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

Performance

XSUS.TO vs. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XSUS.TO is traded in CAD, while SCHD is traded in USD. To make them comparable, the SCHD 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 lower than SCHD's 20.03% 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*

SCHD

1D
0.00%
1M
4.32%
YTD
20.03%
6M
17.69%
1Y
28.28%
3Y*
16.27%
5Y*
11.36%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSUS.TO vs. SCHD - 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%
SCHD
Schwab U.S. Dividend Equity ETF
20.52%-0.44%21.25%2.24%3.64%28.70%13.08%11.20%

Correlation

The correlation between XSUS.TO and SCHD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.46

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

0.54

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

0.52

The correlation between XSUS.TO and SCHD shifts across timeframes, from 0.33 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

XSUS.TO vs. SCHD - Sectors Allocation Comparison


Sectors
XSUS.TO
SCHD

Technology

38.4%
16.4%

Financial Services

11.6%
9.3%

Communication Services

9.8%
6.3%

Consumer Cyclical

9.5%
6.3%

Healthcare

8.6%
18.8%

Industrials

8.3%
7.5%

Consumer Defensive

4.0%
19.2%

Energy

3.5%
16.2%

Utilities

2.4%
0.0%

Real Estate

2.1%

-

Basic Materials

1.6%
1.2%

Technology

XSUS.TO
38.4%
SCHD
16.4%

Financial Services

XSUS.TO
11.6%
SCHD
9.3%

Communication Services

XSUS.TO
9.8%
SCHD
6.3%

Consumer Cyclical

XSUS.TO
9.5%
SCHD
6.3%

Healthcare

XSUS.TO
8.6%
SCHD
18.8%

Industrials

XSUS.TO
8.3%
SCHD
7.5%

Consumer Defensive

XSUS.TO
4.0%
SCHD
19.2%

Energy

XSUS.TO
3.5%
SCHD
16.2%

Utilities

XSUS.TO
2.4%
SCHD
0.0%

Real Estate

XSUS.TO
2.1%
SCHD

-

Basic Materials

XSUS.TO
1.6%
SCHD
1.2%

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. SCHD — 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

SCHD
SCHD Risk / Return Rank: 8080
Overall Rank
SCHD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8484
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7373
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7575
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. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). 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.TOSCHDDifference

Sharpe ratio

Return per unit of total volatility

2.30

2.57

-0.27

Sortino ratio

Return per unit of downside risk

3.16

3.98

-0.82

Omega ratio

Gain probability vs. loss probability

1.42

1.47

-0.04

Calmar ratio

Return relative to maximum drawdown

2.74

6.61

-3.87

Martin ratio

Return relative to average drawdown

9.30

19.13

-9.83

XSUS.TO vs. SCHD - Sharpe Ratio Comparison

The current XSUS.TO Sharpe Ratio is 2.30, which is comparable to the SCHD Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of XSUS.TO and SCHD, 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.TOSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.57

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.90

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.12

-0.17

Drawdowns

XSUS.TO vs. SCHD - Drawdown Comparison

The maximum XSUS.TO drawdown since its inception was -28.32%, which is greater than SCHD's maximum drawdown of -26.93%. Use the drawdown chart below to compare losses from any high point for XSUS.TO and SCHD.


Loading charts...

Drawdown Indicators


XSUS.TOSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-28.32%

-26.93%

-1.39%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-4.30%

-5.75%

Max Drawdown (3Y)

Largest decline over 3 years

-20.45%

-15.30%

-5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

-15.30%

-8.72%

Max Drawdown (10Y)

Largest decline over 10 years

-26.93%

Current Drawdown

Current decline from peak

-0.23%

-1.22%

+0.99%

Average Drawdown

Average peak-to-trough decline

-4.98%

-2.86%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.48%

+1.48%

Volatility

XSUS.TO vs. SCHD - Volatility Comparison

iShares ESG Aware MSCI USA Index ETF (XSUS.TO) has a higher volatility of 2.91% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.63%. This indicates that XSUS.TO's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XSUS.TOSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

2.63%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

8.23%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

11.10%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

12.63%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

15.18%

+1.40%

XSUS.TO vs. SCHD - Expense Ratio Comparison

XSUS.TO has a 0.22% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XSUS.TO vs. SCHD - Dividend Comparison

XSUS.TO's dividend yield for the trailing twelve months is around 0.74%, less than SCHD's 3.26% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF
3.26%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
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 SCHD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.22% for XSUS.TO.

XSUS.TO is categorized as Large Cap Growth Equities, while SCHD is Dividend. XSUS.TO tracks MSCI USA Extended ESG Focus Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.22% for XSUS.TO and 0.06% for SCHD.

Portfolio Optimizer

Find the right allocation for XSUS.TO and SCHD

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