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TD All-Equity ETF Portfolio (TEQT.TO) Sharpe Ratio: 2.29

ETF · Currency in CAD · Last updated Jul 15, 2026

TD All-Equity ETF Portfolio seeks long-term capital growth by investing primarily in units of equity-oriented exchange-traded funds with high growth potential, focusing on global equity securities. The portfolio maintains 100% equity exposure and is rebalanced quarterly to align with its geographic benchmark.

TEQT.TO's Sharpe Ratio of 2.29 indicates that for each unit of volatility, it generates 2.29 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 15, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

TEQT.TO Sharpe Ratio Rank

TEQT.TO Sharpe Ratio Rank: 88.388
Exceptional

TEQT.TO ranks above 88.3% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

TEQT.TO Sharpe Ratio Market Positioning

The chart shows TEQT.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%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.52+
  • Median: 1.41 — half of all investments score higher

How it compares to other similar ETFs

The table compares TD All-Equity ETF Portfolio's Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how TEQT.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 Jul 15, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FGEP.TOFidelity Global Equity+ Fund ETF2.61
MEQT.TOMackenzie All-Equity Allocation ETF2.45
CIE.NEOiShares International Fundamental Common Class2.44
FINN.NEOFidelity Global Innovators ETF2.41
TEQT.TOTD All-Equity ETF Portfolio2.29
VEQT.TOVanguard All-Equity ETF Portfolio2.27
ONEQ.TOCI Global Core Plus Equity ETF2.26
XEQT.TOiShares Core Equity ETF Portfolio2.25
HEQT.TOHorizons All-Equity Asset Allocation ETF2.24
ESGG.TOBMO MSCI Global Selection Equity Index ETF2.15

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows TEQT.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 TEQT.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does TEQT.TO fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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