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

XUSR.TO vs. USXF

Last updated Jun 25, 2026

XUSR.TO (iShares ESG Advanced MSCI USA Index ETF) and USXF (iShares ESG Advanced MSCI USA ETF) are both Large Cap Growth Equities funds from iShares tracking the MSCI USA Choice ESG Screened Index. Both are passively managed. Over the past 5 years, XUSR.TO returned 15.79%/yr vs 17.97%/yr for USXF. A 0.73 correlation means they provide meaningful diversification when combined. XUSR.TO charges 0.23%/yr vs 0.10%/yr for USXF.

Performance

XUSR.TO vs. USXF - 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 iShares ESG Advanced MSCI USA ETF (USXF). 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 USXF is traded in USD. To make them comparable, the USXF values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XUSR.TO having a 21.34% return and USXF slightly higher at 22.23%.

XUSR.TO

1D
-0.11%
1M
3.82%
YTD
21.34%
6M
15.29%
1Y
30.71%
3Y*
26.26%
5Y*
15.79%
10Y*
—

USXF

1D
0.48%
1M
5.22%
YTD
22.23%
6M
20.56%
1Y
33.88%
3Y*
29.10%
5Y*
17.97%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUSR.TO vs. USXF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XUSR.TO
iShares ESG Advanced MSCI USA Index ETF		21.34%9.23%32.46%29.28%-17.20%24.47%15.06%
USXF
iShares ESG Advanced MSCI USA ETF		22.23%11.63%36.84%28.52%-16.21%27.08%15.59%

Correlation

The correlation between XUSR.TO and USXF is 0.77, 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

0.77

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

0.76

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2020

0.73

The correlation between XUSR.TO and USXF has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

XUSR.TO vs. USXF - Sectors Allocation Comparison

Sectors
XUSR.TO
USXF

Technology

55.7%
55.7%

Financial Services

14.4%
14.5%

Industrials

7.8%
7.8%

Consumer Cyclical

6.4%
6.4%

Healthcare

5.3%
5.3%

Real Estate

3.7%
3.7%

Basic Materials

2.2%
2.2%

Communication Services

1.9%
1.9%

Utilities

1.3%
1.3%

Consumer Defensive

0.9%
0.9%

Energy

0.1%
0.1%

Technology

XUSR.TO
55.7%
USXF
55.7%

Financial Services

XUSR.TO
14.4%
USXF
14.5%

Industrials

XUSR.TO
7.8%
USXF
7.8%

Consumer Cyclical

XUSR.TO
6.4%
USXF
6.4%

Healthcare

XUSR.TO
5.3%
USXF
5.3%

Real Estate

XUSR.TO
3.7%
USXF
3.7%

Basic Materials

XUSR.TO
2.2%
USXF
2.2%

Communication Services

XUSR.TO
1.9%
USXF
1.9%

Utilities

XUSR.TO
1.3%
USXF
1.3%

Consumer Defensive

XUSR.TO
0.9%
USXF
0.9%

Energy

XUSR.TO
0.1%
USXF
0.1%

Compare stocks, funds, or ETFs

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iShares ESG Advanced MSCI USA Index ETF

iShares ESG Advanced MSCI USA ETF

Often compared with XUSR.TO:
XUSR.TO vs. XSUS.TOXUSR.TO vs. XUS.TOXUSR.TO vs. XCSR.TOXUSR.TO vs. VFV.TOXUSR.TO vs. EAORXUSR.TO vs. VDY.TOXUSR.TO vs. VOO
Often compared with USXF:
USXF vs. SCHGUSXF vs. QQQUSXF vs. SPYXUSXF vs. SPYUSXF vs. ESGVUSXF vs. VOOUSXF vs. SMH

Return for Risk

XUSR.TO vs. USXF — 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: 5656
Overall Rank
XUSR.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XUSR.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
XUSR.TO Omega Ratio Rank: 5757
Omega Ratio Rank
XUSR.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
XUSR.TO Martin Ratio Rank: 5252
Martin Ratio Rank
USXF
USXF Risk / Return Rank: 5858
Overall Rank
USXF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USXF Sortino Ratio Rank: 5151
Sortino Ratio Rank
USXF Omega Ratio Rank: 5353
Omega Ratio Rank
USXF Calmar Ratio Rank: 6565
Calmar Ratio Rank
USXF Martin Ratio Rank: 6767
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. USXF - 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 Advanced MSCI USA ETF (USXF). 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.TOUSXFDifference
Sharpe ratioReturn per unit of total volatility
1.75
1.91

-0.15

Sortino ratioReturn per unit of downside risk
2.30
2.57

-0.26

Omega ratioGain probability vs. loss probability

1.31

1.33

-0.02

Calmar ratioReturn relative to maximum drawdown

2.68

3.30

-0.62

Martin ratioReturn relative to average drawdown

7.93

10.91

-2.98

XUSR.TO vs. USXF - Sharpe Ratio Comparison

The current XUSR.TO Sharpe Ratio is 1.75, which is comparable to the USXF Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of XUSR.TO and USXF, 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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Drawdowns

XUSR.TO vs. USXF - Drawdown Comparison

The maximum XUSR.TO drawdown since its inception was -31.17%, which is greater than USXF's maximum drawdown of -26.95%. Use the drawdown chart below to compare losses from any high point for XUSR.TO and USXF.

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Drawdown Indicators

XUSR.TOUSXFDifference

Max Drawdown

Largest peak-to-trough decline

-31.17%

-26.95%

-4.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.52%

-10.31%

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-23.01%

-21.79%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-26.95%

-4.22%

Current Drawdown

Current decline from peak

-2.32%

-2.53%

+0.21%

Average Drawdown

Average peak-to-trough decline

-7.94%

-5.63%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

3.11%

+0.77%

Volatility

XUSR.TO vs. USXF - Volatility Comparison

iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) and iShares ESG Advanced MSCI USA ETF (USXF) have volatilities of 8.31% and 8.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XUSR.TOUSXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

8.74%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.60%

14.86%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

17.94%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.33%

20.63%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.88%

20.27%

+3.61%

XUSR.TO vs. USXF - Expense Ratio Comparison

XUSR.TO has a 0.23% expense ratio, which is higher than USXF's 0.10% 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. USXF - Dividend Comparison

XUSR.TO's dividend yield for the trailing twelve months is around 0.57%, less than USXF's 0.82% yield.

PositionTTM202520242023202220212020
USXF
iShares ESG Advanced MSCI USA ETF		0.82%0.93%1.00%1.21%1.39%0.86%0.58%
XUSR.TO
iShares ESG Advanced MSCI USA Index ETF		0.57%0.67%0.69%0.93%1.01%0.66%0.34%

Frequently Asked Questions

XUSR.TO and USXF have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USXF is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USXF is cheaper with a 0.10% expense ratio, compared with 0.23% for XUSR.TO.

Both ETFs track MSCI USA Choice ESG Screened Index. Their fees differ too: 0.23% for XUSR.TO and 0.10% for USXF.

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