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iShares S&P/TSX Canadian Preferred Share Index ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssueriShares
Inception DateApr 10, 2007
RegionNorth America (Canada)
CategoryPreferred Stock/Convertible Bonds
Index TrackedS&P/TSX Preferred Share TR
Home Pagewww.blackrock.com
Asset ClassEquity

Expense Ratio

The iShares S&P/TSX Canadian Preferred Share Index ETF has a high expense ratio of 0.50%, indicating higher-than-average management fees.


Expense ratio chart for CPD.TO: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

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iShares S&P/TSX Canadian Preferred Share Index ETF

Popular comparisons: CPD.TO vs. ^GSPC

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
22.94%
22.05%
CPD.TO (iShares S&P/TSX Canadian Preferred Share Index ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares S&P/TSX Canadian Preferred Share Index ETF had a return of 9.58% year-to-date (YTD) and 12.71% in the last 12 months. Over the past 10 years, iShares S&P/TSX Canadian Preferred Share Index ETF had an annualized return of 1.47%, while the S&P 500 had an annualized return of 10.52%, indicating that iShares S&P/TSX Canadian Preferred Share Index ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.58%6.92%
1 month0.44%-2.83%
6 months22.94%23.86%
1 year12.71%23.33%
5 years (annualized)3.67%11.66%
10 years (annualized)1.47%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.63%0.76%2.60%
20231.02%-2.90%9.11%1.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CPD.TO is 70, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of CPD.TO is 7070
iShares S&P/TSX Canadian Preferred Share Index ETF(CPD.TO)
The Sharpe Ratio Rank of CPD.TO is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of CPD.TO is 8484Sortino Ratio Rank
The Omega Ratio Rank of CPD.TO is 8282Omega Ratio Rank
The Calmar Ratio Rank of CPD.TO is 4646Calmar Ratio Rank
The Martin Ratio Rank of CPD.TO is 6363Martin 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 iShares S&P/TSX Canadian Preferred Share Index ETF (CPD.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CPD.TO
Sharpe ratio
The chart of Sharpe ratio for CPD.TO, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.001.70
Sortino ratio
The chart of Sortino ratio for CPD.TO, currently valued at 2.94, compared to the broader market-2.000.002.004.006.008.002.94
Omega ratio
The chart of Omega ratio for CPD.TO, currently valued at 1.35, compared to the broader market0.501.001.502.002.501.35
Calmar ratio
The chart of Calmar ratio for CPD.TO, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.000.56
Martin ratio
The chart of Martin ratio for CPD.TO, currently valued at 4.56, compared to the broader market0.0020.0040.0060.004.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current iShares S&P/TSX Canadian Preferred Share Index ETF Sharpe ratio is 1.70. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
1.70
2.53
CPD.TO (iShares S&P/TSX Canadian Preferred Share Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares S&P/TSX Canadian Preferred Share Index ETF granted a 5.53% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.64 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$0.64CA$0.63CA$0.59CA$0.58CA$0.61CA$0.62CA$0.59CA$0.62CA$0.64CA$0.71CA$0.74CA$0.73

Dividend yield

5.53%5.88%5.53%4.17%4.96%5.02%4.74%4.33%4.85%5.44%4.60%4.59%

Monthly Dividends

The table displays the monthly dividend distributions for iShares S&P/TSX Canadian Preferred Share Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.06CA$0.06CA$0.06
2023CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05
2022CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05
2021CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05
2020CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05
2019CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05
2018CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05
2017CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05
2016CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.06CA$0.06CA$0.06CA$0.05CA$0.05CA$0.05
2015CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.05CA$0.05CA$0.05
2014CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06
2013CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.52%
-2.13%
CPD.TO (iShares S&P/TSX Canadian Preferred Share Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P/TSX Canadian Preferred Share Index ETF. 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 iShares S&P/TSX Canadian Preferred Share Index ETF was 40.92%, occurring on Mar 23, 2020. Recovery took 217 trading sessions.

The current iShares S&P/TSX Canadian Preferred Share Index ETF drawdown is 6.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.92%Sep 4, 2018390Mar 23, 2020217Feb 2, 2021607
-30.92%Apr 12, 2007411Nov 27, 2008441Sep 1, 2010852
-29.07%Nov 24, 2014288Jan 18, 2016433Oct 6, 2017721
-24.12%Jan 19, 2022445Oct 26, 2023
-8.08%Apr 8, 201393Aug 19, 2013180May 7, 2014273

Volatility

Volatility Chart

The current iShares S&P/TSX Canadian Preferred Share Index ETF volatility is 1.95%, 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%NovemberDecember2024FebruaryMarchApril
1.95%
3.47%
CPD.TO (iShares S&P/TSX Canadian Preferred Share Index ETF)
Benchmark (^GSPC)