PortfoliosLab logoPortfoliosLab logo
Issuer
TD
Inception Date
Nov 19, 2019
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

TUHY.TO Performance Chart

TD Active U.S. High Yield Bond ETF (TUHY.TO) is up 0.5% since the beginning of the year. TUHY.TO is currently trading at CA$20 per share. Investors who bought CA$1,000 worth of TUHY.TO shares 5 years ago would now be looking at an investment worth CA$1,128.


Loading charts...

S&P 500 Index

Returns By Period

TD Active U.S. High Yield Bond ETF (TUHY.TO) has returned 0.50% so far this year and 3.69% over the past 12 months.


TD Active U.S. High Yield Bond ETF

1D
0.20%
1M
0.20%
6M
0.22%
YTD
0.50%
1Y
3.69%
3Y*
5.92%
5Y*
2.44%
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)

TUHY.TO Monthly Returns History

Based on dividend-adjusted daily data since Nov 19, 2019, TUHY.TO's average daily return is +0.01%, while the average monthly return is +0.22%. At this rate, an investment would double in approximately 26.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +4.4%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TUHY.TO closed higher 37% of trading days. The best single day was Jul 25, 2022 with a return of +5.3%, while the worst single day was Mar 19, 2020 at -8.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.19%-0.10%-1.93%1.39%0.30%0.54%0.15%0.50%
20250.70%0.84%-1.22%0.12%1.34%1.77%0.12%0.74%0.79%-0.02%0.07%0.99%6.40%
2024-0.02%0.17%1.13%-1.12%1.10%0.80%1.76%1.36%0.92%-1.34%0.94%-0.07%5.72%
20231.44%-1.82%3.01%1.34%-1.61%1.26%0.81%-0.12%-1.74%-0.83%4.41%3.66%9.99%
2022-2.77%-1.57%-0.68%-2.85%0.26%-2.72%-0.02%-1.64%-0.02%-0.45%1.73%-0.61%-10.86%
20210.66%0.46%-0.20%1.24%0.21%0.74%0.29%-0.29%0.54%-0.16%-1.03%2.07%4.57%

Benchmark Metrics

TD Active U.S. High Yield Bond ETF has an annualized alpha of 2.49%, beta of 0.04, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 19, 2019.

  • This ETF participated in 38.67% of S&P 500 Index downside but only 23.35% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.04 may look defensive, but with R2 of 0.01 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 0.01 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
2.49%
Beta
0.04
0.01
Upside Capture
23.35%
Downside Capture
38.67%

Return for Risk

Risk / Return Rank

TUHY.TO ranks 27 for risk / return — below 27% 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.


TUHY.TO Risk / Return Rank: 2727
Overall Rank
TUHY.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TUHY.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
TUHY.TO Omega Ratio Rank: 2222
Omega Ratio Rank
TUHY.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
TUHY.TO Martin Ratio Rank: 3737
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 U.S. High Yield Bond ETF (TUHY.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.


TUHY.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.13

1.33

-0.20

Calmar ratioReturn relative to maximum drawdown

1.20

2.67

-1.47

Martin ratioReturn relative to average drawdown

4.67

9.87

-5.20

Dividends

Dividend History

TD Active U.S. High Yield Bond ETF provided a 5.74% dividend yield over the last twelve months, with an annual payout of CA$1.17 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.20CA$1.402019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
DividendCA$1.17CA$1.26CA$1.38CA$1.38CA$1.00CA$1.22CA$1.02CA$0.08

Dividend yield

5.74%6.05%6.64%6.57%4.90%5.10%4.22%0.32%

Monthly Dividends

The table displays the monthly dividend distributions for TD Active U.S. High Yield Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.00CA$0.54
2025CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$1.26
2024CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$1.38
2023CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$1.38
2022CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.18CA$1.00
2021CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.34CA$1.22

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the TD Active U.S. High Yield Bond 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 U.S. High Yield Bond ETF was 19.23%, occurring on Mar 24, 2020. Recovery took 223 trading sessions.

The current TD Active U.S. High Yield Bond ETF drawdown is 0.34%.


Drawdown

Fall

Recovery

Underwater

Related event

-19.23%Mar 2020
27d10mo 24d
11mo 21dFeb 2020 - Feb 2021
COVID crash2020
-14.79%Jul 2022
6mo 8d1y 11mo
2y 5moDec 2021 - Jun 2024
Bear market2022
-4.87%Apr 2025
1mo 8d1mo 6d
2mo 14dFeb 2025 - May 2025
2025 selloff2025
-3.09%Mar 2026
1mo 16d3mo 5d
4mo 21dFeb 2026 - Jul 2026
-2.29%Nov 2021
2mo 11d1mo 3d
3mo 14dSep 2021 - Dec 2021

Drawdown Indicators


TUHY.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.23%

-48.87%

+29.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-9.17%

+6.08%

Max Drawdown (3Y)

Largest decline over 3 years

-4.87%

-19.59%

+14.72%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-23.14%

+8.35%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-0.34%

-0.82%

+0.48%

Average Drawdown

Average peak-to-trough decline

-3.87%

-9.63%

+5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

2.47%

-1.68%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with TUHY.TO

Add TD Active U.S. High Yield Bond ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with TUHY.TO