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XSEM.TO vs. VE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XSEM.TO vs. VE.TO

Last updated Apr 2, 2026

Compare and contrast key facts about iShares ESG Aware MSCI Emerging Markets Index ETF (XSEM.TO) and Vanguard FTSE Developed Europe All Cap Index ETF (VE.TO).

XSEM.TO and VE.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSEM.TO is a passively managed fund by iShares that tracks the performance of the Morningstar EM GR CAD. It was launched on Mar 18, 2019. VE.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe All Cap Index. It was launched on Jun 30, 2014. Both XSEM.TO and VE.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

XSEM.TO vs. VE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Aware MSCI Emerging Markets Index ETF (XSEM.TO) and Vanguard FTSE Developed Europe All Cap Index ETF (VE.TO). The values are adjusted to include any dividend payments, if applicable.

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XSEM.TO vs. VE.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XSEM.TO
iShares ESG Aware MSCI Emerging Markets Index ETF		4.51%30.16%14.82%7.04%-17.24%-3.58%15.66%5.23%
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF		1.47%29.58%10.77%16.67%-10.07%15.65%3.00%9.54%

Returns By Period

In the year-to-date period, XSEM.TO achieves a 4.51% return, which is significantly higher than VE.TO's 1.47% return.

XSEM.TO

1D
0.65%
1M
-5.08%
YTD
4.51%
6M
6.39%
1Y
30.44%
3Y*
17.01%
5Y*
5.37%
10Y*
—

VE.TO

1D
1.34%
1M
-3.91%
YTD
1.47%
6M
4.48%
1Y
18.42%
3Y*
15.74%
5Y*
11.00%
10Y*
9.56%
*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 Emerging Markets Index ETF

Vanguard FTSE Developed Europe All Cap Index ETF

Often compared with XSEM.TO:
XSEM.TO vs. XDSR.TOXSEM.TO vs. XEQT.TOXSEM.TO vs. XMM.TOXSEM.TO vs. XEC.TOXSEM.TO vs. XEF.TOXSEM.TO vs. ZEM.TOXSEM.TO vs. XSEA.TO
Often compared with VE.TO:
VE.TO vs. VIU.TOVE.TO vs. XEU.TOVE.TO vs. VEAVE.TO vs. VA.TOVE.TO vs. XEF.TOVE.TO vs. QQQVE.TO vs. VXC.TO

XSEM.TO vs. VE.TO - Expense Ratio Comparison

XSEM.TO has a 0.32% expense ratio, which is higher than VE.TO's 0.22% expense ratio.

XSEM.TO
iShares ESG Aware MSCI Emerging Markets Index ETF
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF

Return for Risk

XSEM.TO vs. VE.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSEM.TO
XSEM.TO Risk / Return Rank: 7777
Overall Rank
XSEM.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XSEM.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
XSEM.TO Omega Ratio Rank: 7474
Omega Ratio Rank
XSEM.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
XSEM.TO Martin Ratio Rank: 7474
Martin Ratio Rank
VE.TO
VE.TO Risk / Return Rank: 5757
Overall Rank
VE.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VE.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
VE.TO Omega Ratio Rank: 5858
Omega Ratio Rank
VE.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
VE.TO Martin Ratio Rank: 5454
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.

XSEM.TO vs. VE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI Emerging Markets Index ETF (XSEM.TO) and Vanguard FTSE Developed Europe All Cap Index ETF (VE.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.

XSEM.TOVE.TODifference

Sharpe ratio

Return per unit of total volatility

1.51

1.13

+0.38

Sortino ratio

Return per unit of downside risk

2.05

1.58

+0.48

Omega ratio

Gain probability vs. loss probability

1.29

1.22

+0.07

Calmar ratio

Return relative to maximum drawdown

2.42

1.42

+1.01

Martin ratio

Return relative to average drawdown

8.23

5.50

+2.74

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

XSEM.TO vs. VE.TO - Sharpe Ratio Comparison

The current XSEM.TO Sharpe Ratio is 1.51, which is higher than the VE.TO Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of XSEM.TO and VE.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

XSEM.TOVE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.13

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.75

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.52

-0.12

Correlation

The correlation between XSEM.TO and VE.TO is 0.49, 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

XSEM.TO vs. VE.TO - Dividend Comparison

XSEM.TO's dividend yield for the trailing twelve months is around 1.72%, less than VE.TO's 2.54% yield.

TTM20252024202320222021202020192018201720162015
XSEM.TO
iShares ESG Aware MSCI Emerging Markets Index ETF		1.72%1.80%2.12%1.12%2.29%2.50%1.16%2.46%0.00%0.00%0.00%0.00%
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF		2.54%2.58%2.97%2.97%3.20%2.97%2.41%3.79%3.57%2.22%2.33%2.47%

Drawdowns

XSEM.TO vs. VE.TO - Drawdown Comparison

The maximum XSEM.TO drawdown since its inception was -37.03%, which is greater than VE.TO's maximum drawdown of -31.66%. Use the drawdown chart below to compare losses from any high point for XSEM.TO and VE.TO.

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Drawdown Indicators

XSEM.TOVE.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-31.66%

-5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-12.68%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-33.18%

-27.26%

-5.92%

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.66%

—

Current Drawdown

Current decline from peak

-8.51%

-6.21%

-2.30%

Average Drawdown

Average peak-to-trough decline

-13.45%

-5.63%

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.27%

+0.45%

Volatility

XSEM.TO vs. VE.TO - Volatility Comparison

iShares ESG Aware MSCI Emerging Markets Index ETF (XSEM.TO) has a higher volatility of 9.61% compared to Vanguard FTSE Developed Europe All Cap Index ETF (VE.TO) at 7.29%. This indicates that XSEM.TO's price experiences larger fluctuations and is considered to be riskier than VE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XSEM.TOVE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

7.29%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

10.71%

+4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

20.23%

16.39%

+3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

14.78%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

16.06%

+1.95%