XSEA.TO vs. XIU.TO
XSEA.TO (iShares ESG Aware MSCI EAFE Index ETF) and XIU.TO (iShares S&P/TSX 60 Index ETF) are both exchange-traded funds - XSEA.TO is a Foreign Large Cap Equities fund tracking the Morningstar DM xNA GR CAD, while XIU.TO is a Canada Equities fund tracking the S&P/TSX 60 Index. Both are passively managed. Over the past 5 years, XSEA.TO returned 10.75%/yr vs 14.37%/yr for XIU.TO. A 0.54 correlation means they provide meaningful diversification when combined. XSEA.TO charges 0.28%/yr vs 0.18%/yr for XIU.TO.
Performance
XSEA.TO vs. XIU.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XSEA.TO having a 9.71% return and XIU.TO slightly higher at 10.14%.
XSEA.TO
- 1D
- -0.55%
- 1M
- 5.39%
- YTD
- 9.71%
- 6M
- 9.76%
- 1Y
- 21.42%
- 3Y*
- 16.84%
- 5Y*
- 10.75%
- 10Y*
- —
XIU.TO
- 1D
- -0.87%
- 1M
- 3.47%
- YTD
- 10.14%
- 6M
- 12.10%
- 1Y
- 31.65%
- 3Y*
- 22.48%
- 5Y*
- 14.37%
- 10Y*
- 12.62%
XSEA.TO vs. XIU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XSEA.TO iShares ESG Aware MSCI EAFE Index ETF | 9.71% | 23.72% | 11.92% | 15.28% | -8.97% | 11.09% | 6.08% | 8.09% |
XIU.TO iShares S&P/TSX 60 Index ETF | 10.14% | 28.89% | 20.73% | 11.85% | -6.35% | 28.06% | 5.27% | 8.15% |
Correlation
The correlation between XSEA.TO and XIU.TO is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2019 | 0.54 |
The correlation between XSEA.TO and XIU.TO has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.
XSEA.TO vs. XIU.TO - Sectors Allocation Comparison
Sectors
XSEA.TO
XIU.TO
Financial Services
Industrials
Technology
Healthcare
-
Consumer Cyclical
Consumer Defensive
Basic Materials
Communication Services
Energy
Utilities
Real Estate
Financial Services
XSEA.TO
XIU.TO
Industrials
XSEA.TO
XIU.TO
Technology
XSEA.TO
XIU.TO
Healthcare
XSEA.TO
XIU.TO
-
Consumer Cyclical
XSEA.TO
XIU.TO
Consumer Defensive
XSEA.TO
XIU.TO
Basic Materials
XSEA.TO
XIU.TO
Communication Services
XSEA.TO
XIU.TO
Energy
XSEA.TO
XIU.TO
Utilities
XSEA.TO
XIU.TO
Real Estate
XSEA.TO
XIU.TO
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Return for Risk
XSEA.TO vs. XIU.TO — Risk / Return Rank
XSEA.TO
XIU.TO
XSEA.TO vs. XIU.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 S&P/TSX 60 Index ETF (XIU.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.TO | XIU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.49 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 4.16 | -2.36 |
| Martin ratioReturn relative to average drawdown | 7.13 | 19.30 | -12.17 |
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 | XIU.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.71 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 1.13 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.51 | +0.11 |
Drawdowns
XSEA.TO vs. XIU.TO - Drawdown Comparison
The maximum XSEA.TO drawdown since its inception was -28.64%, smaller than the maximum XIU.TO drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for XSEA.TO and XIU.TO.
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Drawdown Indicators
| XSEA.TO | XIU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.64% | -52.31% | +23.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -7.65% | -4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -14.50% | -12.36% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -27.70% | -16.36% | -11.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.46% | — |
Current DrawdownCurrent decline from peak | -1.33% | -0.87% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -11.63% | +5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.64% | +1.37% |
Volatility
XSEA.TO vs. XIU.TO - Volatility Comparison
iShares ESG Aware MSCI EAFE Index ETF (XSEA.TO) has a higher volatility of 5.05% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 3.28%. This indicates that XSEA.TO's price experiences larger fluctuations and is considered to be riskier than XIU.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.TO | XIU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 3.28% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 9.32% | +2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 11.73% | +2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 12.78% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 15.01% | +1.86% |
XSEA.TO vs. XIU.TO - Expense Ratio Comparison
XSEA.TO has a 0.28% expense ratio, which is higher than XIU.TO's 0.18% expense ratio.
Dividends
XSEA.TO vs. XIU.TO - Dividend Comparison
XSEA.TO's dividend yield for the trailing twelve months is around 2.21%, which matches XIU.TO's 2.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XIU.TO iShares S&P/TSX 60 Index ETF | 2.20% | 2.39% | 2.92% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSEA.TO and XIU.TO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XIU.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XIU.TO is cheaper with a 0.18% expense ratio, compared with 0.28% for XSEA.TO.
XSEA.TO is categorized as Foreign Large Cap Equities, while XIU.TO is Canada Equities. XSEA.TO tracks Morningstar DM xNA GR CAD, while XIU.TO tracks S&P/TSX 60 Index. Their fees differ too: 0.28% for XSEA.TO and 0.18% for XIU.TO.
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