00%0.00%0.00%
XSEA.TO
iShares ESG Aware MSCI EAFE Index ETF		2.21%2.43%2.90%2.64%2.35%2.12%1.40%2.38%

Frequently Asked Questions

XSEA.TO and FCRI.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and Franklin Templeton.

Portfolio Optimizer

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