PortfoliosLab logoPortfoliosLab logo
XSUS.TO vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSUS.TO vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Aware MSCI USA Index ETF (XSUS.TO) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XSUS.TO is traded in CAD, while DGRW is traded in USD. To make them comparable, the DGRW values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSUS.TO achieves a 12.45% return, which is significantly higher than DGRW's 10.49% return.


XSUS.TO

1D
-0.23%
1M
7.89%
YTD
12.45%
6M
8.87%
1Y
27.43%
3Y*
21.61%
5Y*
14.81%
10Y*

DGRW

1D
-0.42%
1M
6.14%
YTD
10.49%
6M
8.20%
1Y
22.35%
3Y*
18.00%
5Y*
15.38%
10Y*
14.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSUS.TO vs. DGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XSUS.TO
iShares ESG Aware MSCI USA Index ETF
12.45%9.48%32.85%21.80%-15.17%26.44%18.78%13.32%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
10.49%7.03%27.03%16.05%0.34%23.34%11.94%12.51%

Correlation

The correlation between XSUS.TO and DGRW is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2019

0.72

The correlation between XSUS.TO and DGRW shifts across timeframes, from 0.72 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

XSUS.TO vs. DGRW - Sectors Allocation Comparison


Sectors
XSUS.TO
DGRW

Technology

38.4%
32.1%

Financial Services

11.6%
11.3%

Communication Services

9.8%
10.1%

Consumer Cyclical

9.5%
7.1%

Healthcare

8.6%
12.8%

Industrials

8.3%
9.9%

Consumer Defensive

4.0%
6.7%

Energy

3.5%
5.0%

Utilities

2.4%
0.2%

Real Estate

2.1%

-

Basic Materials

1.6%
3.3%

Technology

XSUS.TO
38.4%
DGRW
32.1%

Financial Services

XSUS.TO
11.6%
DGRW
11.3%

Communication Services

XSUS.TO
9.8%
DGRW
10.1%

Consumer Cyclical

XSUS.TO
9.5%
DGRW
7.1%

Healthcare

XSUS.TO
8.6%
DGRW
12.8%

Industrials

XSUS.TO
8.3%
DGRW
9.9%

Consumer Defensive

XSUS.TO
4.0%
DGRW
6.7%

Energy

XSUS.TO
3.5%
DGRW
5.0%

Utilities

XSUS.TO
2.4%
DGRW
0.2%

Real Estate

XSUS.TO
2.1%
DGRW

-

Basic Materials

XSUS.TO
1.6%
DGRW
3.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XSUS.TO vs. DGRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XSUS.TO
XSUS.TO Risk / Return Rank: 6363
Overall Rank
XSUS.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XSUS.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
XSUS.TO Omega Ratio Rank: 7171
Omega Ratio Rank
XSUS.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
XSUS.TO Martin Ratio Rank: 5454
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 6060
Overall Rank
DGRW Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 6565
Sortino Ratio Rank
DGRW Omega Ratio Rank: 6363
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5050
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6161
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.

XSUS.TO vs. DGRW - Risk-Adjusted Trends 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. Quality 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.


XSUS.TODGRWDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.42

1.43

-0.01

Calmar ratioReturn relative to maximum drawdown

2.74

3.38

-0.64

Martin ratioReturn relative to average drawdown

9.30

12.62

-3.32

XSUS.TO vs. DGRW - Sharpe Ratio Comparison

The current XSUS.TO Sharpe Ratio is 2.30, which is comparable to the DGRW Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of XSUS.TO and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XSUS.TODGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.26

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.25

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.11

-0.15

Drawdowns

XSUS.TO vs. DGRW - Drawdown Comparison

The maximum XSUS.TO drawdown since its inception was -28.32%, which is greater than DGRW's maximum drawdown of -25.63%. Use the drawdown chart below to compare losses from any high point for XSUS.TO and DGRW.


Loading charts...

Drawdown Indicators


XSUS.TODGRWDifference

Max Drawdown

Largest peak-to-trough decline

-28.32%

-25.63%

-2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-6.64%

-3.41%

Max Drawdown (3Y)

Largest decline over 3 years

-20.45%

-16.16%

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-16.16%

-7.86%

Max Drawdown (10Y)

Largest decline over 10 years

-25.63%

Current Drawdown

Current decline from peak

-0.23%

-0.42%

+0.19%

Average Drawdown

Average peak-to-trough decline

-4.98%

-2.63%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.78%

+1.18%

Volatility

XSUS.TO vs. DGRW - Volatility Comparison

iShares ESG Aware MSCI USA Index ETF (XSUS.TO) has a higher volatility of 2.91% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.42%. 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.


Loading charts...

Volatility by Period


XSUS.TODGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

2.42%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

7.81%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

9.95%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

12.38%

+2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

14.77%

+1.81%

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.


Dividends

XSUS.TO vs. DGRW - Dividend Comparison

XSUS.TO's dividend yield for the trailing twelve months is around 0.74%, less than DGRW's 1.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.27%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
XSUS.TO
iShares ESG Aware MSCI USA Index ETF
0.74%0.83%0.81%1.09%0.96%0.83%0.92%0.66%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XSUS.TO and DGRW have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSUS.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSUS.TO is cheaper with a 0.22% expense ratio, compared with 0.28% for DGRW.

XSUS.TO is categorized as Large Cap Growth Equities, while DGRW is Dividend. XSUS.TO tracks MSCI USA Extended ESG Focus Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.22% for XSUS.TO and 0.28% for DGRW.

Portfolio Optimizer

Find the right allocation for XSUS.TO and DGRW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer