Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 20% |
VYM Vanguard High Dividend Yield ETF | Dividend | 20% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | Dividend, Large Cap Value Equities | 20% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | Canada Equities | 20% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | Canada Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in dividend etfs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Jun 15, 2017, corresponding to the inception date of XDIV.TO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.08% | -1.83% | -3.34% | -1.46% | 30.71% | 17.25% | 10.06% | 12.45% |
Portfolio dividend etfs | 0.42% | 0.41% | 8.88% | 13.22% | 41.92% | 16.96% | 11.82% | — |
| Portfolio components: | ||||||||
VYM Vanguard High Dividend Yield ETF | 0.27% | -0.51% | 4.49% | 7.03% | 31.57% | 15.31% | 11.08% | 11.42% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 0.00% | -2.06% | 3.78% | 10.74% | 52.17% | 20.08% | 12.10% | 11.83% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 0.70% | 1.86% | 14.04% | 17.84% | 53.01% | 17.42% | 13.09% | 11.35% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 0.69% | 2.71% | 8.60% | 14.96% | 44.22% | 19.03% | 13.67% | — |
SCHD Schwab U.S. Dividend Equity ETF | -0.26% | -1.00% | 12.35% | 14.13% | 27.27% | 12.01% | 8.20% | 12.32% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 16, 2017, dividend etfs's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +14.2%, while the worst month was Mar 2020 at -19.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, dividend etfs closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +11.0%, while the worst single day was Mar 12, 2020 at -12.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.32% | 5.77% | -2.35% | 1.05% | 8.88% | ||||||||
| 2025 | 1.91% | 1.46% | -0.38% | -0.35% | 3.86% | 3.35% | 0.19% | 4.60% | 2.06% | -0.46% | 4.01% | 0.97% | 23.20% |
| 2024 | -0.40% | 0.93% | 4.39% | -3.43% | 3.51% | -1.50% | 5.16% | 3.49% | 2.33% | -1.48% | 4.85% | -6.18% | 11.52% |
| 2023 | 6.19% | -3.97% | -0.28% | 2.29% | -4.93% | 5.18% | 3.13% | -3.22% | -3.56% | -4.29% | 8.08% | 5.96% | 9.74% |
| 2022 | 0.74% | 0.16% | 4.31% | -5.52% | 2.93% | -8.82% | 3.85% | -3.48% | -8.89% | 8.51% | 6.36% | -4.01% | -5.57% |
| 2021 | 0.34% | 5.02% | 7.67% | 3.90% | 4.60% | -1.04% | 0.03% | 0.82% | -1.91% | 6.10% | -4.01% | 5.84% | 30.12% |
Benchmark Metrics
dividend etfs has an annualized alpha of 1.32%, beta of 0.79, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since June 16, 2017.
- This portfolio participated in 87.64% of S&P 500 Index downside but only 83.82% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 1.32%
- Beta
- 0.79
- R²
- 0.73
- Upside Capture
- 83.82%
- Downside Capture
- 87.64%
Expense Ratio
dividend etfs has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
dividend etfs ranks 98 for risk / return — in the top 98% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.78 | 1.87 | +1.92 |
Sortino ratioReturn per unit of downside risk | 5.74 | 3.01 | +2.73 |
Omega ratioGain probability vs. loss probability | 1.80 | 1.41 | +0.39 |
Calmar ratioReturn relative to maximum drawdown | 8.87 | 2.49 | +6.38 |
Martin ratioReturn relative to average drawdown | 35.33 | 11.08 | +24.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 86 | 2.39 | 3.74 | 1.49 | 3.46 | 12.87 |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 94 | 3.36 | 4.48 | 1.65 | 4.33 | 18.97 |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 98 | 5.04 | 7.39 | 2.08 | 10.07 | 41.21 |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 98 | 4.62 | 6.83 | 1.97 | 8.47 | 33.77 |
SCHD Schwab U.S. Dividend Equity ETF | 77 | 1.96 | 3.10 | 1.38 | 4.06 | 9.90 |
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Dividends
Dividend yield
dividend etfs provided a 3.07% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.07% | 3.34% | 3.75% | 3.75% | 3.63% | 3.03% | 3.80% | 3.53% | 3.98% | 2.80% | 2.59% | 3.01% |
| Portfolio components: | ||||||||||||
VYM Vanguard High Dividend Yield ETF | 2.36% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 2.12% | 2.23% | 2.64% | 2.95% | 3.10% | 2.44% | 3.03% | 3.01% | 3.19% | 2.49% | 2.72% | 3.21% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 3.86% | 4.39% | 5.45% | 4.98% | 4.68% | 3.58% | 5.03% | 4.62% | 5.42% | 4.29% | 4.42% | 5.64% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 3.55% | 3.81% | 4.29% | 4.20% | 3.95% | 3.58% | 4.58% | 4.02% | 4.85% | 1.82% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the dividend etfs. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the dividend etfs was 41.50%, occurring on Mar 23, 2020. Recovery took 182 trading sessions.
The current dividend etfs drawdown is 1.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.5% | Feb 20, 2020 | 23 | Mar 23, 2020 | 182 | Dec 4, 2020 | 205 |
| -20.9% | Apr 21, 2022 | 124 | Oct 12, 2022 | 362 | Mar 13, 2024 | 486 |
| -19.15% | Jan 29, 2018 | 233 | Dec 24, 2018 | 132 | Jul 2, 2019 | 365 |
| -12.93% | Dec 2, 2024 | 89 | Apr 8, 2025 | 37 | May 30, 2025 | 126 |
| -6.06% | Jun 7, 2021 | 31 | Jul 19, 2021 | 62 | Oct 14, 2021 | 93 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SCHD | XDIV.TO | XEI.TO | VYM | XIC.TO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.77 | 0.62 | 0.62 | 0.83 | 0.73 | 0.78 |
| SCHD | 0.77 | 1.00 | 0.67 | 0.67 | 0.94 | 0.66 | 0.85 |
| XDIV.TO | 0.62 | 0.67 | 1.00 | 0.93 | 0.71 | 0.88 | 0.92 |
| XEI.TO | 0.62 | 0.67 | 0.93 | 1.00 | 0.71 | 0.90 | 0.93 |
| VYM | 0.83 | 0.94 | 0.71 | 0.71 | 1.00 | 0.72 | 0.89 |
| XIC.TO | 0.73 | 0.66 | 0.88 | 0.90 | 0.72 | 1.00 | 0.92 |
| Portfolio | 0.78 | 0.85 | 0.92 | 0.93 | 0.89 | 0.92 | 1.00 |