XSUS.TO vs. XEI.TO
XSUS.TO (iShares ESG Aware MSCI USA Index ETF) and XEI.TO (iShares S&P/TSX Composite High Dividend Index ETF) are both exchange-traded funds - XSUS.TO is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Focus Index, while XEI.TO is a Canada Equities fund tracking the S&P/TSX Composite High Dividend Index. Both are passively managed. Over the past 5 years, XSUS.TO returned 14.81%/yr vs 15.55%/yr for XEI.TO. At a 0.43 correlation, their price movements are largely independent. Both charge a 0.22% expense ratio.
Performance
XSUS.TO vs. XEI.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XSUS.TO achieves a 12.45% return, which is significantly lower than XEI.TO's 22.21% 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*
- —
XEI.TO
- 1D
- 0.00%
- 1M
- 3.33%
- YTD
- 22.21%
- 6M
- 23.56%
- 1Y
- 43.59%
- 3Y*
- 22.26%
- 5Y*
- 15.55%
- 10Y*
- 12.32%
XSUS.TO vs. XEI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 22.21% | 25.96% | 15.42% | 6.69% | 0.41% | 35.88% | -7.53% | 9.89% |
Correlation
The correlation between XSUS.TO and XEI.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2019 | 0.43 |
Over the past year, the correlation between XSUS.TO and XEI.TO has dropped to 0.19 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
XSUS.TO vs. XEI.TO - Sectors Allocation Comparison
Sectors
XSUS.TO
XEI.TO
Technology
Financial Services
Communication Services
Consumer Cyclical
Healthcare
Industrials
Consumer Defensive
Energy
Utilities
Real Estate
Basic Materials
Technology
XSUS.TO
XEI.TO
Financial Services
XSUS.TO
XEI.TO
Communication Services
XSUS.TO
XEI.TO
Consumer Cyclical
XSUS.TO
XEI.TO
Healthcare
XSUS.TO
XEI.TO
Industrials
XSUS.TO
XEI.TO
Consumer Defensive
XSUS.TO
XEI.TO
Energy
XSUS.TO
XEI.TO
Utilities
XSUS.TO
XEI.TO
Real Estate
XSUS.TO
XEI.TO
Basic Materials
XSUS.TO
XEI.TO
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Return for Risk
XSUS.TO vs. XEI.TO — Risk / Return Rank
XSUS.TO
XEI.TO
XSUS.TO vs. XEI.TO - 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 iShares S&P/TSX Composite High Dividend Index ETF (XEI.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.
| XSUS.TO | XEI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.78 | ||
| Sortino ratioReturn per unit of downside risk | -5.91 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 2.27 | -0.85 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 19.53 | -16.78 |
| Martin ratioReturn relative to average drawdown | 9.30 | 66.28 | -56.99 |
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
| XSUS.TO | XEI.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 6.08 | -3.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 1.39 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.67 | +0.29 |
Drawdowns
XSUS.TO vs. XEI.TO - Drawdown Comparison
The maximum XSUS.TO drawdown since its inception was -28.32%, smaller than the maximum XEI.TO drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for XSUS.TO and XEI.TO.
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Drawdown Indicators
| XSUS.TO | XEI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -45.51% | +17.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -2.24% | -7.81% |
Max Drawdown (3Y)Largest decline over 3 years | -20.45% | -9.92% | -10.53% |
Max Drawdown (5Y)Largest decline over 5 years | -24.02% | -17.32% | -6.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.51% | — |
Current DrawdownCurrent decline from peak | -0.23% | -0.76% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -5.05% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 0.66% | +2.30% |
Volatility
XSUS.TO vs. XEI.TO - Volatility Comparison
iShares ESG Aware MSCI USA Index ETF (XSUS.TO) and iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) have volatilities of 2.91% and 2.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSUS.TO | XEI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.87% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 6.01% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 7.21% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 11.24% | +3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 16.01% | +0.57% |
XSUS.TO vs. XEI.TO - Expense Ratio Comparison
Both XSUS.TO and XEI.TO have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XSUS.TO vs. XEI.TO - Dividend Comparison
XSUS.TO's dividend yield for the trailing twelve months is around 0.74%, less than XEI.TO's 3.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 3.56% | 4.39% | 5.56% | 5.08% | 4.78% | 3.65% | 5.13% | 4.71% | 5.53% | 4.37% | 4.51% | 5.75% |
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 XEI.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.22% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XSUS.TO and XEI.TO have the same expense ratio: 0.22% per year.
XSUS.TO is categorized as Large Cap Growth Equities, while XEI.TO is Canada Equities. XSUS.TO tracks MSCI USA Extended ESG Focus Index, while XEI.TO tracks S&P/TSX Composite High Dividend Index.
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