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iShares US Dividend Growers Index ETF (CAD-Hedged) (CUD.TO) Sharpe Ratio: 0.40

ETF · Currency in CAD · Last updated Jun 4, 2026

iShares US Dividend Growers Index ETF (CAD-Hedged) seeks to replicate the S&P High Yield Dividend Aristocrats CAD Hedged Index, providing CAD-hedged exposure to high-yielding U.S. companies with a track record of consistently growing dividends.

CUD.TO's Sharpe Ratio of 0.40 indicates that for each unit of volatility, it generates 0.40 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CUD.TO Sharpe Ratio Rank

CUD.TO Sharpe Ratio Rank: 15.015
Concerning

CUD.TO ranks above 15.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

CUD.TO Sharpe Ratio Market Positioning

The chart shows CUD.TO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.85 or lower
  • Yellow zone (middle 50%): 0.85 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.75+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares US Dividend Growers Index ETF (CAD-Hedged)'s Sharpe Ratio with other ETFs in the Large Cap Value Equities, Dividend category across multiple time periods, showing how CUD.TO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VDY.TOVanguard FTSE Canadian High Dividend Yield Index ETF5.65
XVLU.TOiShares MSCI USA Value Factor Index ETF5.59
XDIV.TOiShares Core MSCI Canadian Quality Dividend Index ETF4.94
ZVU.TOBMO MSCI USA Value ETF4.92
TBNK.TOTD Canadian Bank Dividend Index ETF4.64
ZVC.TOBMO MSCI Canada Value Index ETF4.27
FCCD.TOFidelity Canadian High Dividend Index ETF3.87
PDIV.TOPurpose Enhanced Dividend Fund ETF2.78
CWIN.TOHAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units2.69
CDIV.TOManulife Smart Dividend ETF2.61
CUD.TOiShares US Dividend Growers Index ETF (CAD-Hedged)0.40

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CUD.TO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CUD.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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