NBI Sustainable Canadian Equity ETF (NSCE.TO)

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

NBI Sustainable Canadian Equity ETF (NSCE.TO) has returned -2.44% so far this year and 0.88% over the past 12 months.

Based on dividend-adjusted daily data since Mar 4, 2020, NSCE.TO's average daily return is +1.37%, while the average monthly return is +25.96%. At this rate, your investment would double in approximately 0.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Mar 2020 with a return of +1,815.6%, while the worst month was Jan 2026 at -4.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, NSCE.TO closed higher 44% of trading days. The best single day was Mar 6, 2020 with a return of +2,007.7%, while the worst single day was Mar 12, 2020 at -11.7%.

NBI Sustainable Canadian Equity ETF has an annualized alpha of 3803.02%, beta of -1.46, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 06, 2020.

• This ETF captured 59.21% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -675.83%) — a profile typical of hedging or uncorrelated assets.
• Beta of -1.46 may look defensive, but with R² of 0.00 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R² of 0.00 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

NSCE.TO has an expense ratio of 0.64%, placing it in the medium range.

NSCE.TO ranks 13 for risk / return — in the bottom 13% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below present risk-adjusted performance metrics for NBI Sustainable Canadian Equity ETF (NSCE.TO) and compare them to a chosen benchmark (S&P 500 Index).

NBI Sustainable Canadian Equity ETF provided a 0.97% dividend yield over the last twelve months, with an annual payout of CA$0.45 per share.

The table displays the monthly dividend distributions for NBI Sustainable Canadian Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the NBI Sustainable Canadian Equity 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 NBI Sustainable Canadian Equity ETF was 16.43%, occurring on Mar 12, 2020. Recovery took 62 trading sessions.

The current NBI Sustainable Canadian Equity ETF drawdown is 7.54%.

The chart below shows the rolling one-month volatility.