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S&P/TSX Dividend Aristocrats (^GSPTXDV)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P/TSX Dividend Aristocrats, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
89.11%
297.87%
^GSPTXDV (S&P/TSX Dividend Aristocrats)
Benchmark (^GSPC)

Returns By Period

S&P/TSX Dividend Aristocrats (^GSPTXDV) returned 0.33% year-to-date (YTD) and 13.72% over the past 12 months. Over the past 10 years, ^GSPTXDV returned 3.11% annually, underperforming the S&P 500 benchmark at 10.43%.


^GSPTXDV

YTD

0.33%

1M

9.92%

6M

-2.65%

1Y

13.72%

5Y*

10.68%

10Y*

3.11%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^GSPTXDV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.70%-0.14%-0.04%-0.07%1.29%0.33%
20240.70%0.47%1.83%-3.19%1.34%-0.28%6.94%1.55%5.04%1.02%3.52%-3.93%15.52%
20236.17%-1.49%-1.46%1.57%-3.70%1.05%0.70%-2.30%-3.86%-3.57%6.69%6.00%5.07%
20221.56%-0.42%3.40%-4.01%0.05%-7.63%4.56%-2.67%-6.83%3.12%4.85%-3.11%-7.83%
20210.66%3.46%5.49%3.38%2.32%1.04%1.84%0.87%-2.06%2.50%-3.93%3.96%20.93%
20202.05%-6.50%-25.74%8.76%0.90%1.62%4.12%2.33%-0.12%-1.91%11.17%1.56%-6.87%
20197.70%2.57%0.70%1.35%-1.81%1.30%1.62%0.33%2.20%-1.38%4.21%0.67%20.90%
2018-2.76%-3.17%-2.34%1.21%1.43%1.42%1.66%1.09%-1.91%-4.14%0.25%-5.83%-12.66%
2017-0.08%0.09%1.78%-0.04%-4.55%0.67%-1.43%0.11%2.26%1.96%0.83%-0.15%1.27%
2016-2.82%0.68%5.86%3.27%1.18%-0.54%1.54%0.36%-0.17%-0.65%3.98%2.54%16.00%
2015-1.62%2.60%-4.23%3.17%-1.81%-3.12%-2.49%-1.27%-3.08%3.10%-2.23%-4.31%-14.62%
2014-0.11%3.02%1.62%0.74%0.63%1.44%-0.26%3.57%-3.35%0.05%2.26%-0.24%9.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 93, ^GSPTXDV is among the top 7% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^GSPTXDV is 9393
Overall Rank
The Sharpe Ratio Rank of ^GSPTXDV is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPTXDV is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPTXDV is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPTXDV is 9191
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPTXDV is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current S&P/TSX Dividend Aristocrats Sharpe ratio is 1.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P/TSX Dividend Aristocrats with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.22
0.48
^GSPTXDV (S&P/TSX Dividend Aristocrats)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.20%
-7.82%
^GSPTXDV (S&P/TSX Dividend Aristocrats)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P/TSX Dividend Aristocrats. 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 S&P/TSX Dividend Aristocrats was 46.09%, occurring on Mar 23, 2020. Recovery took 279 trading sessions.

The current S&P/TSX Dividend Aristocrats drawdown is 4.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.09%Feb 21, 202022Mar 23, 2020279May 3, 2021301
-45.7%Jun 6, 2008188Mar 9, 2009392Sep 29, 2010580
-24.54%Sep 4, 2014362Feb 11, 2016901Sep 16, 20191263
-20.09%Apr 21, 2022382Oct 27, 2023215Aug 26, 2024597
-12.84%Dec 6, 202484Apr 8, 2025

Volatility

Volatility Chart

The current S&P/TSX Dividend Aristocrats volatility is 5.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.17%
11.21%
^GSPTXDV (S&P/TSX Dividend Aristocrats)
Benchmark (^GSPC)