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XUSR.TO vs. ESG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XUSR.TO vs. ESG

Last updated Jun 4, 2026

XUSR.TO (iShares ESG Advanced MSCI USA Index ETF) and ESG (FlexShares STOXX US ESG Select Index Fund) are both Large Cap Growth Equities funds - XUSR.TO tracks the MSCI USA Choice ESG Screened Index while ESG tracks the STOXX USA ESG Select KPIs Index. Both are passively managed. Over the past 5 years, XUSR.TO returned 16.66%/yr vs 15.95%/yr for ESG. A 0.78 correlation means they provide meaningful diversification when combined. XUSR.TO charges 0.23%/yr vs 0.32%/yr for ESG.

Performance

XUSR.TO vs. ESG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) and FlexShares STOXX US ESG Select Index Fund (ESG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XUSR.TO is traded in CAD, while ESG is traded in USD. To make them comparable, the ESG 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 21.07% return, which is significantly higher than ESG's 13.63% return.

XUSR.TO

1D
-0.71%
1M
11.78%
YTD
21.07%
6M
17.73%
1Y
32.90%
3Y*
26.02%
5Y*
16.66%
10Y*
—

ESG

1D
-0.04%
1M
9.42%
YTD
13.63%
6M
12.71%
1Y
27.53%
3Y*
22.12%
5Y*
15.95%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUSR.TO vs. ESG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XUSR.TO
iShares ESG Advanced MSCI USA Index ETF		21.07%9.24%32.45%29.28%-17.20%24.47%27.06%
ESG
FlexShares STOXX US ESG Select Index Fund		13.63%10.72%30.55%25.05%-14.18%27.32%24.15%

Correlation

The correlation between XUSR.TO and ESG is 0.73, 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

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2020

0.78

The correlation between XUSR.TO and ESG has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.

XUSR.TO vs. ESG - Sectors Allocation Comparison

Sectors
XUSR.TO
ESG

Technology

56.7%
36.7%

Financial Services

14.3%
16.9%

Industrials

7.7%
4.5%

Consumer Cyclical

6.3%
10.0%

Healthcare

4.6%
11.2%

Real Estate

3.7%
2.7%

Communication Services

2.2%
1.0%

Basic Materials

2.2%
3.0%

Utilities

1.2%
0.7%

Consumer Defensive

0.9%
9.2%

Energy

0.1%
3.1%

Technology

XUSR.TO
56.7%
ESG
36.7%

Financial Services

XUSR.TO
14.3%
ESG
16.9%

Industrials

XUSR.TO
7.7%
ESG
4.5%

Consumer Cyclical

XUSR.TO
6.3%
ESG
10.0%

Healthcare

XUSR.TO
4.6%
ESG
11.2%

Real Estate

XUSR.TO
3.7%
ESG
2.7%

Communication Services

XUSR.TO
2.2%
ESG
1.0%

Basic Materials

XUSR.TO
2.2%
ESG
3.0%

Utilities

XUSR.TO
1.2%
ESG
0.7%

Consumer Defensive

XUSR.TO
0.9%
ESG
9.2%

Energy

XUSR.TO
0.1%
ESG
3.1%

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iShares ESG Advanced MSCI USA Index ETF

FlexShares STOXX US ESG Select Index Fund

Often compared with XUSR.TO:
XUSR.TO vs. XSUS.TOXUSR.TO vs. XUS.TOXUSR.TO vs. XCSR.TOXUSR.TO vs. VFV.TOXUSR.TO vs. USXFXUSR.TO vs. EAORXUSR.TO vs. VDY.TO
Often compared with ESG:
ESG vs. SPYESG vs. QQQESG vs. VOOESG vs. SCHDESG vs. 4UBQ.DEESG vs. USSGESG vs. MSCI

Return for Risk

XUSR.TO vs. ESG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XUSR.TO
XUSR.TO Risk / Return Rank: 5858
Overall Rank
XUSR.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XUSR.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XUSR.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XUSR.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
XUSR.TO Martin Ratio Rank: 5151
Martin Ratio Rank
ESG
ESG Risk / Return Rank: 6767
Overall Rank
ESG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ESG Sortino Ratio Rank: 7070
Sortino Ratio Rank
ESG Omega Ratio Rank: 6767
Omega Ratio Rank
ESG Calmar Ratio Rank: 6060
Calmar Ratio Rank
ESG Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XUSR.TO vs. ESG - 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 FlexShares STOXX US ESG Select Index Fund (ESG). 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.

XUSR.TOESGDifference
Sharpe ratioReturn per unit of total volatility
2.08
2.51

-0.42

Sortino ratioReturn per unit of downside risk
2.75
3.43

-0.68

Omega ratioGain probability vs. loss probability

1.37

1.46

-0.09

Calmar ratioReturn relative to maximum drawdown

2.87

3.67

-0.80

Martin ratioReturn relative to average drawdown

8.61

13.75

-5.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XUSR.TO vs. ESG - Sharpe Ratio Comparison

The current XUSR.TO Sharpe Ratio is 2.08, which is comparable to the ESG Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of XUSR.TO and ESG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XUSR.TOESGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.51

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

1.08

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.95

+0.16

Drawdowns

XUSR.TO vs. ESG - Drawdown Comparison

The maximum XUSR.TO drawdown since its inception was -28.39%, which is greater than ESG's maximum drawdown of -26.03%. Use the drawdown chart below to compare losses from any high point for XUSR.TO and ESG.

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Drawdown Indicators

XUSR.TOESGDifference

Max Drawdown

Largest peak-to-trough decline

-28.39%

-26.03%

-2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.52%

-7.54%

-3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-23.02%

-18.58%

-4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-28.39%

-23.93%

-4.46%

Current Drawdown

Current decline from peak

-0.71%

-0.04%

-0.67%

Average Drawdown

Average peak-to-trough decline

-6.29%

-4.41%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

2.01%

+1.82%

Volatility

XUSR.TO vs. ESG - Volatility Comparison

iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) has a higher volatility of 4.94% compared to FlexShares STOXX US ESG Select Index Fund (ESG) at 2.84%. This indicates that XUSR.TO's price experiences larger fluctuations and is considered to be riskier than ESG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XUSR.TOESGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

2.84%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

8.46%

+4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

11.05%

+5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

14.86%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

16.90%

+0.69%

XUSR.TO vs. ESG - Expense Ratio Comparison

XUSR.TO has a 0.23% expense ratio, which is lower than ESG's 0.32% expense ratio.

Dividends

XUSR.TO vs. ESG - Dividend Comparison

XUSR.TO's dividend yield for the trailing twelve months is around 0.56%, less than ESG's 0.87% yield.

PositionTTM2025202420232022202120202019201820172016
ESG
FlexShares STOXX US ESG Select Index Fund		0.87%0.96%1.18%1.10%1.38%1.03%1.33%1.51%1.72%1.52%0.92%
XUSR.TO
iShares ESG Advanced MSCI USA Index ETF		0.56%0.67%0.68%0.93%1.01%0.65%0.34%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XUSR.TO and ESG have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUSR.TO is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUSR.TO is cheaper with a 0.23% expense ratio, compared with 0.32% for ESG.

XUSR.TO tracks MSCI USA Choice ESG Screened Index, while ESG tracks STOXX USA ESG Select KPIs Index. They also come from different issuers: iShares and Northern Trust. Their fees differ too: 0.23% for XUSR.TO and 0.32% for ESG.

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