Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | Dividend, Large Cap Value Equities | 7.14% |
XIU.TO iShares S&P/TSX 60 Index ETF | Canada Equities | 7.14% |
VCN.TO Vanguard FTSE Canada All Cap Index ETF | Canada Equities | 7.14% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | Canada Equities | 7.14% |
VFV.TO Vanguard S&P 500 Index ETF | S&P 500 | 7.14% |
ZSP.TO BMO S&P 500 Index ETF | S&P 500 | 7.14% |
XUS.TO iShares Core S&P 500 Index ETF | S&P 500 | 7.14% |
XAW.TO iShares Core MSCI All Country World ex Canada Index ETF | Global Equities | 7.14% |
VXC.TO Vanguard FTSE Global All Cap ex Canada Index ETF | Global Equities | 7.14% |
HEQT.TO Horizons All-Equity Asset Allocation ETF | Global Equities | 7.14% |
VEQT.TO Vanguard All-Equity ETF Portfolio | Global Equities | 7.14% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | Foreign Large Cap Equities | 7.14% |
CIF.TO iShares Global Infrastructure Index ETF | Energy Equities | 7.14% |
RY.TO Royal Bank of Canada | Financial Services | 7.14% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in All High Rated Cdn 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio All High Rated Cdn ETFS | 0.49% | 1.95% | 12.02% | 12.71% | 30.87% | 21.79% | 12.30% | — |
| Portfolio components: | ||||||||
CIF.TO iShares Global Infrastructure Index ETF | 0.90% | -0.92% | 22.63% | 16.45% | 30.91% | 23.14% | 14.99% | 12.58% |
HEQT.TO Horizons All-Equity Asset Allocation ETF | 0.41% | 0.51% | 11.11% | 12.25% | 28.59% | 19.60% | 9.49% | — |
RY.TO Royal Bank of Canada | 0.18% | 8.38% | 18.47% | 22.15% | 61.13% | 33.54% | 18.10% | 17.12% |
VCN.TO Vanguard FTSE Canada All Cap Index ETF | 0.54% | 0.18% | 8.65% | 10.08% | 30.36% | 22.03% | 11.69% | 11.84% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 0.50% | 0.07% | 10.24% | 11.35% | 28.23% | 20.18% | 10.55% | — |
VFV.TO Vanguard S&P 500 Index ETF | 0.56% | -0.90% | 8.86% | 9.38% | 25.71% | 20.82% | 13.01% | 15.13% |
VXC.TO Vanguard FTSE Global All Cap ex Canada Index ETF | 0.52% | 0.02% | 10.77% | 11.79% | 27.22% | 19.41% | 10.10% | 12.44% |
XAW.TO iShares Core MSCI All Country World ex Canada Index ETF | 0.41% | 0.00% | 10.93% | 11.95% | 27.41% | 19.33% | 10.39% | 12.60% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 0.38% | 2.75% | 19.42% | 18.53% | 36.69% | 22.30% | 13.87% | — |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 0.38% | 1.10% | 9.29% | 11.08% | 22.31% | 16.32% | 7.78% | 9.69% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 18, 2019, All High Rated Cdn ETFS's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +13.1%, while the worst month was Mar 2020 at -17.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, All High Rated Cdn ETFS closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 12, 2020 at -10.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.16% | 1.99% | -4.97% | 8.18% | 3.85% | -0.27% | 12.02% | ||||||
| 2025 | 2.66% | -0.47% | -2.23% | 1.42% | 5.54% | 4.27% | 1.21% | 3.86% | 3.54% | 1.68% | 1.29% | 2.10% | 27.60% |
| 2024 | -0.04% | 2.63% | 3.36% | -2.32% | 3.84% | 0.44% | 2.99% | 3.70% | 2.71% | -2.02% | 4.78% | -4.46% | 16.21% |
| 2023 | 7.35% | -2.20% | 1.00% | 2.00% | -2.57% | 6.22% | 2.75% | -3.08% | -3.33% | -4.13% | 8.84% | 6.43% | 19.67% |
| 2022 | -1.88% | -1.81% | 4.55% | -7.77% | 1.29% | -8.74% | 6.36% | -3.79% | -8.74% | 5.79% | 5.97% | -3.85% | -13.55% |
| 2021 | -0.56% | 4.80% | 3.59% | 5.05% | 3.12% | 0.45% | 1.09% | 1.42% | -3.97% | 7.21% | -3.21% | 3.22% | 23.86% |
Benchmark Metrics
All High Rated Cdn ETFS has an annualized alpha of 4.20%, beta of 0.72, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 18, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.55%) than losses (83.89%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.20% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.20%
- Beta
- 0.72
- R²
- 0.72
- Upside Capture
- 88.55%
- Downside Capture
- 83.89%
Expense Ratio
All High Rated Cdn ETFS has an expense ratio of 0.18%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
All High Rated Cdn ETFS ranks 83 for risk / return — in the top 83% 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
The table below presents risk-adjusted performance metrics for All High Rated Cdn ETFS and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.60 | 1.86 | +0.74 |
| Sortino ratioReturn per unit of downside risk | 3.55 | 2.53 | +1.01 |
| Omega ratioGain probability vs. loss probability | 1.48 | 1.34 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 2.53 | +1.42 |
| Martin ratioReturn relative to average drawdown | 17.43 | 11.37 | +6.06 |
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 |
|---|---|---|---|---|---|---|
CIF.TO iShares Global Infrastructure Index ETF | 71 | 1.95 | 2.62 | 1.35 | 4.28 | 12.55 |
HEQT.TO Horizons All-Equity Asset Allocation ETF | 71 | 2.05 | 2.85 | 1.38 | 2.98 | 12.96 |
RY.TO Royal Bank of Canada | 97 | 4.16 | 6.03 | 1.74 | 6.18 | 22.81 |
VCN.TO Vanguard FTSE Canada All Cap Index ETF | 76 | 2.23 | 2.93 | 1.40 | 3.20 | 13.83 |
VEQT.TO Vanguard All-Equity ETF Portfolio | 73 | 2.11 | 2.88 | 1.39 | 3.07 | 13.27 |
VFV.TO Vanguard S&P 500 Index ETF | 66 | 1.94 | 2.64 | 1.36 | 2.75 | 11.90 |
VXC.TO Vanguard FTSE Global All Cap ex Canada Index ETF | 66 | 1.92 | 2.65 | 1.36 | 2.74 | 11.92 |
XAW.TO iShares Core MSCI All Country World ex Canada Index ETF | 66 | 1.92 | 2.67 | 1.36 | 2.78 | 12.06 |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 97 | 4.27 | 6.11 | 1.82 | 11.38 | 38.12 |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 44 | 1.41 | 2.07 | 1.26 | 1.84 | 7.14 |
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Dividends
Dividend yield
All High Rated Cdn ETFS provided a 1.70% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.70% | 1.91% | 2.26% | 2.43% | 2.45% | 2.01% | 2.38% | 2.45% | 2.51% | 1.94% | 1.91% | 2.05% |
| Portfolio components: | ||||||||||||
CIF.TO iShares Global Infrastructure Index ETF | 1.82% | 2.14% | 3.13% | 2.63% | 2.83% | 2.55% | 2.37% | 2.11% | 2.82% | 2.64% | 2.09% | 2.81% |
HEQT.TO Horizons All-Equity Asset Allocation ETF | 1.62% | 1.70% | 1.67% | 0.84% | 0.03% | 0.02% | 1.40% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% |
RY.TO Royal Bank of Canada | 2.28% | 2.58% | 3.23% | 3.99% | 3.90% | 3.22% | 4.10% | 3.96% | 4.03% | 3.39% | 3.57% | 4.15% |
VCN.TO Vanguard FTSE Canada All Cap Index ETF | 2.00% | 2.27% | 2.71% | 3.00% | 3.17% | 2.49% | 2.72% | 2.88% | 2.83% | 2.29% | 2.36% | 2.68% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 1.26% | 1.42% | 1.58% | 1.88% | 2.09% | 1.40% | 1.48% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 0.84% | 0.92% | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.69% | 1.51% | 1.65% | 1.63% |
VXC.TO Vanguard FTSE Global All Cap ex Canada Index ETF | 1.23% | 1.39% | 1.45% | 1.69% | 1.82% | 1.49% | 1.46% | 1.81% | 1.95% | 1.68% | 1.86% | 1.83% |
XAW.TO iShares Core MSCI All Country World ex Canada Index ETF | 1.17% | 1.33% | 1.61% | 1.71% | 1.79% | 1.77% | 1.49% | 2.02% | 2.28% | 1.94% | 1.79% | 1.81% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 3.25% | 3.90% | 4.50% | 4.42% | 4.15% | 3.76% | 4.85% | 4.24% | 5.13% | 1.92% | 0.00% | 0.00% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 2.18% | 2.43% | 2.76% | 2.75% | 2.93% | 2.42% | 1.93% | 2.71% | 2.75% | 2.11% | 2.45% | 2.42% |
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 All High Rated Cdn 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 All High Rated Cdn ETFS was 37.94%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.
The current All High Rated Cdn ETFS drawdown is 1.06%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -37.94%Mar 2020 | 2mo 3d | 7mo 22d | 9mo 25dJan 2020 - Nov 2020 |
Bear market2022 | -22.96%Oct 2022 | 8mo 27d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -14.95%Apr 2025 | 4mo | 1mo 7d | 5mo 7dDec 2024 - May 2025 |
2026 pullback2026 | -7.72%Mar 2026 | 1mo 1d | 15d | 1mo 16dFeb 2026 - Apr 2026 |
2024 pullback2024 | -6.17%Aug 2024 | 21d | 12d | 1mo 3dJul 2024 - Aug 2024 |
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 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.14 | 1.12 | 1.11 | 1.11 |
The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
All High Rated Cdn ETFS correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2019 | 0.76 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VFV.TO has the highest benchmark correlation at 0.80, while XDIV.TO has the lowest at 0.49.
Asset Correlations Table
| RY.TO | CIF.TO | XDIV.TO | XEF.TO | HEQT.TO | ZSP.TO | XIU.TO | XIC.TO | VFV.TO | XUS.TO | VCN.TO | VXC.TO | XAW.TO | VEQT.TO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RY.TO | 1.00 | 0.57 | 0.79 | 0.64 | 0.61 | 0.58 | 0.77 | 0.75 | 0.59 | 0.59 | 0.76 | 0.63 | 0.64 | 0.69 |
| CIF.TO | 0.57 | 1.00 | 0.71 | 0.65 | 0.66 | 0.66 | 0.74 | 0.75 | 0.66 | 0.66 | 0.75 | 0.70 | 0.70 | 0.75 |
| XDIV.TO | 0.79 | 0.71 | 1.00 | 0.68 | 0.65 | 0.60 | 0.85 | 0.83 | 0.61 | 0.61 | 0.84 | 0.66 | 0.67 | 0.74 |
| XEF.TO | 0.64 | 0.65 | 0.68 | 1.00 | 0.78 | 0.76 | 0.77 | 0.77 | 0.76 | 0.76 | 0.77 | 0.88 | 0.88 | 0.88 |
| HEQT.TO | 0.61 | 0.66 | 0.65 | 0.78 | 1.00 | 0.82 | 0.78 | 0.79 | 0.82 | 0.82 | 0.80 | 0.86 | 0.86 | 0.88 |
| ZSP.TO | 0.58 | 0.66 | 0.60 | 0.76 | 0.82 | 1.00 | 0.73 | 0.73 | 0.99 | 0.99 | 0.73 | 0.95 | 0.95 | 0.92 |
| XIU.TO | 0.77 | 0.74 | 0.85 | 0.77 | 0.78 | 0.73 | 1.00 | 0.99 | 0.73 | 0.73 | 0.99 | 0.79 | 0.79 | 0.89 |
| XIC.TO | 0.75 | 0.75 | 0.83 | 0.77 | 0.79 | 0.73 | 0.99 | 1.00 | 0.73 | 0.74 | 1.00 | 0.79 | 0.80 | 0.89 |
| VFV.TO | 0.59 | 0.66 | 0.61 | 0.76 | 0.82 | 0.99 | 0.73 | 0.73 | 1.00 | 0.99 | 0.73 | 0.95 | 0.95 | 0.92 |
| XUS.TO | 0.59 | 0.66 | 0.61 | 0.76 | 0.82 | 0.99 | 0.73 | 0.74 | 0.99 | 1.00 | 0.74 | 0.95 | 0.95 | 0.92 |
| VCN.TO | 0.76 | 0.75 | 0.84 | 0.77 | 0.80 | 0.73 | 0.99 | 1.00 | 0.73 | 0.74 | 1.00 | 0.80 | 0.80 | 0.89 |
| VXC.TO | 0.63 | 0.70 | 0.66 | 0.88 | 0.86 | 0.95 | 0.79 | 0.79 | 0.95 | 0.95 | 0.80 | 1.00 | 0.99 | 0.97 |
| XAW.TO | 0.64 | 0.70 | 0.67 | 0.88 | 0.86 | 0.95 | 0.79 | 0.80 | 0.95 | 0.95 | 0.80 | 0.99 | 1.00 | 0.97 |
| VEQT.TO | 0.69 | 0.75 | 0.74 | 0.88 | 0.88 | 0.92 | 0.89 | 0.89 | 0.92 | 0.92 | 0.89 | 0.97 | 0.97 | 1.00 |
Find what All High Rated Cdn ETFS is missing
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