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

XUSR.TO vs. XDSR.TO

Last updated Jun 4, 2026

XUSR.TO (iShares ESG Advanced MSCI USA Index ETF) and XDSR.TO (iShares ESG Advanced MSCI EAFE Index ETF) are both exchange-traded funds - XUSR.TO is a Large Cap Growth Equities fund tracking the MSCI USA Choice ESG Screened Index, while XDSR.TO is a Foreign Large Cap Equities fund tracking the MSCI EAFE Choice ESG Screened Index. Both are passively managed. Over the past 5 years, XUSR.TO returned 16.66%/yr vs 9.25%/yr for XDSR.TO. A 0.56 correlation means they provide meaningful diversification when combined. XUSR.TO charges 0.23%/yr vs 0.28%/yr for XDSR.TO.

Performance

XUSR.TO vs. XDSR.TO - 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 EAFE Index ETF (XDSR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUSR.TO achieves a 21.07% return, which is significantly higher than XDSR.TO's 11.94% 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*
—

XDSR.TO

1D
-0.28%
1M
7.47%
YTD
11.94%
6M
11.21%
1Y
19.37%
3Y*
15.96%
5Y*
9.25%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUSR.TO vs. XDSR.TO - 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%23.26%
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		11.94%16.05%12.43%16.82%-14.11%10.05%161.23%

Correlation

The correlation between XUSR.TO and XDSR.TO is 0.64, 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

0.64

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

0.58

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

0.57

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2020

0.56

The correlation between XUSR.TO and XDSR.TO has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.

XUSR.TO vs. XDSR.TO - Sectors Allocation Comparison

Sectors
XUSR.TO
XDSR.TO

Technology

56.7%
19.4%

Financial Services

14.3%
28.9%

Industrials

7.7%
14.1%

Consumer Cyclical

6.3%
4.3%

Healthcare

4.6%
9.9%

Real Estate

3.7%
3.1%

Communication Services

2.2%
6.1%

Basic Materials

2.2%
4.4%

Utilities

1.2%
0.5%

Consumer Defensive

0.9%
2.5%

Energy

0.1%

-

Technology

XUSR.TO
56.7%
XDSR.TO
19.4%

Financial Services

XUSR.TO
14.3%
XDSR.TO
28.9%

Industrials

XUSR.TO
7.7%
XDSR.TO
14.1%

Consumer Cyclical

XUSR.TO
6.3%
XDSR.TO
4.3%

Healthcare

XUSR.TO
4.6%
XDSR.TO
9.9%

Real Estate

XUSR.TO
3.7%
XDSR.TO
3.1%

Communication Services

XUSR.TO
2.2%
XDSR.TO
6.1%

Basic Materials

XUSR.TO
2.2%
XDSR.TO
4.4%

Utilities

XUSR.TO
1.2%
XDSR.TO
0.5%

Consumer Defensive

XUSR.TO
0.9%
XDSR.TO
2.5%

Energy

XUSR.TO
0.1%
XDSR.TO

-

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iShares ESG Advanced MSCI USA Index ETF

iShares ESG Advanced MSCI EAFE Index 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. USXFXUSR.TO vs. EAORXUSR.TO vs. VDY.TO
Often compared with XDSR.TO:
XDSR.TO vs. XSEA.TOXDSR.TO vs. XSEM.TOXDSR.TO vs. XEN.TOXDSR.TO vs. XAW.TOXDSR.TO vs. IMTMXDSR.TO vs. XEQT.TOXDSR.TO vs. ZXM.TO

Return for Risk

XUSR.TO vs. XDSR.TO — 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
XDSR.TO
XDSR.TO Risk / Return Rank: 3636
Overall Rank
XDSR.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XDSR.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
XDSR.TO Omega Ratio Rank: 3535
Omega Ratio Rank
XDSR.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
XDSR.TO Martin Ratio Rank: 4040
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. XDSR.TO - 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 EAFE Index ETF (XDSR.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.

XUSR.TOXDSR.TODifference
Sharpe ratioReturn per unit of total volatility
2.08
1.29

+0.79

Sortino ratioReturn per unit of downside risk
2.75
1.94

+0.81

Omega ratioGain probability vs. loss probability

1.37

1.23

+0.14

Calmar ratioReturn relative to maximum drawdown

2.87

1.61

+1.25

Martin ratioReturn relative to average drawdown

8.61

6.32

+2.28

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. XDSR.TO - Sharpe Ratio Comparison

The current XUSR.TO Sharpe Ratio is 2.08, which is higher than the XDSR.TO Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of XUSR.TO and XDSR.TO, 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.TOXDSR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

1.29

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.63

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.56

+0.56

Drawdowns

XUSR.TO vs. XDSR.TO - Drawdown Comparison

The maximum XUSR.TO drawdown since its inception was -28.39%, roughly equal to the maximum XDSR.TO drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for XUSR.TO and XDSR.TO.

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Drawdown Indicators

XUSR.TOXDSR.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.39%

-29.13%

+0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.52%

-12.06%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-23.02%

-15.63%

-7.39%

Max Drawdown (5Y)

Largest decline over 5 years

-28.39%

-29.13%

+0.74%

Current Drawdown

Current decline from peak

-0.71%

-0.28%

-0.43%

Average Drawdown

Average peak-to-trough decline

-6.29%

-6.09%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

3.07%

+0.76%

Volatility

XUSR.TO vs. XDSR.TO - Volatility Comparison

iShares ESG Advanced MSCI USA Index ETF (XUSR.TO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) have volatilities of 4.94% and 4.96%, 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.TOXDSR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

4.96%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

12.48%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

15.05%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

14.77%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

48.12%

-30.53%

XUSR.TO vs. XDSR.TO - Expense Ratio Comparison

XUSR.TO has a 0.23% expense ratio, which is lower than XDSR.TO's 0.28% expense ratio.

Dividends

XUSR.TO vs. XDSR.TO - Dividend Comparison

XUSR.TO's dividend yield for the trailing twelve months is around 0.56%, less than XDSR.TO's 1.64% yield.

PositionTTM202520242023202220212020
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		1.64%1.84%1.94%1.94%2.27%1.45%0.77%
XUSR.TO
iShares ESG Advanced MSCI USA Index ETF		0.56%0.67%0.68%0.93%1.01%0.65%0.34%

Frequently Asked Questions

XUSR.TO and XDSR.TO have a correlation of 0.64, 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 0.28% for XDSR.TO.

XUSR.TO is categorized as Large Cap Growth Equities, while XDSR.TO is Foreign Large Cap Equities. XUSR.TO tracks MSCI USA Choice ESG Screened Index, while XDSR.TO tracks MSCI EAFE Choice ESG Screened Index. Their fees differ too: 0.23% for XUSR.TO and 0.28% for XDSR.TO.

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