Asset Allocation
Find the right asset allocation for a
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 OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in a, 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 month.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.57% | 2.17% | 10.16% | 9.03% | 25.93% | 21.59% | 15.11% | 14.49% |
Portfolio a | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
CEW.TO iShares Equal Weight Banc & Lifeco ETF | 0.12% | 5.52% | 18.38% | 19.22% | 46.69% | 31.07% | 18.34% | 15.49% |
CJP.NEO iShares Japan Fundamental Index ETF (CAD-Hedged) | — | — | — | — | — | — | — | — |
HXQ.TO Horizons NASDAQ-100 Index ETF | 1.44% | 2.69% | 18.52% | 15.98% | 38.04% | 28.80% | 20.09% | 22.16% |
XBM.TO iShares S&P/TSX Global Base Metals Index ETF | 1.12% | 0.05% | 25.24% | 34.03% | 91.81% | 25.78% | 17.09% | 18.91% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 1.69% | 3.09% | 41.62% | 38.76% | 66.59% | 26.81% | 28.96% | 11.93% |
XFN.TO iShares S&P/TSX Capped Financials Index ETF | 0.41% | 4.96% | 14.80% | 18.01% | 43.87% | 30.69% | 17.60% | 14.73% |
XIT.TO iShares S&P/TSX Capped Information Technology Index ETF | 0.77% | 6.90% | -6.82% | -10.82% | 6.36% | 17.00% | 7.44% | 17.55% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | -1.39% | 3.92% | 3.19% | 3.03% | 9.96% | 46.50% | 30.53% | 18.73% |
ZEB.TO BMO Equal Weight Banks Index ETF | 0.59% | 5.70% | 21.69% | 24.57% | 62.87% | 33.95% | 18.84% | 16.09% |
ZID.TO BMO MSCI India ESG Leaders Index ETF | 0.00% | -5.19% | -18.32% | -18.05% | -18.41% | 3.33% | 2.79% | 8.98% |
Monthly Returns
Expense Ratio
a has an expense ratio of 0.39%, 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.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for a and compares them with S&P 500 Index.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
CEW.TO iShares Equal Weight Banc & Lifeco ETF | 95 | 4.02 | 5.46 | 1.74 | 6.58 | 24.27 |
CJP.NEO iShares Japan Fundamental Index ETF (CAD-Hedged) | — | — | — | — | — | — |
HXQ.TO Horizons NASDAQ-100 Index ETF | 73 | 2.35 | 3.03 | 1.42 | 3.08 | 9.84 |
XBM.TO iShares S&P/TSX Global Base Metals Index ETF | 78 | 2.50 | 2.87 | 1.39 | 3.86 | 14.69 |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 88 | 2.90 | 3.41 | 1.46 | 6.02 | 17.74 |
XFN.TO iShares S&P/TSX Capped Financials Index ETF | 94 | 3.63 | 5.08 | 1.65 | 5.65 | 22.83 |
XIT.TO iShares S&P/TSX Capped Information Technology Index ETF | 12 | 0.20 | 0.49 | 1.06 | 0.20 | 0.40 |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 21 | 0.61 | 0.97 | 1.12 | 0.95 | 2.24 |
ZEB.TO BMO Equal Weight Banks Index ETF | 97 | 4.97 | 6.76 | 1.93 | 7.49 | 32.20 |
ZID.TO BMO MSCI India ESG Leaders Index ETF | 1 | -1.11 | -1.59 | 0.83 | -0.76 | -1.57 |
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Dividends
Dividend yield
a provided a 0.41% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.41% | 0.47% | 0.55% | 0.75% | 0.71% | 0.57% | 0.65% | 0.64% | 0.63% | 0.56% | 0.51% | 0.63% |
| Portfolio components: | ||||||||||||
CEW.TO iShares Equal Weight Banc & Lifeco ETF | 2.41% | 2.82% | 3.41% | 3.98% | 3.95% | 3.10% | 3.83% | 3.39% | 3.13% | 2.62% | 2.70% | 2.91% |
CJP.NEO iShares Japan Fundamental Index ETF (CAD-Hedged) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HXQ.TO Horizons NASDAQ-100 Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XBM.TO iShares S&P/TSX Global Base Metals Index ETF | 0.68% | 0.86% | 1.25% | 2.09% | 4.78% | 3.05% | 1.81% | 3.73% | 3.38% | 1.65% | 2.41% | 5.75% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 2.70% | 3.63% | 3.46% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% |
XFN.TO iShares S&P/TSX Capped Financials Index ETF | 2.12% | 2.39% | 3.16% | 3.60% | 3.48% | 2.67% | 3.35% | 3.00% | 3.43% | 2.73% | 2.83% | 3.17% |
XIT.TO iShares S&P/TSX Capped Information Technology Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.35% | 0.00% | 0.15% | 0.18% | 0.10% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 0.67% | 0.68% | 0.87% | 1.57% | 1.48% | 1.37% | 1.48% | 1.46% | 1.62% | 1.80% | 1.03% | 1.24% |
ZEB.TO BMO Equal Weight Banks Index ETF | 2.48% | 2.95% | 3.98% | 4.75% | 4.29% | 3.13% | 4.15% | 3.65% | 3.64% | 3.02% | 3.19% | 3.70% |
ZID.TO BMO MSCI India ESG Leaders Index ETF | 0.84% | 0.69% | 0.28% | 1.18% | 0.29% | 1.24% | 0.11% | 0.11% | 0.74% | 0.38% | 1.15% | 0.64% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the a. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The portfolio has not yet recovered.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|
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 11 assets, with an effective number of assets of 2.67, 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
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Not enough data to calculate this metric.