PortfoliosLab logoPortfoliosLab logo
#qwe
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for #qwe

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in #qwe, 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.


Loading charts...

Returns By Period

As of Jun 9, 2026, the #qwe returned 6.42% Year-To-Date and 10.99% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
#qwe
-0.05%-1.15%6.42%7.96%20.93%16.28%7.52%10.99%
AGG
iShares Core U.S. Aggregate Bond ETF
0.00%-0.69%-0.08%0.26%4.97%3.88%-0.03%1.52%
BCE.TO
BCE Inc.
-1.07%-0.02%2.58%6.20%17.08%-12.94%-7.66%-0.62%
T.TO
TELUS Corporation
-1.32%-4.62%-5.59%-4.76%-19.10%-7.71%-6.36%11.79%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
0.09%3.22%19.43%21.26%44.62%24.93%14.29%13.22%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
-0.67%-2.03%-0.91%0.49%0.82%2.76%-2.26%0.63%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF
0.24%-1.35%7.03%9.68%18.93%15.92%7.57%9.10%
XEM.TO
iShares MSCI Emerging Markets Index ETF
1.59%-3.18%19.92%21.66%42.54%20.35%5.53%8.89%
XIU.TO
iShares S&P/TSX 60 Index ETF
0.04%0.31%7.79%10.88%28.64%20.84%11.17%11.74%
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)
-0.02%-1.85%5.53%6.54%19.65%17.64%8.06%12.23%
ZWB.TO
BMO Covered Call Canadian Banks ETF
0.07%3.02%16.19%19.95%49.17%24.94%11.20%11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 15, 2013, #qwe's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Mar 2020 at -15.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, #qwe closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 12, 2020 at -10.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.69%-0.04%-5.81%9.25%3.38%-2.54%6.42%
20251.89%-0.41%-3.15%2.57%5.25%4.63%0.90%3.04%2.25%1.17%0.44%2.65%23.09%
2024-0.27%2.22%2.64%-3.82%3.80%1.42%1.56%4.47%2.17%-3.47%4.06%-4.94%9.65%
20237.49%-3.74%2.22%1.67%-1.58%7.26%2.19%-3.52%-3.92%-4.53%9.72%6.76%20.26%
2022-3.18%-1.58%4.51%-9.27%1.59%-9.33%7.37%-5.30%-11.16%6.66%5.34%-4.90%-19.65%
2021-1.16%4.29%3.71%6.51%3.01%-0.15%1.23%1.13%-4.53%8.65%-3.55%1.88%22.18%

Benchmark Metrics

#qwe has an annualized alpha of -1.30%, beta of 0.76, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since April 15, 2013.

  • This portfolio participated in 110.10% of S&P 500 Index downside but only 89.73% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.30%
Beta
0.76
0.74
Upside Capture
89.73%
Downside Capture
110.10%

Expense Ratio

#qwe has an expense ratio of 0.14%, 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

#qwe ranks 39 for risk / return — below 39% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


#qwe Risk / Return Rank: 3939
Overall Rank
#qwe Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
#qwe Sortino Ratio Rank: 4040
Sortino Ratio Rank
#qwe Omega Ratio Rank: 4040
Omega Ratio Rank
#qwe Calmar Ratio Rank: 3333
Calmar Ratio Rank
#qwe Martin Ratio Rank: 4545
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.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for #qwe and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.93

1.94

0.00

Sortino ratioReturn per unit of downside risk

2.67

2.63

+0.04

Omega ratioGain probability vs. loss probability

1.35

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

2.44

2.59

-0.15

Martin ratioReturn relative to average drawdown

11.20

11.84

-0.64


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AGG
iShares Core U.S. Aggregate Bond ETF
401.321.941.231.815.44
BCE.TO
BCE Inc.
670.951.441.171.432.89
T.TO
TELUS Corporation
8-1.09-1.360.82-0.78-1.41
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
984.836.681.9112.4843.23
XBB.TO
iShares Core Canadian Universe Bond Index ETF
110.130.241.030.210.51
XEF.TO
iShares Core MSCI EAFE IMI Index ETF
401.281.881.241.646.39
XEM.TO
iShares MSCI Emerging Markets Index ETF
692.042.661.383.1612.05
XIU.TO
iShares S&P/TSX 60 Index ETF
782.253.031.403.5515.31
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)
461.502.081.271.707.39
ZWB.TO
BMO Covered Call Canadian Banks ETF
954.095.591.755.5325.00

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

#qwe Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

  • 1-Year: 1.93
  • 5-Year: 0.52
  • 10-Year: 0.69
  • All Time: 0.58

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of #qwe compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading charts...

Dividends

Dividend yield

#qwe provided a 2.06% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.06%2.21%2.36%2.33%2.31%1.80%2.15%2.50%2.64%2.16%2.38%2.60%
AGG
iShares Core U.S. Aggregate Bond ETF
4.00%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
BCE.TO
BCE Inc.
5.18%7.06%11.97%7.42%6.19%5.32%6.12%5.27%5.60%4.75%4.70%4.86%
T.TO
TELUS Corporation
9.82%9.14%7.99%6.17%5.19%4.27%4.70%8.96%9.28%8.27%8.61%8.78%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
2.88%3.59%4.37%4.64%4.42%3.46%4.59%4.25%4.44%3.42%3.25%4.11%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
3.43%3.39%3.25%3.01%2.91%2.54%2.55%2.80%2.92%2.83%2.81%2.87%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF
2.23%2.43%2.76%2.75%2.93%2.42%1.93%2.71%2.75%2.11%2.45%2.42%
XEM.TO
iShares MSCI Emerging Markets Index ETF
1.56%1.90%2.08%2.39%2.10%1.91%1.28%2.56%1.95%1.78%1.97%2.24%
XIU.TO
iShares S&P/TSX 60 Index ETF
2.21%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)
1.14%1.23%1.09%1.18%1.37%1.01%1.31%1.73%1.86%1.45%1.76%1.88%
ZWB.TO
BMO Covered Call Canadian Banks ETF
4.93%5.38%6.66%7.62%7.30%5.46%5.80%5.53%5.59%4.80%5.04%5.64%

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the #qwe. 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 #qwe was 36.17%, occurring on Mar 23, 2020. Recovery took 104 trading sessions.

The current #qwe drawdown is 2.72%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.17%Mar 2020
1mo 2d4mo 27d
5mo 29dFeb 2020 - Aug 2020
2016 bear market2016
-29.56%Jan 2016
1y 6mo1y 4mo
2y 11moJul 2014 - Jun 2017
Bear market2022
-28.15%Oct 2022
11mo 11d1y 8mo
2y 8moNov 2021 - Jul 2024
Rate-hike selloffLate 2018
-21.05%Dec 2018
11mo 1d6mo 9d
1y 5moJan 2018 - Jul 2019
2025 selloff2025
-15.50%Apr 2025
4mo1mo 18d
5mo 18dDec 2024 - May 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 2.55, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.15

1.14

1.12

1.12

1.12

The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

#qwe correlation to the S&P 500 Index

#qwe has a 0.81 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

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

0.84

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

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2013

0.79


Benchmark Correlations

Correlation vs. S&P 500 Index. XSP.TO has the highest benchmark correlation at 0.84, while XBB.TO has the lowest at -0.02.

XBB.TO
-0.02
AGG
0.02
BCE.TO
0.20
T.TO
0.24
ZWB.TO
0.47
VDY.TO
0.51
XEM.TO
0.54
XEF.TO
0.60
XIU.TO
0.61
XSP.TO
0.84

Portfolio Correlations

Correlation vs. #qwe. XSP.TO has the highest portfolio correlation at 0.98, while AGG has the lowest at 0.03.

AGG
0.03
XBB.TO
0.40
BCE.TO
0.48
T.TO
0.50
XEM.TO
0.69
ZWB.TO
0.77
VDY.TO
0.80
XEF.TO
0.81
XIU.TO
0.88
XSP.TO
0.98

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

The correlation results are calculated based on daily price changes starting from Apr 15, 2013
Diversification Analysis

Find what #qwe is missing

See which holdings overlap, where #qwe is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification