Divs | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
VZ Verizon Communications Inc.	Communication Services	7.69%
NNN National Retail Properties, Inc.	Real Estate	7.69%
V Visa Inc.	Financial Services	7.69%
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF	Dividend, Large Cap Value Equities	7.69%
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF	Dividend	7.69%
POW.TO Power Corporation of Canada	Financial Services	7.69%
PEY.TO Peyto Exploration & Development Corp.	Energy	7.69%
GWO.TO Great-West Lifeco Inc.	Financial Services	7.69%
RY Royal Bank of Canada	Financial Services	7.69%
CNQ Canadian Natural Resources Limited	Energy	7.69%
VIGI Vanguard International Dividend Appreciation ETF	Dividend, Foreign Large Cap Equities	7.69%
SCHY Schwab International Dividend Equity ETF	Dividend, Foreign Large Cap Equities	7.69%
VXUS Vanguard Total International Stock ETF	Global Equities	7.69%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Divs, 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 Divs	0.53%	2.64%	17.65%	18.59%	34.20%	24.74%	15.13%	—
Portfolio components:
CNQ Canadian Natural Resources Limited	-0.31%	-4.77%	35.04%	38.56%	38.90%	23.03%	26.12%	17.89%
GWO.TO Great-West Lifeco Inc.	0.39%	6.71%	23.04%	25.42%	64.92%	33.82%	20.36%	13.88%
NNN National Retail Properties, Inc.	1.04%	6.52%	20.94%	18.43%	16.33%	8.84%	4.06%	4.86%
PEY.TO Peyto Exploration & Development Corp.	-0.26%	-6.94%	11.42%	11.29%	26.58%	41.87%	34.15%	2.26%
POW.TO Power Corporation of Canada	1.10%	5.25%	17.56%	18.98%	67.85%	40.28%	19.49%	16.87%
RY Royal Bank of Canada	0.14%	8.55%	18.68%	21.99%	60.93%	33.55%	18.33%	17.18%
SCHY Schwab International Dividend Equity ETF	0.24%	1.36%	10.44%	11.90%	23.76%	15.61%	8.28%	—
V Visa Inc.	1.05%	-0.04%	-7.69%	-6.93%	-7.91%	13.87%	7.33%	15.98%
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF	0.47%	3.28%	21.35%	21.69%	45.54%	25.54%	14.55%	13.61%
VIGI Vanguard International Dividend Appreciation ETF	-0.22%	0.88%	3.10%	3.92%	6.49%	9.51%	4.27%	8.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 29, 2021, Divs'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, 67% of months were positive and 33% were negative. The best month was Oct 2022 with a return of +8.5%, while the worst month was Sep 2022 at -9.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Divs closed higher 57% of trading days. The best single day was Nov 10, 2022 with a return of +4.3%, while the worst single day was Apr 4, 2025 at -4.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.90%	5.78%	-1.86%	6.20%	1.95%	1.71%							17.65%
2025	0.30%	3.85%	3.35%	1.02%	3.54%	2.50%	-0.69%	3.97%	1.04%	1.34%	4.44%	3.32%	31.69%
2024	1.14%	0.84%	3.47%	-2.69%	3.77%	-2.01%	3.35%	4.88%	2.54%	-2.59%	3.95%	-4.83%	11.84%
2023	7.58%	-3.07%	-0.31%	3.82%	-5.49%	4.54%	2.59%	-1.66%	-2.35%	-1.09%	8.16%	4.24%	17.14%
2022	3.08%	0.03%	4.00%	-4.64%	3.64%	-9.48%	4.34%	-5.32%	-9.49%	8.46%	7.00%	-3.09%	-3.52%
2021				-0.08%	5.15%	3.01%	-0.63%	-0.12%	0.77%	3.74%	-3.64%	4.35%	12.91%

Benchmark Metrics

Divs has an annualized alpha of 9.06%, beta of 0.54, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since April 29, 2021.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (71.72%) than losses (45.93%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 9.06% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.54 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: 9.06%

Beta: 0.54

R²: 0.51

Upside Capture: 71.72%

Downside Capture: 45.93%

See how alpha, beta & R² have trended over time →

Expense Ratio

Divs has an expense ratio of 0.05%, 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.

VDY.TO

Vanguard FTSE Canadian High Dividend Yield Index ETF

VIGI

Vanguard International Dividend Appreciation ETF

XDIV.TO

iShares Core MSCI Canadian Quality Dividend Index ETF

SCHY

Schwab International Dividend Equity ETF

VXUS

Vanguard Total International Stock ETF

Return for Risk

Risk / Return Rank

Divs ranks 98 for risk / return — in the top 98% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 Divs 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	4.38	1.86	+2.52
Sortino ratioReturn per unit of downside risk	6.07	2.53	+3.53
Omega ratioGain probability vs. loss probability	1.80	1.34	+0.47
Calmar ratioReturn relative to maximum drawdown	10.74	2.53	+8.21
Martin ratioReturn relative to average drawdown	39.20	11.37	+27.83

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
CNQ Canadian Natural Resources Limited	80	1.51	1.98	1.25	3.09	6.92
GWO.TO Great-West Lifeco Inc.	97	3.90	4.79	1.67	5.76	21.64
NNN National Retail Properties, Inc.	70	0.97	1.44	1.17	1.82	4.18
PEY.TO Peyto Exploration & Development Corp.	71	1.07	1.56	1.19	1.72	3.77
POW.TO Power Corporation of Canada	95	3.69	4.34	1.58	5.16	15.50
RY Royal Bank of Canada	97	3.97	5.70	1.70	5.97	22.22
SCHY Schwab International Dividend Equity ETF	58	1.86	2.56	1.33	2.46	7.63
V Visa Inc.	14	-0.56	-0.68	0.92	-0.73	-1.57
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF	98	4.99	6.89	1.94	12.92	44.56
VIGI Vanguard International Dividend Appreciation ETF	16	0.39	0.64	1.08	0.48	1.70

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. Learn how to interpret the Sharpe ratio.

The current Divs Sharpe ratio is 4.38 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Divs 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

Divs provided a 3.26% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.26%	3.85%	4.43%	4.67%	4.35%	3.57%	3.71%	3.51%	4.18%	3.29%	2.73%	3.04%
Portfolio components:
CNQ Canadian Natural Resources Limited	2.89%	5.01%	5.02%	4.17%	6.31%	3.78%	5.26%	3.49%	4.56%	3.08%	2.94%	4.21%
GWO.TO Great-West Lifeco Inc.	3.07%	3.60%	4.66%	4.74%	6.26%	4.75%	5.77%	4.97%	5.52%	4.18%	3.94%	3.78%
NNN National Retail Properties, Inc.	5.15%	5.96%	5.61%	5.17%	4.72%	4.37%	5.06%	3.79%	4.02%	4.31%	4.03%	4.27%
PEY.TO Peyto Exploration & Development Corp.	5.27%	5.81%	7.70%	10.96%	4.33%	1.38%	3.08%	6.84%	10.17%	8.78%	3.97%	5.31%
POW.TO Power Corporation of Canada	2.89%	3.36%	5.02%	5.54%	6.22%	4.40%	7.51%	4.77%	6.13%	4.36%	4.38%	4.23%
RY Royal Bank of Canada	2.32%	2.54%	3.39%	4.29%	4.07%	3.24%	3.88%	3.88%	4.27%	3.22%	3.95%	5.41%
SCHY Schwab International Dividend Equity ETF	3.36%	3.55%	4.64%	3.97%	3.67%	1.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
V Visa Inc.	0.81%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF	2.83%	3.59%	4.37%	4.64%	4.42%	3.46%	4.59%	4.25%	4.44%	3.42%	3.25%	4.11%
VIGI Vanguard International Dividend Appreciation ETF	2.14%	2.14%	1.93%	1.92%	2.06%	7.02%	1.29%	1.83%	1.99%	1.75%	1.05%	0.00%

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 Divs. 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 Divs was 22.65%, occurring on Oct 12, 2022. Recovery took 302 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-22.65%Oct 2022	5mo 24d	1y 2mo	1y 7moApr 2022 - Dec 2023
2025 selloff2025	-10.19%Apr 2025	5d	22d	27dApr 2025 - Apr 2025
2021 pullback2021	-6.91%Dec 2021	22d	1mo 6d	1mo 28dNov 2021 - Jan 2022
2024 pullback2024	-6.85%Dec 2024	17d	2mo 18d	3mo 5dDec 2024 - Mar 2025
2021 pullback2021	-5.10%Jul 2021	1mo 3d	1mo 28d	3mo 1dJun 2021 - Sep 2021

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. 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	2.27	1.74	1.56	1.57

The portfolio has a diversification ratio of 1.57, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Divs correlation to the S&P 500 Index

Divs has a 0.45 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	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (All Time) Calculated using the full available price history since Apr 29, 2021	0.65

Benchmark Correlations

Correlation vs. S&P 500 Index. VXUS has the highest benchmark correlation at 0.77, while VZ has the lowest at 0.16.

0.16

0.23

0.25

0.31

0.33

0.34

0.45

0.50

0.57

0.61

SCHY

0.62

VIGI

0.75

VXUS

0.77

Portfolio Correlations

Correlation vs. Divs. VDY.TO has the highest portfolio correlation at 0.81, while VZ has the lowest at 0.39.

0.39

NNN

0.48

0.51

0.52

0.54

0.59

0.62

0.71

0.72

0.72

0.73

XDIV.TO

0.76

VDY.TO

0.81

Asset Correlations Table

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

	VZ	PEY.TO	NNN	GWO.TO	CNQ	V	POW.TO	RY	XDIV.TO	SCHY	VIGI	VXUS	VDY.TO
VZ	1.00	0.09	0.37	0.13	0.13	0.20	0.13	0.23	0.25	0.31	0.21	0.18	0.24
PEY.TO	0.09	1.00	0.12	0.18	0.57	0.14	0.17	0.24	0.39	0.24	0.22	0.26	0.45
NNN	0.37	0.12	1.00	0.17	0.15	0.28	0.20	0.36	0.32	0.42	0.38	0.34	0.32
GWO.TO	0.13	0.18	0.17	1.00	0.13	0.22	0.68	0.33	0.57	0.27	0.27	0.26	0.52
CNQ	0.13	0.57	0.15	0.13	1.00	0.17	0.12	0.40	0.40	0.38	0.33	0.39	0.52
V	0.20	0.14	0.28	0.22	0.17	1.00	0.24	0.41	0.31	0.42	0.49	0.45	0.33
POW.TO	0.13	0.17	0.20	0.68	0.12	0.24	1.00	0.39	0.58	0.31	0.34	0.33	0.55
RY	0.23	0.24	0.36	0.33	0.40	0.41	0.39	1.00	0.58	0.66	0.66	0.67	0.66
XDIV.TO	0.25	0.39	0.32	0.57	0.40	0.31	0.58	0.58	1.00	0.47	0.49	0.48	0.93
SCHY	0.31	0.24	0.42	0.27	0.38	0.42	0.31	0.66	0.47	1.00	0.84	0.86	0.51
VIGI	0.21	0.22	0.38	0.27	0.33	0.49	0.34	0.66	0.49	0.84	1.00	0.92	0.52
VXUS	0.18	0.26	0.34	0.26	0.39	0.45	0.33	0.67	0.48	0.86	0.92	1.00	0.52
VDY.TO	0.24	0.45	0.32	0.52	0.52	0.33	0.55	0.66	0.93	0.51	0.52	0.52	1.00

The correlation results are calculated based on daily price changes starting from Apr 29, 2021

Diversification Analysis

Find what Divs is missing

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

Analyze Diversification