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Performance
^GSPTXDV Performance Chart
S&P/TSX Dividend Aristocrats (^GSPTXDV) is up 13.1% since the beginning of the year. ^GSPTXDV is currently trading at $466 per share. Investors who bought $1,000 worth of ^GSPTXDV shares 5 years ago would now be looking at an investment worth $1,486.
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Returns By Period
S&P/TSX Dividend Aristocrats (^GSPTXDV) has returned 13.12% so far this year and 24.50% over the past 12 months. Over the last ten years, ^GSPTXDV has returned 6.28% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
S&P/TSX Dividend Aristocrats
- 1D
- 0.74%
- 1M
- 0.63%
- YTD
- 13.12%
- 6M
- 13.21%
- 1Y
- 24.50%
- 3Y*
- 15.24%
- 5Y*
- 8.25%
- 10Y*
- 6.28%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
^GSPTXDV Monthly Returns History
Based on dividend-adjusted daily data since May 15, 2008, ^GSPTXDV's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +13.6%, while the worst month was Mar 2020 at -25.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^GSPTXDV closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 12, 2020 at -13.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.65% | 6.23% | -2.14% | 3.15% | 2.33% | 1.40% | 13.12% | ||||||
| 2025 | -0.70% | -0.14% | -0.04% | -0.07% | 4.24% | 1.53% | 1.02% | 3.29% | 2.33% | -0.78% | 2.02% | 0.64% | 14.03% |
| 2024 | 0.70% | 0.47% | 1.83% | -3.19% | 1.34% | -0.28% | 6.94% | 1.55% | 5.04% | 1.02% | 3.52% | -3.93% | 15.52% |
| 2023 | 6.17% | -1.49% | -1.46% | 1.57% | -3.70% | 1.05% | 0.70% | -2.30% | -3.86% | -3.57% | 6.69% | 6.00% | 5.07% |
| 2022 | 1.56% | -0.42% | 3.40% | -4.01% | 0.05% | -7.63% | 4.56% | -2.67% | -6.83% | 3.12% | 4.85% | -3.11% | -7.83% |
| 2021 | 0.66% | 3.46% | 5.49% | 3.38% | 2.32% | 1.04% | 1.84% | 0.87% | -2.06% | 2.50% | -3.93% | 3.96% | 20.93% |
Benchmark Metrics
S&P/TSX Dividend Aristocrats has an annualized alpha of 0.43%, beta of 0.57, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since May 15, 2008.
- This index participated in 64.72% of S&P 500 Index downside but only 54.97% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.57 indicates this index moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.43%
- Beta
- 0.57
- R²
- 0.54
- Upside Capture
- 54.97%
- Downside Capture
- 64.72%
Return for Risk
Risk / Return Rank
^GSPTXDV ranks 97 for risk / return — in the top 97% of indices 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 present risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) and compare them to 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.
| ^GSPTXDV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.37 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 5.65 | 2.78 | +2.87 |
| Martin ratioReturn relative to average drawdown | 21.97 | 12.44 | +9.53 |
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 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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -46.09%Mar 2020 | 1mo 1d | 1y 1mo | 1y 2moFeb 2020 - May 2021 |
Financial crisis2007–2009 | -45.70%Mar 2009 | 9mo 6d | 1y 6mo | 2y 3moJun 2008 - Sep 2010 |
2016 bear market2016 | -24.54%Feb 2016 | 1y 5mo | 3y 7mo | 5y 13dSep 2014 - Sep 2019 |
2023 bear market2023 | -20.09%Oct 2023 | 1y 6mo | 10mo 4d | 2y 4moApr 2022 - Aug 2024 |
2025 selloff2025 | -12.84%Apr 2025 | 4mo 3d | 2mo 23d | 6mo 26dDec 2024 - Jun 2025 |
Drawdown Indicators
| ^GSPTXDV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -56.78% | +10.69% |
Max Drawdown (1Y)Largest decline over 1 year | -4.39% | -9.10% | +4.71% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -18.90% | +6.06% |
Max Drawdown (5Y)Largest decline over 5 years | -20.09% | -25.43% | +5.34% |
Max Drawdown (10Y)Largest decline over 10 years | -46.09% | -33.92% | -12.17% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -10.71% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 2.03% | -0.90% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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