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

Performance

XSEA.TO vs. XIN.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 MSCI EAFE Index ETF (CAD-Hedged) (XIN.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
XSEA.TO
iShares ESG Aware MSCI EAFE Index ETF
3.52%23.72%11.92%15.28%-8.97%11.09%6.08%8.09%
XIN.TO
iShares MSCI EAFE Index ETF (CAD-Hedged)
3.77%20.30%14.27%19.36%1.59%25.71%-0.02%12.90%

Returns By Period

In the year-to-date period, XSEA.TO achieves a 3.52% return, which is significantly lower than XIN.TO's 3.77% return.


XSEA.TO

1D
1.35%
1M
-3.75%
YTD
3.52%
6M
5.00%
1Y
19.23%
3Y*
15.21%
5Y*
10.03%
10Y*

XIN.TO

1D
1.42%
1M
-3.35%
YTD
3.77%
6M
8.65%
1Y
19.86%
3Y*
16.03%
5Y*
14.77%
10Y*
12.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XSEA.TO has a 0.28% expense ratio, which is lower than XIN.TO's 0.52% expense ratio.


Return for Risk

XSEA.TO vs. XIN.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: 6060
Overall Rank
XSEA.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XSEA.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
XSEA.TO Omega Ratio Rank: 6161
Omega Ratio Rank
XSEA.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
XSEA.TO Martin Ratio Rank: 5858
Martin Ratio Rank

XIN.TO
XIN.TO Risk / Return Rank: 6666
Overall Rank
XIN.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XIN.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
XIN.TO Omega Ratio Rank: 6868
Omega Ratio Rank
XIN.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
XIN.TO Martin Ratio Rank: 6868
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. XIN.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 MSCI EAFE Index ETF (CAD-Hedged) (XIN.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.TOXIN.TODifference

Sharpe ratio

Return per unit of total volatility

1.13

1.18

-0.05

Sortino ratio

Return per unit of downside risk

1.63

1.70

-0.08

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratio

Return relative to maximum drawdown

1.59

1.72

-0.13

Martin ratio

Return relative to average drawdown

6.19

7.23

-1.04

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

The current XSEA.TO Sharpe Ratio is 1.13, which is comparable to the XIN.TO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of XSEA.TO and XIN.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.TOXIN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.18

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

1.02

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.38

+0.20

Correlation

The correlation between XSEA.TO and XIN.TO is 0.68, 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. XIN.TO - Dividend Comparison

XSEA.TO's dividend yield for the trailing twelve months is around 2.34%, less than XIN.TO's 2.80% yield.


TTM20252024202320222021202020192018201720162015
XSEA.TO
iShares ESG Aware MSCI EAFE Index ETF
2.34%2.43%2.90%2.64%2.35%2.12%1.40%2.38%0.00%0.00%0.00%0.00%
XIN.TO
iShares MSCI EAFE Index ETF (CAD-Hedged)
2.80%2.90%2.66%2.60%2.27%2.98%2.15%3.06%3.43%2.60%2.90%2.80%

Drawdowns

XSEA.TO vs. XIN.TO - Drawdown Comparison

The maximum XSEA.TO drawdown since its inception was -28.64%, smaller than the maximum XIN.TO drawdown of -58.14%. Use the drawdown chart below to compare losses from any high point for XSEA.TO and XIN.TO.


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Drawdown Indicators


XSEA.TOXIN.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.64%

-58.14%

+29.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-11.57%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-27.70%

-15.40%

-12.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

Current Drawdown

Current decline from peak

-5.94%

-4.75%

-1.19%

Average Drawdown

Average peak-to-trough decline

-6.03%

-12.43%

+6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.75%

+0.32%

Volatility

XSEA.TO vs. XIN.TO - Volatility Comparison

iShares ESG Aware MSCI EAFE Index ETF (XSEA.TO) has a higher volatility of 7.87% compared to iShares MSCI EAFE Index ETF (CAD-Hedged) (XIN.TO) at 6.11%. This indicates that XSEA.TO's price experiences larger fluctuations and is considered to be riskier than XIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSEA.TOXIN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

6.11%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

10.16%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

16.93%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

14.61%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

16.47%

+0.40%