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

XSEA.TO vs. XDSR.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares ESG Aware MSCI EAFE Index ETF (XSEA.TO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO).

XSEA.TO and XDSR.TO 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. XDSR.TO is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Apr 15, 2020. Both XSEA.TO and XDSR.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

XSEA.TO vs. XDSR.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 iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020
XSEA.TO
iShares ESG Aware MSCI EAFE Index ETF		2.15%23.72%11.92%15.28%-8.97%11.09%17.84%
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		0.91%16.05%12.43%16.82%-14.11%10.05%161.23%

Returns By Period

In the year-to-date period, XSEA.TO achieves a 2.15% return, which is significantly higher than XDSR.TO's 0.91% 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*
—

XDSR.TO

1D
3.42%
1M
-6.84%
YTD
0.91%
6M
1.44%
1Y
13.16%
3Y*
12.35%
5Y*
7.37%
10Y*
—
*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 EAFE Index ETF

iShares ESG Advanced MSCI EAFE Index ETF

Often compared with XSEA.TO:
XSEA.TO vs. XSEM.TOXSEA.TO vs. ESGDXSEA.TO vs. XSUS.TOXSEA.TO vs. XAW.TOXSEA.TO vs. XEQT.TOXSEA.TO vs. XEU.TOXSEA.TO vs. XIN.TO
Often compared with XDSR.TO:
XDSR.TO vs. XSEM.TOXDSR.TO vs. XEN.TOXDSR.TO vs. XAW.TOXDSR.TO vs. IMTMXDSR.TO vs. XUSR.TOXDSR.TO vs. XEQT.TOXDSR.TO vs. XSD

XSEA.TO vs. XDSR.TO - Expense Ratio Comparison

Both XSEA.TO and XDSR.TO have an expense ratio of 0.28%.

XSEA.TO
iShares ESG Aware MSCI EAFE Index ETF
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF

Return for Risk

XSEA.TO vs. XDSR.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: 5858
Overall Rank
XSEA.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XSEA.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
XSEA.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XSEA.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
XSEA.TO Martin Ratio Rank: 5656
Martin Ratio Rank
XDSR.TO
XDSR.TO Risk / Return Rank: 4040
Overall Rank
XDSR.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDSR.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
XDSR.TO Omega Ratio Rank: 4040
Omega Ratio Rank
XDSR.TO Calmar Ratio Rank: 3939
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.

XSEA.TO vs. XDSR.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 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.

XSEA.TOXDSR.TODifference

Sharpe ratio

Return per unit of total volatility

1.02

0.73

+0.29

Sortino ratio

Return per unit of downside risk

1.50

1.16

+0.34

Omega ratio

Gain probability vs. loss probability

1.22

1.16

+0.06

Calmar ratio

Return relative to maximum drawdown

1.39

0.98

+0.41

Martin ratio

Return relative to average drawdown

5.43

3.69

+1.74

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. XDSR.TO - Sharpe Ratio Comparison

The current XSEA.TO Sharpe Ratio is 1.02, which is higher than the XDSR.TO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of XSEA.TO and XDSR.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

XSEA.TOXDSR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.73

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.51

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.52

+0.04

Correlation

The correlation between XSEA.TO and XDSR.TO is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XSEA.TO vs. XDSR.TO - Dividend Comparison

XSEA.TO's dividend yield for the trailing twelve months is around 2.38%, more than XDSR.TO's 1.82% yield.

TTM2025202420232022202120202019
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%
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		1.82%1.84%1.94%1.94%2.27%1.45%0.77%0.00%

Drawdowns

XSEA.TO vs. XDSR.TO - Drawdown Comparison

The maximum XSEA.TO drawdown since its inception was -28.64%, roughly equal to the maximum XDSR.TO drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for XSEA.TO and XDSR.TO.

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Drawdown Indicators

XSEA.TOXDSR.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.64%

-29.13%

+0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-12.06%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-27.70%

-29.13%

+1.43%

Current Drawdown

Current decline from peak

-7.19%

-7.38%

+0.19%

Average Drawdown

Average peak-to-trough decline

-6.03%

-6.20%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.21%

-0.14%

Volatility

XSEA.TO vs. XDSR.TO - Volatility Comparison

iShares ESG Aware MSCI EAFE Index ETF (XSEA.TO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) have volatilities of 8.27% and 8.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XSEA.TOXDSR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

8.24%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

11.39%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

18.08%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

14.55%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

48.73%

-31.87%