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CELI Questrade - RD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

CELI Questrade - RD

Currency in CAD · Last updated Apr 16, 2026

Asset Allocation

CIF.TO 7.69%GEQT.TO 7.69%VEQT.TO 7.69%VFV.TO 7.69%XHC.TO 7.69%XEC.TO 7.69%XEF.TO 7.69%XEG.TO 7.69%XIU.TO 7.69%XST.TO 7.69%ZEB.TO 7.69%ZWC.TO 7.69%ZWP.TO 7.69%EquityEquity
PositionCategory/SectorTarget Weight
CIF.TO
iShares Global Infrastructure Index ETF		Energy Equities
7.69%
GEQT.TO
iShares ESG Equity ETF Portfolio		Global Equities
7.69%
VEQT.TO
Vanguard All-Equity ETF Portfolio		Global Equities, Actively Managed
7.69%
VFV.TO
Vanguard S&P 500 Index ETF		S&P 500
7.69%
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF		Emerging Markets Equities
7.69%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF		Global Equities
7.69%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		Energy Equities
7.69%
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)		Health & Biotech Equities
7.69%
XIU.TO
iShares S&P/TSX 60 Index ETF		Large Cap Growth Equities
7.69%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF		Consumer Staples Equities
7.69%
ZEB.TO
BMO Equal Weight Banks Index ETF		Financials Equities
7.69%
ZWC.TO
BMO CA High Dividend Covered Call ETF		Derivative Income
7.69%
ZWP.TO
BMO Covered Call Europe High Dividend ETF		Europe Equities, Derivative Income
7.69%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in CELI Questrade - RD, 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 Sep 10, 2020, corresponding to the inception date of GEQT.TO

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.53%5.16%2.65%2.95%28.00%20.39%12.99%13.72%
Portfolio
CELI Questrade - RD
-0.02%4.14%9.26%12.53%37.23%18.69%14.30%—
Portfolio components:
CIF.TO
iShares Global Infrastructure Index ETF		-0.75%5.09%18.13%9.91%45.04%23.00%17.37%12.74%
GEQT.TO
iShares ESG Equity ETF Portfolio		0.46%6.87%5.54%4.17%31.49%21.10%12.53%—
VEQT.TO
Vanguard All-Equity ETF Portfolio		0.09%5.20%6.31%7.83%35.64%20.37%12.68%—
VFV.TO
Vanguard S&P 500 Index ETF		0.57%5.28%2.94%3.41%29.22%21.68%14.31%15.26%
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)		-0.44%-0.63%-3.21%3.88%9.10%2.94%4.22%7.40%
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF		-0.44%6.68%13.63%14.15%47.68%19.95%7.64%9.27%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF		-0.63%5.91%7.67%9.61%31.22%16.84%10.28%9.74%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		-0.51%-0.05%32.61%43.09%76.12%21.72%31.62%11.75%
XIU.TO
iShares S&P/TSX 60 Index ETF		0.34%4.04%7.48%11.77%40.88%20.45%14.76%12.82%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF		0.45%-5.35%-0.36%4.97%11.38%11.29%12.82%9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 11, 2020, CELI Questrade - RD's average daily return is +0.06%, while the average monthly return is +1.34%. At this rate, an investment would double in approximately 4.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +11.5%, while the worst month was Jun 2022 at -7.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CELI Questrade - RD closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +5.5%, while the worst single day was Apr 4, 2025 at -4.8%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.58%5.36%-2.51%3.70%9.26%
20253.12%-0.04%-1.28%-1.73%4.39%2.77%1.63%2.85%3.89%2.04%2.95%-0.65%21.59%
20240.89%4.23%3.34%-1.44%3.13%-0.20%3.93%0.75%1.99%0.04%3.43%-2.68%18.55%
20235.16%-1.56%0.63%2.47%-3.67%2.68%2.68%-0.26%-2.69%-1.66%5.31%3.23%12.49%
2022-0.33%-0.76%2.80%-3.18%1.32%-7.37%4.35%-1.67%-4.73%6.10%6.07%-3.44%-1.86%
2021-0.24%3.94%3.90%1.55%2.81%2.67%0.44%2.20%-1.53%3.43%-0.83%3.77%24.25%

Benchmark Metrics

CELI Questrade - RD has an annualized alpha of 7.88%, beta of 0.57, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since September 11, 2020.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (73.92%) than losses (45.00%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 7.88% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.57 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
7.88%
Beta
0.57
R²
0.61
Upside Capture
73.92%
Downside Capture
45.00%

Expense Ratio

CELI Questrade - RD has an expense ratio of 0.44%, 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
ZWC.TO
BMO CA High Dividend Covered Call ETF
CIF.TO
iShares Global Infrastructure Index ETF
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
ZWP.TO
BMO Covered Call Europe High Dividend ETF
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF
GEQT.TO
iShares ESG Equity ETF Portfolio
ZEB.TO
BMO Equal Weight Banks Index ETF
VEQT.TO
Vanguard All-Equity ETF Portfolio

Return for Risk

Risk / Return Rank

CELI Questrade - RD ranks 96 for risk / return — in the top 96% 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.

CELI Questrade - RD Risk / Return Rank: 9696
Overall Rank
CELI Questrade - RD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CELI Questrade - RD Sortino Ratio Rank: 9797
Sortino Ratio Rank
CELI Questrade - RD Omega Ratio Rank: 9898
Omega Ratio Rank
CELI Questrade - RD Calmar Ratio Rank: 9292
Calmar Ratio Rank
CELI Questrade - RD Martin Ratio Rank: 9696
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

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

4.08

2.06

+2.02

Sortino ratio

Return per unit of downside risk

5.62

2.84

+2.77

Omega ratio

Gain probability vs. loss probability

1.82

1.40

+0.41

Calmar ratio

Return relative to maximum drawdown

6.47

3.35

+3.12

Martin ratio

Return relative to average drawdown

30.58

12.09

+18.49

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 RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CIF.TO
iShares Global Infrastructure Index ETF		843.103.931.575.0018.71
GEQT.TO
iShares ESG Equity ETF Portfolio		622.283.101.413.7415.42
VEQT.TO
Vanguard All-Equity ETF Portfolio		843.044.141.574.7120.69
VFV.TO
Vanguard S&P 500 Index ETF		582.203.021.413.5912.96
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)		150.600.971.120.992.67
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF		762.823.701.544.4515.70
XEF.TO
iShares Core MSCI EAFE IMI Index ETF		602.383.291.443.0613.02
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		913.634.411.5710.2124.52
XIU.TO
iShares S&P/TSX 60 Index ETF		923.644.711.685.7127.27
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF		170.711.111.131.463.84

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.

CELI Questrade - RD Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

  • 1-Year: 4.08
  • 5-Year: 1.33
  • All Time: 1.57

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 2.19 to 3.00, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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

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Dividends

Dividend yield

CELI Questrade - RD provided a 2.42% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio2.42%2.59%3.16%3.24%3.02%2.53%2.81%2.71%2.67%1.73%1.31%1.68%
Portfolio components:
CIF.TO
iShares Global Infrastructure Index ETF		1.87%2.05%2.84%2.36%2.53%2.24%2.06%1.83%2.45%2.27%1.81%2.41%
GEQT.TO
iShares ESG Equity ETF Portfolio		1.20%1.25%1.38%1.58%1.82%1.32%0.87%0.00%0.00%0.00%0.00%0.00%
VEQT.TO
Vanguard All-Equity ETF Portfolio		1.33%1.42%1.58%1.88%2.09%1.40%1.48%1.42%0.00%0.00%0.00%0.00%
VFV.TO
Vanguard S&P 500 Index ETF		0.91%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)		1.93%1.87%4.42%2.38%0.84%0.79%0.96%1.07%1.68%1.14%1.63%2.15%
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF		1.69%1.92%2.03%2.16%2.28%2.78%1.64%2.87%2.66%2.13%1.80%2.19%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF		2.26%2.43%2.76%2.75%2.93%2.42%1.93%2.72%2.76%2.10%2.42%2.42%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		2.89%3.63%3.46%4.26%3.31%1.64%2.96%2.70%2.25%1.41%1.40%3.58%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.24%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF		0.70%0.67%0.86%0.79%0.74%0.68%0.74%0.73%0.81%0.90%0.52%0.62%

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 CELI Questrade - RD. 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 CELI Questrade - RD was 12.31%, occurring on Sep 27, 2022. Recovery took 80 trading sessions.

The current CELI Questrade - RD drawdown is 0.02%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.31%Apr 5, 2022121Sep 27, 202280Jan 23, 2023201
-12.15%Jan 31, 202547Apr 8, 202526May 15, 202573
-6.19%Sep 15, 202330Oct 27, 202315Nov 17, 202345
-6.11%Feb 27, 202616Mar 20, 202614Apr 10, 202630
-5.34%Feb 15, 202322Mar 17, 202317Apr 12, 202339

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 13 assets, with an effective number of assets of 13.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BenchmarkXEG.TOXST.TOXEC.TOZWP.TOXHC.TOZEB.TOCIF.TOGEQT.TOZWC.TOVFV.TOXEF.TOXIU.TOVEQT.TOPortfolio
Benchmark1.000.160.290.500.460.550.480.570.710.490.970.650.620.870.73
XEG.TO0.161.000.040.200.140.110.350.400.170.520.170.230.500.320.52
XST.TO0.290.041.000.160.230.330.270.280.270.400.290.310.390.350.42
XEC.TO0.500.200.161.000.440.320.370.420.500.390.520.640.500.660.63
ZWP.TO0.460.140.230.441.000.440.420.410.460.460.480.700.490.590.63
XHC.TO0.550.110.330.320.441.000.390.430.460.490.560.570.500.590.62
ZEB.TO0.480.350.270.370.420.391.000.530.540.800.500.580.770.660.74
CIF.TO0.570.400.280.420.410.430.531.000.550.650.590.570.670.690.76
GEQT.TO0.710.170.270.500.460.460.540.551.000.520.720.650.640.770.72
ZWC.TO0.490.520.400.390.460.490.800.650.521.000.500.620.870.700.84
VFV.TO0.970.170.290.520.480.560.500.590.720.501.000.680.630.900.76
XEF.TO0.650.230.310.640.700.570.580.570.650.620.681.000.680.840.83
XIU.TO0.620.500.390.500.490.500.770.670.640.870.630.681.000.840.90
VEQT.TO0.870.320.350.660.590.590.660.690.770.700.900.840.841.000.92
Portfolio0.730.520.420.630.630.620.740.760.720.840.760.830.900.921.00
The correlation results are calculated based on daily price changes starting from Sep 11, 2020