Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 25% |
TQGD.TO TD Q Global Dividend ETF | Global Equity Income | 15% |
VFV.TO Vanguard S&P 500 Index ETF | S&P 500 | 5% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | Dividend, Large Cap Value Equities | 15% |
ZDB.TO BMO Discount Bond | Canadian Government Bonds | 15% |
ZDI.TO BMO International Dividend ETF | International Equity | 18% |
ZWC.TO BMO CA High Dividend Covered Call ETF | Derivative Income | 7% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RSP 1, 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 Nov 26, 2019, corresponding to the inception date of TQGD.TO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -1.90% | -3.41% | -1.91% | 30.31% | 17.22% | 10.14% | 12.44% |
Portfolio RSP 1 | 0.22% | -0.35% | 5.99% | 8.76% | 28.11% | 13.07% | 8.69% | — |
| Portfolio components: | ||||||||
VFV.TO Vanguard S&P 500 Index ETF | 0.00% | -2.48% | -3.56% | -1.89% | 31.02% | 18.37% | 11.31% | 13.92% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 0.19% | 1.88% | 7.72% | 13.52% | 39.62% | 18.71% | 13.50% | — |
SCHD Schwab U.S. Dividend Equity ETF | 0.26% | -0.74% | 12.65% | 14.17% | 25.89% | 12.10% | 8.27% | 12.35% |
TQGD.TO TD Q Global Dividend ETF | 0.15% | -1.42% | 2.29% | 4.79% | 34.54% | 15.00% | 10.45% | — |
ZWC.TO BMO CA High Dividend Covered Call ETF | 0.00% | -1.37% | 5.65% | 12.60% | 37.27% | 13.60% | 9.35% | — |
ZDB.TO BMO Discount Bond | 0.14% | -2.73% | -1.16% | 0.23% | 2.30% | 1.90% | -1.49% | 0.84% |
ZDI.TO BMO International Dividend ETF | 0.36% | 1.83% | 6.81% | 8.82% | 34.89% | 15.09% | 10.49% | 8.74% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 27, 2019, RSP 1's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +12.3%, while the worst month was Mar 2020 at -16.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, RSP 1 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.48% | 4.44% | -3.39% | 0.54% | 5.99% | ||||||||
| 2025 | 1.99% | 2.28% | -0.22% | -0.49% | 2.81% | 2.42% | -0.52% | 3.94% | 1.08% | -0.18% | 2.72% | 0.79% | 17.82% |
| 2024 | -0.47% | 1.15% | 3.33% | -3.45% | 3.94% | -0.51% | 3.55% | 3.20% | 1.65% | -2.65% | 3.08% | -5.62% | 6.85% |
| 2023 | 5.73% | -3.32% | 1.11% | 1.78% | -3.72% | 4.93% | 2.68% | -2.70% | -3.44% | -3.21% | 7.49% | 5.72% | 12.78% |
| 2022 | -0.97% | -1.28% | 2.45% | -5.44% | 2.69% | -7.88% | 4.25% | -4.04% | -8.32% | 6.91% | 7.83% | -2.79% | -7.91% |
| 2021 | -0.07% | 3.30% | 5.97% | 2.88% | 3.32% | -1.40% | 0.90% | 0.72% | -2.80% | 3.83% | -3.06% | 6.09% | 20.91% |
Benchmark Metrics
RSP 1 has an annualized alpha of 0.14%, beta of 0.68, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since November 27, 2019.
- This portfolio participated in 83.44% of S&P 500 Index downside but only 71.60% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.68 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.14%
- Beta
- 0.68
- R²
- 0.76
- Upside Capture
- 71.60%
- Downside Capture
- 83.44%
Expense Ratio
RSP 1 has an expense ratio of 0.26%, 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
RSP 1 ranks 93 for risk / return — in the top 93% 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 | 2.72 | 1.84 | +0.88 |
Sortino ratioReturn per unit of downside risk | 4.23 | 2.97 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.40 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 4.96 | 1.82 | +3.14 |
Martin ratioReturn relative to average drawdown | 19.71 | 7.76 | +11.95 |
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 | |
|---|---|---|---|---|---|---|
VFV.TO Vanguard S&P 500 Index ETF | 77 | 1.89 | 3.08 | 1.42 | 1.90 | 8.01 |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 95 | 4.01 | 5.71 | 1.84 | 3.44 | 20.91 |
SCHD Schwab U.S. Dividend Equity ETF | 72 | 1.85 | 2.93 | 1.36 | 1.57 | 5.95 |
TQGD.TO TD Q Global Dividend ETF | 83 | 2.64 | 4.07 | 1.52 | 2.44 | 10.72 |
ZWC.TO BMO CA High Dividend Covered Call ETF | 94 | 3.37 | 4.87 | 1.68 | 3.45 | 17.91 |
ZDB.TO BMO Discount Bond | 17 | 0.36 | 0.55 | 1.06 | 0.61 | 1.65 |
ZDI.TO BMO International Dividend ETF | 76 | 2.27 | 3.31 | 1.43 | 2.25 | 8.65 |
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Dividends
Dividend yield
RSP 1 provided a 3.15% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.15% | 3.36% | 3.65% | 3.75% | 3.68% | 3.25% | 4.04% | 3.18% | 3.33% | 2.46% | 1.93% | 1.89% |
| Portfolio components: | ||||||||||||
VFV.TO Vanguard S&P 500 Index ETF | 0.95% | 0.92% | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% |
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% |
TQGD.TO TD Q Global Dividend ETF | 2.87% | 2.89% | 3.38% | 3.65% | 3.89% | 3.40% | 4.85% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
ZWC.TO BMO CA High Dividend Covered Call ETF | 5.67% | 5.92% | 6.73% | 7.62% | 7.01% | 6.60% | 8.15% | 6.92% | 7.11% | 5.46% | 0.00% | 0.00% |
ZDB.TO BMO Discount Bond | 2.13% | 2.28% | 2.38% | 2.42% | 2.52% | 2.16% | 2.06% | 2.20% | 2.07% | 2.06% | 1.95% | 1.99% |
ZDI.TO BMO International Dividend ETF | 3.10% | 3.34% | 3.94% | 4.15% | 3.99% | 3.72% | 4.96% | 4.92% | 5.23% | 4.23% | 4.62% | 4.26% |
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 RSP 1. 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 RSP 1 was 34.85%, occurring on Mar 23, 2020. Recovery took 174 trading sessions.
The current RSP 1 drawdown is 2.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.85% | Jan 21, 2020 | 44 | Mar 23, 2020 | 174 | Nov 24, 2020 | 218 |
| -19.58% | Jan 18, 2022 | 189 | Oct 12, 2022 | 301 | Dec 14, 2023 | 490 |
| -10.92% | Dec 2, 2024 | 89 | Apr 8, 2025 | 29 | May 20, 2025 | 118 |
| -5.22% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
| -4.65% | Apr 1, 2024 | 12 | Apr 16, 2024 | 19 | May 13, 2024 | 31 |
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 7 assets, with an effective number of assets of 5.89, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | ZDB.TO | SCHD | TQGD.TO | ZDI.TO | VFV.TO | XDIV.TO | ZWC.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.37 | 0.74 | 0.69 | 0.68 | 0.96 | 0.63 | 0.66 | 0.79 |
| ZDB.TO | 0.37 | 1.00 | 0.32 | 0.45 | 0.46 | 0.38 | 0.50 | 0.54 | 0.55 |
| SCHD | 0.74 | 0.32 | 1.00 | 0.68 | 0.65 | 0.71 | 0.70 | 0.72 | 0.86 |
| TQGD.TO | 0.69 | 0.45 | 0.68 | 1.00 | 0.73 | 0.71 | 0.69 | 0.72 | 0.85 |
| ZDI.TO | 0.68 | 0.46 | 0.65 | 0.73 | 1.00 | 0.70 | 0.73 | 0.76 | 0.87 |
| VFV.TO | 0.96 | 0.38 | 0.71 | 0.71 | 0.70 | 1.00 | 0.64 | 0.68 | 0.80 |
| XDIV.TO | 0.63 | 0.50 | 0.70 | 0.69 | 0.73 | 0.64 | 1.00 | 0.93 | 0.88 |
| ZWC.TO | 0.66 | 0.54 | 0.72 | 0.72 | 0.76 | 0.68 | 0.93 | 1.00 | 0.90 |
| Portfolio | 0.79 | 0.55 | 0.86 | 0.85 | 0.87 | 0.80 | 0.88 | 0.90 | 1.00 |