XTOT.TO vs. ESGY.TO
XTOT.TO (iShares Core S&P Total U.S. Stock Market Index ETF) and ESGY.TO (BMO MSCI USA Selection Equity Index ETF) are both Large Cap Blend Equities funds. Over the past year, XTOT.TO returned 22.16% vs 23.62% for ESGY.TO. A 0.74 correlation means they provide meaningful diversification when combined.
Performance
XTOT.TO vs. ESGY.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XTOT.TO having a 12.24% return and ESGY.TO slightly lower at 11.92%.
XTOT.TO
- 1D
- -1.17%
- 1M
- -0.20%
- 6M
- 8.69%
- YTD
- 12.24%
- 1Y
- 22.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGY.TO
- 1D
- -0.25%
- 1M
- 0.99%
- 6M
- 8.99%
- YTD
- 11.92%
- 1Y
- 23.62%
- 3Y*
- 22.30%
- 5Y*
- 15.28%
- 10Y*
- —
XTOT.TO vs. ESGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF | 12.24% | 16.84% |
ESGY.TO BMO MSCI USA Selection Equity Index ETF | 11.92% | 18.28% |
Correlation
The correlation between XTOT.TO and ESGY.TO is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | 0.74 |
The correlation between XTOT.TO and ESGY.TO has been stable across timeframes, ranging from 0.74 to 0.75 - a consistent structural relationship.
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Return for Risk
XTOT.TO vs. ESGY.TO — Risk / Return Rank
XTOT.TO
ESGY.TO
XTOT.TO vs. ESGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) and BMO MSCI USA Selection Equity Index ETF (ESGY.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XTOT.TO | ESGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.47 | -0.16 |
| Martin ratioReturn relative to average drawdown | 7.76 | 8.92 | -1.17 |
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Drawdowns
XTOT.TO vs. ESGY.TO - Drawdown Comparison
The maximum XTOT.TO drawdown since its inception was -9.64%, smaller than the maximum ESGY.TO drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for XTOT.TO and ESGY.TO.
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Drawdown Indicators
| XTOT.TO | ESGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.64% | -26.36% | +16.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -10.62% | +0.98% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.83% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.89% | — |
Current DrawdownCurrent decline from peak | -3.32% | -1.47% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -5.25% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.93% | -0.07% |
Volatility
XTOT.TO vs. ESGY.TO - Volatility Comparison
iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) has a higher volatility of 3.41% compared to BMO MSCI USA Selection Equity Index ETF (ESGY.TO) at 2.85%. This indicates that XTOT.TO's price experiences larger fluctuations and is considered to be riskier than ESGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTOT.TO | ESGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.85% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.70% | 9.94% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.81% | 12.80% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 15.61% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.41% | 16.82% | -3.41% |
Dividends
XTOT.TO vs. ESGY.TO - Dividend Comparison
XTOT.TO's dividend yield for the trailing twelve months is around 0.83%, more than ESGY.TO's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ESGY.TO BMO MSCI USA Selection Equity Index ETF | 0.62% | 0.66% | 0.79% | 1.16% | 1.34% | 1.12% | 1.44% |
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF | 0.83% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XTOT.TO and ESGY.TO have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: iShares and BMO.
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