XUSR.TO vs. EAOR
XUSR.TO (iShares ESG Advanced MSCI USA Index ETF) and EAOR (iShares ESG Aware Growth Allocation ETF) are both exchange-traded funds - XUSR.TO is a Large Cap Growth Equities fund tracking the MSCI USA Choice ESG Screened Index, while EAOR is a Diversified Portfolio fund tracking the BlackRock ESG Aware Growth Allocation Index. Both are passively managed. Over the past 5 years, XUSR.TO returned 15.87%/yr vs 9.14%/yr for EAOR. A 0.55 correlation means they provide meaningful diversification when combined. XUSR.TO charges 0.23%/yr vs 0.18%/yr for EAOR.
Performance
XUSR.TO vs. EAOR - Performance Comparison
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Different Trading Currencies
XUSR.TO is traded in CAD, while EAOR is traded in USD. To make them comparable, the EAOR values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XUSR.TO achieves a 21.47% return, which is significantly higher than EAOR's 10.05% return.
XUSR.TO
- 1D
- -2.21%
- 1M
- 4.87%
- YTD
- 21.47%
- 6M
- 18.00%
- 1Y
- 32.78%
- 3Y*
- 26.31%
- 5Y*
- 15.87%
- 10Y*
- —
EAOR
- 1D
- -1.24%
- 1M
- 3.09%
- YTD
- 10.05%
- 6M
- 9.19%
- 1Y
- 20.92%
- 3Y*
- 16.15%
- 5Y*
- 9.14%
- 10Y*
- —
XUSR.TO vs. EAOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XUSR.TO iShares ESG Advanced MSCI USA Index ETF | 21.47% | 9.23% | 32.46% | 29.28% | -17.20% | 24.47% | 15.06% |
EAOR iShares ESG Aware Growth Allocation ETF | 10.05% | 10.31% | 20.06% | 12.22% | -11.38% | 10.45% | 7.94% |
Correlation
The correlation between XUSR.TO and EAOR is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.55 |
The correlation between XUSR.TO and EAOR has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.
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Return for Risk
XUSR.TO vs. EAOR — Risk / Return Rank
XUSR.TO
EAOR
XUSR.TO vs. EAOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) and iShares ESG Aware Growth Allocation ETF (EAOR). 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.
| XUSR.TO | EAOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 3.76 | -0.91 |
| Martin ratioReturn relative to average drawdown | 8.47 | 13.47 | -5.00 |
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Drawdowns
XUSR.TO vs. EAOR - Drawdown Comparison
The maximum XUSR.TO drawdown since its inception was -31.17%, which is greater than EAOR's maximum drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for XUSR.TO and EAOR.
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Drawdown Indicators
| XUSR.TO | EAOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.17% | -18.16% | -13.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -5.58% | -5.94% |
Max Drawdown (3Y)Largest decline over 3 years | -23.01% | -11.59% | -11.42% |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | -18.16% | -13.01% |
Current DrawdownCurrent decline from peak | -2.21% | -1.24% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -3.97% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 1.56% | +2.32% |
Volatility
XUSR.TO vs. EAOR - Volatility Comparison
iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) has a higher volatility of 8.31% compared to iShares ESG Aware Growth Allocation ETF (EAOR) at 4.10%. This indicates that XUSR.TO's price experiences larger fluctuations and is considered to be riskier than EAOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUSR.TO | EAOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.31% | 4.10% | +4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.60% | 8.23% | +6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 9.95% | +7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 12.21% | +8.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 12.20% | +11.69% |
XUSR.TO vs. EAOR - Expense Ratio Comparison
XUSR.TO has a 0.23% expense ratio, which is higher than EAOR's 0.18% 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
XUSR.TO vs. EAOR - Dividend Comparison
XUSR.TO's dividend yield for the trailing twelve months is around 0.56%, less than EAOR's 2.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 2.36% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% |
XUSR.TO iShares ESG Advanced MSCI USA Index ETF | 0.56% | 0.67% | 0.69% | 0.93% | 1.01% | 0.66% | 0.34% |
Frequently Asked Questions
XUSR.TO and EAOR have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EAOR is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EAOR is cheaper with a 0.18% expense ratio, compared with 0.23% for XUSR.TO.
XUSR.TO is categorized as Large Cap Growth Equities, while EAOR is Diversified Portfolio. XUSR.TO tracks MSCI USA Choice ESG Screened Index, while EAOR tracks BlackRock ESG Aware Growth Allocation Index. Their fees differ too: 0.23% for XUSR.TO and 0.18% for EAOR.
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