XUSF.TO vs. XEF.TO
Compare and contrast key facts about iShares S&P U.S. Financials Index ETF (XUSF.TO) and iShares Core MSCI EAFE IMI Index ETF (XEF.TO).
XUSF.TO and XEF.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XUSF.TO is a passively managed fund by iShares that tracks the performance of the S&P Financial Select Sector Index. It was launched on Sep 6, 2023. XEF.TO is a passively managed fund by iShares that tracks the performance of the Morningstar DM xNA GR CAD. It was launched on Apr 10, 2013. Both XUSF.TO and XEF.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XUSF.TO vs. XEF.TO - Performance Comparison
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XUSF.TO vs. XEF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XUSF.TO iShares S&P U.S. Financials Index ETF | -8.65% | 9.67% | 39.77% | 8.23% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 2.29% | 25.69% | 12.04% | 4.86% |
Returns By Period
In the year-to-date period, XUSF.TO achieves a -8.65% return, which is significantly lower than XEF.TO's 2.29% return.
XUSF.TO
- 1D
- 3.72%
- 1M
- -1.34%
- YTD
- -8.65%
- 6M
- -7.69%
- 1Y
- -1.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XEF.TO
- 1D
- 2.93%
- 1M
- -6.27%
- YTD
- 2.29%
- 6M
- 5.53%
- 1Y
- 19.64%
- 3Y*
- 15.35%
- 5Y*
- 9.83%
- 10Y*
- 9.32%
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XUSF.TO vs. XEF.TO - Expense Ratio Comparison
XUSF.TO has a 0.25% expense ratio, which is higher than XEF.TO's 0.22% 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%.
Return for Risk
XUSF.TO vs. XEF.TO — Risk / Return Rank
XUSF.TO
XEF.TO
XUSF.TO vs. XEF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Financials Index ETF (XUSF.TO) and iShares Core MSCI EAFE IMI Index ETF (XEF.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.
| XUSF.TO | XEF.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | 1.20 | -1.27 |
Sortino ratioReturn per unit of downside risk | 0.06 | 1.70 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.68 | -1.78 |
Martin ratioReturn relative to average drawdown | -0.26 | 6.40 | -6.66 |
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
| XUSF.TO | XEF.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 1.20 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.68 | +0.29 |
Correlation
The correlation between XUSF.TO and XEF.TO is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XUSF.TO vs. XEF.TO - Dividend Comparison
XUSF.TO's dividend yield for the trailing twelve months is around 0.93%, less than XEF.TO's 2.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XUSF.TO iShares S&P U.S. Financials Index ETF | 0.93% | 0.75% | 0.81% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 2.38% | 2.43% | 2.76% | 2.75% | 2.93% | 2.42% | 1.93% | 2.72% | 2.76% | 2.10% | 2.42% | 2.42% |
Drawdowns
XUSF.TO vs. XEF.TO - Drawdown Comparison
The maximum XUSF.TO drawdown since its inception was -16.88%, smaller than the maximum XEF.TO drawdown of -28.51%. Use the drawdown chart below to compare losses from any high point for XUSF.TO and XEF.TO.
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Drawdown Indicators
| XUSF.TO | XEF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.88% | -28.51% | +11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.66% | -11.28% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.51% | — |
Current DrawdownCurrent decline from peak | -11.42% | -6.82% | -4.60% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -4.64% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 2.96% | +2.62% |
Volatility
XUSF.TO vs. XEF.TO - Volatility Comparison
The current volatility for iShares S&P U.S. Financials Index ETF (XUSF.TO) is 5.76%, while iShares Core MSCI EAFE IMI Index ETF (XEF.TO) has a volatility of 7.56%. This indicates that XUSF.TO experiences smaller price fluctuations and is considered to be less risky than XEF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUSF.TO | XEF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 7.56% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.83% | 10.39% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.33% | 16.40% | +5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.34% | 13.37% | +4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 14.76% | +3.58% |