XSUS.TO vs. XINC.TO
Compare and contrast key facts about iShares ESG Aware MSCI USA Index ETF (XSUS.TO) and iShares Core Income Balanced ETF Portfolio (XINC.TO).
XSUS.TO and XINC.TO 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. XINC.TO is an actively managed fund by iShares. It was launched on Aug 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSUS.TO or XINC.TO.
Key characteristics
| XSUS.TO | XINC.TO | |
|---|---|---|
| YTD Return | 33.78% | 7.59% |
| 1Y Return | 38.93% | 13.66% |
| 3Y Return (Ann) | 12.28% | 1.29% |
| 5Y Return (Ann) | 16.61% | 2.88% |
| Sharpe Ratio | 3.58 | 2.15 |
| Sortino Ratio | 4.98 | 3.16 |
| Omega Ratio | 1.71 | 1.42 |
| Calmar Ratio | 5.29 | 1.36 |
| Martin Ratio | 25.81 | 12.57 |
| Ulcer Index | 1.58% | 1.05% |
| Daily Std Dev | 11.36% | 6.17% |
| Max Drawdown | -28.32% | -15.40% |
| Current Drawdown | 0.00% | -0.19% |
Correlation
The correlation between XSUS.TO and XINC.TO is 0.56, 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.
Performance
XSUS.TO vs. XINC.TO - Performance Comparison
In the year-to-date period, XSUS.TO achieves a 33.78% return, which is significantly higher than XINC.TO's 7.59% 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. XINC.TO - Expense Ratio Comparison
XSUS.TO has a 0.22% expense ratio, which is higher than XINC.TO's 0.20% 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%.
Risk-Adjusted Performance
XSUS.TO vs. XINC.TO - 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 iShares Core Income Balanced ETF Portfolio (XINC.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.
Dividends
XSUS.TO vs. XINC.TO - Dividend Comparison
XSUS.TO's dividend yield for the trailing twelve months is around 0.85%, less than XINC.TO's 2.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XSUS.TO iShares ESG Aware MSCI USA Index ETF | 0.85% | 1.13% | 1.00% | 0.86% | 0.95% | 0.68% |
XINC.TO iShares Core Income Balanced ETF Portfolio | 2.93% | 2.87% | 2.54% | 2.02% | 2.40% | 0.93% |
Drawdowns
XSUS.TO vs. XINC.TO - Drawdown Comparison
The maximum XSUS.TO drawdown since its inception was -28.32%, which is greater than XINC.TO's maximum drawdown of -15.40%. Use the drawdown chart below to compare losses from any high point for XSUS.TO and XINC.TO. For additional features, visit the drawdowns tool.
Volatility
XSUS.TO vs. XINC.TO - Volatility Comparison
iShares ESG Aware MSCI USA Index ETF (XSUS.TO) has a higher volatility of 4.39% compared to iShares Core Income Balanced ETF Portfolio (XINC.TO) at 2.10%. This indicates that XSUS.TO's price experiences larger fluctuations and is considered to be riskier than XINC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.