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TD Q Global Dividend ETF (TQGD.TO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
CA87241X1035
CUSIP
87241X103
Issuer
TD
Inception Date
Nov 20, 2019
Leveraged
1x (No leverage)
Index Tracked
MSCI World Index (Total Return)
Domicile
Canada
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

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 Q Global Dividend 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

TQGD.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 Q Global Dividend ETF (TQGD.TO) has returned 2.94% so far this year and 16.84% over the past 12 months.


TD Q Global Dividend ETF

1D
1.79%
1M
-2.52%
YTD
2.94%
6M
4.78%
1Y
16.84%
3Y*
15.94%
5Y*
12.74%
10Y*

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 Nov 26, 2019, TQGD.TO's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, your investment would double in approximately 6.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +10.6%, while the worst month was Mar 2020 at -13.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TQGD.TO closed higher 49% of trading days. The best single day was Mar 26, 2020 with a return of +6.7%, while the worst single day was Mar 12, 2020 at -10.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.76%2.76%-2.52%2.94%
20252.70%2.68%-2.71%-5.32%4.45%2.80%3.18%2.83%3.38%1.62%1.55%-1.36%16.45%
20241.61%3.27%3.06%-1.56%4.59%1.01%3.76%0.39%1.20%1.14%3.34%-5.06%17.65%
20234.42%-0.30%0.02%1.84%-2.90%2.77%3.69%0.14%-3.44%-1.37%5.45%4.27%15.06%
2022-0.25%-1.65%2.19%-2.47%1.83%-8.54%5.64%-1.14%-4.62%6.72%6.18%-1.71%1.03%
20211.20%3.68%4.26%-0.85%-0.24%1.28%2.83%2.17%-1.74%-0.91%1.18%6.80%21.14%

Benchmark Metrics

TD Q Global Dividend ETF has an annualized alpha of 2.90%, beta of 0.53, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since November 27, 2019.

  • This ETF participated in 70.72% of S&P 500 Index downside but only 67.42% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.53 may look defensive, but with R² of 0.44 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 0.44 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
2.90%
Beta
0.53
0.44
Upside Capture
67.42%
Downside Capture
70.72%

Expense Ratio

TQGD.TO has an expense ratio of 0.44%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TQGD.TO ranks 59 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TQGD.TO Risk / Return Rank: 5959
Overall Rank
TQGD.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
TQGD.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
TQGD.TO Omega Ratio Rank: 6363
Omega Ratio Rank
TQGD.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
TQGD.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 Q Global Dividend ETF (TQGD.TO) and compare them to a chosen benchmark (S&P 500 Index).


TQGD.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.69

+0.45

Sortino ratio

Return per unit of downside risk

1.54

1.06

+0.49

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

1.38

1.14

+0.24

Martin ratio

Return relative to average drawdown

6.16

4.22

+1.94

Explore TQGD.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 Q Global Dividend ETF provided a 2.90% dividend yield over the last twelve months, with an annual payout of CA$0.68 per share.


0.00%1.00%2.00%3.00%4.00%5.00%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40CA$0.50CA$0.60CA$0.702019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
DividendCA$0.68CA$0.66CA$0.68CA$0.65CA$0.62CA$0.56CA$0.69CA$0.06

Dividend yield

2.90%2.89%3.38%3.65%3.89%3.40%4.85%0.36%

Monthly Dividends

The table displays the monthly dividend distributions for TD Q Global Dividend 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$0.18
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$0.66
2024CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.05CA$0.68
2023CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.65
2022CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.62
2021CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.56

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 Q Global Dividend 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 Q Global Dividend ETF was 30.22%, occurring on Mar 23, 2020. Recovery took 249 trading sessions.

The current TD Q Global Dividend ETF drawdown is 3.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.22%Jan 23, 202042Mar 23, 2020249Mar 19, 2021291
-15.52%Dec 10, 202482Apr 8, 202560Jul 4, 2025142
-10.92%Feb 10, 202288Jun 16, 2022110Nov 23, 2022198
-6.89%Sep 5, 202338Oct 27, 202319Nov 23, 202357
-6.19%Jul 17, 202415Aug 7, 202430Sep 19, 202445

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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