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Issuer
TD
Inception Date
Nov 20, 2019
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Real Estate

Share Price Chart


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Performance

TGRE.TO Performance Chart

TD Active Global Real Estate Equity ETF (TGRE.TO) is up 11.8% since the beginning of the year. TGRE.TO is currently trading at CA$16 per share. Investors who bought CA$1,000 worth of TGRE.TO shares 5 years ago would now be looking at an investment worth CA$1,135.


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S&P 500 Index

Returns By Period

TD Active Global Real Estate Equity ETF (TGRE.TO) has returned 11.82% so far this year and 13.18% over the past 12 months.


TD Active Global Real Estate Equity ETF

1D
0.51%
1M
0.97%
6M
7.74%
YTD
11.82%
1Y
13.18%
3Y*
10.96%
5Y*
2.56%
10Y*

Benchmark (S&P 500 Index)

1D
-0.31%
1M
0.87%
6M
10.62%
YTD
13.50%
1Y
24.35%
3Y*
21.67%
5Y*
14.33%
10Y*
14.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGRE.TO Monthly Returns History

Based on dividend-adjusted daily data since Nov 20, 2019, TGRE.TO'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, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +9.8%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TGRE.TO closed higher 45% of trading days. The best single day was Mar 26, 2020 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -8.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.72%7.03%-6.04%5.97%-1.53%3.54%0.19%11.82%
20252.20%2.29%-2.96%-3.85%1.60%-0.04%1.85%1.63%1.21%-1.03%1.62%-3.81%0.39%
2024-2.69%2.73%2.96%-5.69%2.93%0.86%9.51%1.86%3.49%-0.67%4.53%-5.00%14.77%
20237.34%-1.83%-4.21%2.37%-4.48%1.46%2.41%0.06%-7.60%-1.74%9.81%6.24%8.69%
2022-8.39%-3.07%2.21%-4.28%-6.95%-6.27%6.88%-4.34%-10.26%1.91%6.71%-3.87%-27.34%
20210.20%-0.34%3.30%3.92%-0.06%5.80%5.37%3.18%-4.94%4.02%2.30%6.43%32.66%

Benchmark Metrics

TD Active Global Real Estate Equity ETF has an annualized alpha of -1.22%, beta of 0.40, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since November 20, 2019.

  • This ETF participated in 106.86% of S&P 500 Index downside but only 65.20% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.40 may look defensive, but with R2 of 0.24 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 0.24 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.

Alpha
-1.22%
Beta
0.40
0.24
Upside Capture
65.20%
Downside Capture
106.86%

Return for Risk

Risk / Return Rank

TGRE.TO ranks 32 for risk / return — below 32% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TGRE.TO Risk / Return Rank: 3232
Overall Rank
TGRE.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TGRE.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
TGRE.TO Omega Ratio Rank: 2929
Omega Ratio Rank
TGRE.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
TGRE.TO Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for TD Active Global Real Estate Equity ETF (TGRE.TO) 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.


TGRE.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.17

1.33

-0.16

Calmar ratioReturn relative to maximum drawdown

1.58

2.67

-1.09

Martin ratioReturn relative to average drawdown

4.13

9.87

-5.74

Dividends

Dividend History

TD Active Global Real Estate Equity ETF provided a 4.78% dividend yield over the last twelve months, with an annual payout of CA$0.76 per share. The fund has been increasing its distributions for 6 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.802019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
DividendCA$0.76CA$0.76CA$0.68CA$0.68CA$0.67CA$0.37CA$0.30CA$0.03

Dividend yield

4.78%5.21%4.50%4.93%5.00%1.92%2.04%0.17%

Monthly Dividends

The table displays the monthly dividend distributions for TD Active Global Real Estate Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.00CA$0.38
2025CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.76
2024CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.68
2023CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.68
2022CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.67
2021CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.05CA$0.05CA$0.05CA$0.05CA$0.37

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 TD Active Global Real Estate 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 TD Active Global Real Estate Equity ETF was 33.49%, occurring on Oct 25, 2023. Recovery took 623 trading sessions.

The current TD Active Global Real Estate Equity ETF drawdown is 1.17%.


Drawdown

Fall

Recovery

Underwater

Related event

-33.49%Oct 2023
1y 9mo2y 5mo
4y 3moDec 2021 - Apr 2026
-32.39%Mar 2020
1mo 3d1y 24d
1y 1moFeb 2020 - Apr 2021
COVID crash2020
-6.47%Oct 2021
1mo 6d1mo 4d
2mo 10dSep 2021 - Nov 2021
-5.38%May 2021
21d22d
1mo 13dApr 2021 - Jun 2021
-3.93%Dec 2021
5d12d
17dNov 2021 - Dec 2021

Drawdown Indicators


TGRE.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-48.87%

+15.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-9.17%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-12.62%

-19.59%

+6.97%

Max Drawdown (5Y)

Largest decline over 5 years

-33.49%

-23.14%

-10.35%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-1.17%

-0.82%

-0.35%

Average Drawdown

Average peak-to-trough decline

-12.77%

-9.63%

-3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.47%

+0.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TGRE.TO

Add TD Active Global Real Estate Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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