TSX/S&P500
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPXU ProShares UltraPro Short S&P500 | Leveraged Equities, Leveraged | 60% |
XIU.TO iShares S&P/TSX 60 Index ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 25, 2009, corresponding to the inception date of SPXU
Returns By Period
As of May 11, 2025, the TSX/S&P500 returned 3.70% Year-To-Date and -18.98% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| TSX/S&P500 | 3.70% | -8.67% | 6.37% | -11.43% | -19.02% | -18.98% |
| Portfolio components: | ||||||
XIU.TO iShares S&P/TSX 60 Index ETF | 6.93% | 10.40% | 3.88% | 14.96% | 13.95% | 7.18% |
SPXU ProShares UltraPro Short S&P500 | 0.30% | -19.98% | 7.02% | -27.53% | -40.79% | -37.90% |
Monthly Returns
The table below presents the monthly returns of TSX/S&P500, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -3.02% | 2.61% | 10.10% | -3.13% | -2.29% | 3.70% | |||||||
| 2024 | -2.60% | -7.57% | -2.89% | 6.90% | -6.70% | -6.04% | 0.40% | -2.37% | -1.96% | 1.41% | -7.02% | 1.91% | -24.35% |
| 2023 | -6.40% | 2.04% | -6.04% | -0.87% | -2.79% | -7.10% | -3.88% | 1.86% | 8.36% | 2.32% | -10.48% | -3.31% | -24.51% |
| 2022 | 9.15% | 4.22% | -6.58% | 14.21% | -2.89% | 12.83% | -13.03% | 4.25% | 13.59% | -11.60% | -5.82% | 5.74% | 20.58% |
| 2021 | 0.74% | -3.30% | -5.43% | -7.11% | 1.14% | -3.77% | -4.48% | -5.11% | 7.03% | -8.47% | -1.06% | -5.53% | -30.88% |
| 2020 | 0.02% | 12.63% | -9.27% | -17.78% | -4.87% | -2.82% | -7.48% | -7.53% | 1.72% | 1.86% | -12.01% | -4.00% | -41.83% |
| 2019 | -7.40% | -3.27% | -2.99% | -4.90% | 10.15% | -9.20% | -2.43% | 1.68% | -2.29% | -4.08% | -4.53% | -3.67% | -29.31% |
| 2018 | -8.87% | 2.10% | 3.76% | -0.49% | -2.77% | -0.76% | -5.15% | -5.27% | -0.81% | 9.71% | -3.72% | 15.46% | 0.75% |
| 2017 | -1.38% | -7.26% | 0.24% | -2.57% | -2.51% | 0.06% | -1.85% | -0.37% | -1.76% | -4.08% | -4.59% | -0.28% | -23.61% |
| 2016 | 7.46% | 0.58% | -8.34% | 1.82% | -4.49% | -1.14% | -4.92% | -0.27% | -0.19% | 2.92% | -5.81% | -2.71% | -14.99% |
| 2015 | 1.86% | -8.08% | 0.81% | 0.85% | -4.16% | 1.94% | -5.73% | 7.94% | 2.55% | -11.66% | -2.08% | -1.03% | -16.92% |
| 2014 | 4.61% | -6.57% | -1.31% | -0.54% | -3.48% | -1.10% | 2.22% | -6.10% | -0.42% | -5.85% | -4.72% | -1.11% | -22.36% |
Expense Ratio
TSX/S&P500 has an expense ratio of 0.63%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of TSX/S&P500 is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
XIU.TO iShares S&P/TSX 60 Index ETF | 0.89 | 1.35 | 1.18 | 1.17 | 4.57 |
SPXU ProShares UltraPro Short S&P500 | -0.48 | -0.26 | 0.96 | -0.24 | -0.93 |
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Dividends
Dividend yield
TSX/S&P500 provided a 5.91% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.91% | 6.89% | 5.51% | 1.44% | 0.97% | 1.64% | 2.43% | 2.12% | 1.10% | 1.06% | 1.28% | 1.06% |
| Portfolio components: | ||||||||||||
XIU.TO iShares S&P/TSX 60 Index ETF | 2.89% | 2.92% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% |
SPXU ProShares UltraPro Short S&P500 | 7.93% | 9.53% | 7.07% | 0.39% | 0.00% | 0.71% | 2.14% | 1.41% | 0.11% | 0.00% | 0.00% | 0.00% |
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 TSX/S&P500. 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 TSX/S&P500 was 98.32%, occurring on Jan 23, 2025. The portfolio has not yet recovered.
The current TSX/S&P500 drawdown is 98.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -98.32% | Jul 13, 2009 | 3980 | Jan 23, 2025 | — | — | — |
| -1.54% | Jun 29, 2009 | 1 | Jun 29, 2009 | 3 | Jul 2, 2009 | 4 |
| -0.96% | Jul 6, 2009 | 1 | Jul 6, 2009 | 1 | Jul 7, 2009 | 2 |
| -0.62% | Jul 8, 2009 | 1 | Jul 8, 2009 | 2 | Jul 10, 2009 | 3 |
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 2 assets, with an effective number of assets of 1.92, 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
| ^GSPC | XIU.TO | SPXU | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.75 | -1.00 | -0.95 |
| XIU.TO | 0.75 | 1.00 | -0.74 | -0.55 |
| SPXU | -1.00 | -0.74 | 1.00 | 0.96 |
| Portfolio | -0.95 | -0.55 | 0.96 | 1.00 |