XSUS.TO vs. DGRW
Compare and contrast key facts about iShares ESG Aware MSCI USA Index ETF (XSUS.TO) and WisdomTree U.S. Dividend Growth Fund (DGRW).
XSUS.TO and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSUS.TO is a passively managed fund by iShares that tracks the performance of the MSCI USA Extended ESG Focus Index. It was launched on Mar 18, 2019. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013. Both XSUS.TO and DGRW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSUS.TO or DGRW.
Key characteristics
| XSUS.TO | DGRW | |
|---|---|---|
| YTD Return | 33.78% | 22.87% |
| 1Y Return | 38.93% | 32.43% |
| 3Y Return (Ann) | 12.28% | 12.43% |
| 5Y Return (Ann) | 16.61% | 14.93% |
| Sharpe Ratio | 3.58 | 3.21 |
| Sortino Ratio | 4.98 | 4.45 |
| Omega Ratio | 1.71 | 1.61 |
| Calmar Ratio | 5.29 | 5.48 |
| Martin Ratio | 25.81 | 20.85 |
| Ulcer Index | 1.58% | 1.64% |
| Daily Std Dev | 11.36% | 10.63% |
| Max Drawdown | -28.32% | -32.04% |
| Current Drawdown | 0.00% | -0.41% |
Correlation
The correlation between XSUS.TO and DGRW is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XSUS.TO vs. DGRW - Performance Comparison
In the year-to-date period, XSUS.TO achieves a 33.78% return, which is significantly higher than DGRW's 22.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XSUS.TO vs. DGRW - Expense Ratio Comparison
XSUS.TO has a 0.22% expense ratio, which is lower than DGRW's 0.28% expense ratio.
Risk-Adjusted Performance
XSUS.TO vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA Index ETF (XSUS.TO) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
Dividends
XSUS.TO vs. DGRW - Dividend Comparison
XSUS.TO's dividend yield for the trailing twelve months is around 0.85%, less than DGRW's 1.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSUS.TO iShares ESG Aware MSCI USA Index ETF | 0.85% | 1.13% | 1.00% | 0.86% | 0.95% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.49% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
XSUS.TO vs. DGRW - Drawdown Comparison
The maximum XSUS.TO drawdown since its inception was -28.32%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for XSUS.TO and DGRW. For additional features, visit the drawdowns tool.
Volatility
XSUS.TO vs. DGRW - Volatility Comparison
iShares ESG Aware MSCI USA Index ETF (XSUS.TO) has a higher volatility of 4.38% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.55%. This indicates that XSUS.TO's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.