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TD International Equity Index ETF (TPE.TO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
CA87809R1001
Issuer
TD
Inception Date
Mar 22, 2016
Leveraged
1x (No leverage)
Index Tracked
Solactive GBS Developed Markets ex North America Large & Mid Cap CAD Index (CA NTR)
Domicile
Canada
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in TD International Equity 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.


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S&P 500 Index

Different Benchmark Currency

TPE.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

TD International Equity Index ETF (TPE.TO) has returned 2.51% so far this year and 19.21% over the past 12 months. Over the last ten years, TPE.TO has returned 9.42% per year, falling short of the S&P 500 Index benchmark, which averaged 12.91% annually.


TD International Equity Index ETF

1D
3.00%
1M
-6.15%
YTD
2.51%
6M
5.84%
1Y
19.21%
3Y*
15.38%
5Y*
10.20%
10Y*
9.42%

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 28, 2003, TPE.TO's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +12.3%, while the worst month was Mar 2020 at -8.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TPE.TO closed higher 48% of trading days. The best single day was Apr 2, 2020 with a return of +7.0%, while the worst single day was Mar 12, 2020 at -10.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.32%4.70%-6.15%2.51%
20255.82%2.29%-0.46%-0.73%4.23%1.72%-0.16%3.70%3.36%1.91%1.58%-0.27%25.30%
20240.88%3.99%3.26%-1.64%3.57%-1.41%3.52%1.06%1.15%-2.63%1.31%-1.08%12.36%
20237.08%-0.52%2.01%2.92%-4.03%2.11%2.55%-1.05%-3.25%-1.26%5.78%2.89%15.65%
2022-3.80%-3.19%-1.33%-4.00%0.50%-7.06%3.83%-2.48%-5.22%4.27%12.04%-1.69%-9.18%
2021-0.79%2.12%1.27%0.15%2.00%0.88%1.30%3.21%-2.81%0.10%-1.19%3.89%10.41%

Benchmark Metrics

TD International Equity Index ETF has an annualized alpha of 1.85%, beta of 0.56, and R² of 0.38 versus S&P 500 Index. Calculated based on daily prices since March 31, 2016.

  • This ETF participated in 65.63% of S&P 500 Index downside but only 61.01% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.56 may look defensive, but with R² of 0.38 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 0.38 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.85%
Beta
0.56
0.38
Upside Capture
61.01%
Downside Capture
65.63%

Expense Ratio

TPE.TO has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

TPE.TO ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TPE.TO Risk / Return Rank: 6262
Overall Rank
TPE.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TPE.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
TPE.TO Omega Ratio Rank: 6161
Omega Ratio Rank
TPE.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
TPE.TO Martin Ratio Rank: 6060
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 International Equity Index ETF (TPE.TO) and compare them to a chosen benchmark (S&P 500 Index).


TPE.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.69

+0.47

Sortino ratio

Return per unit of downside risk

1.63

1.06

+0.57

Omega ratio

Gain probability vs. loss probability

1.23

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

1.63

1.14

+0.49

Martin ratio

Return relative to average drawdown

6.17

4.22

+1.96

Explore TPE.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

TD International Equity Index ETF provided a 2.29% dividend yield over the last twelve months, with an annual payout of CA$0.64 per share.


2.20%2.40%2.60%2.80%3.00%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40CA$0.50CA$0.602016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
DividendCA$0.64CA$0.63CA$0.53CA$0.54CA$0.52CA$0.50CA$0.46CA$0.48CA$0.48CA$0.42CA$0.35

Dividend yield

2.29%2.30%2.37%2.66%2.89%2.41%2.42%2.60%2.94%2.35%2.21%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.15CA$0.15
2025CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.21CA$0.63
2024CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.16CA$0.53
2023CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.17CA$0.54
2022CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.21CA$0.52
2021CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.24CA$0.50

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 International Equity 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 TD International Equity Index ETF was 27.42%, occurring on Mar 16, 2020. Recovery took 169 trading sessions.

The current TD International Equity Index ETF drawdown is 6.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.42%Feb 13, 202022Mar 16, 2020169Nov 16, 2020191
-24.81%Jan 6, 2022183Sep 27, 2022305Dec 13, 2023488
-14.41%Mar 20, 202514Apr 8, 202527May 16, 202541
-14.06%Jan 24, 2018232Dec 24, 2018212Oct 30, 2019444
-11.33%Feb 26, 202617Mar 20, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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