- Issuer
- Wealthsimple
- Inception Date
- Jun 16, 2020
- Category
- International Equity, Sustainable
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
WSRD.TO Performance Chart
Wealthsimple Developed Markets ex North America Socially Responsible Index ETF (WSRD.TO) is up 2.8% since the beginning of the year. WSRD.TO is currently trading at CA$34 per share. Investors who bought CA$1,000 worth of WSRD.TO shares 5 years ago would now be looking at an investment worth CA$1,215.
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Returns By Period
Wealthsimple Developed Markets ex North America Socially Responsible Index ETF (WSRD.TO) has returned 2.80% so far this year and 9.08% over the past 12 months.
Wealthsimple Developed Markets ex North America Socially Responsible Index ETF
- 1D
- 0.29%
- 1M
- 0.78%
- 6M
- 0.32%
- YTD
- 2.80%
- 1Y
- 9.08%
- 3Y*
- 11.38%
- 5Y*
- 3.97%
- 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%
WSRD.TO Monthly Returns History
Based on dividend-adjusted daily data since Jun 17, 2020, WSRD.TO's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +10.3%, while the worst month was Jun 2022 at -8.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.
On a daily basis, WSRD.TO closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +4.8%, while the worst single day was Apr 4, 2025 at -4.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.79% | 3.70% | -7.22% | 0.94% | 1.95% | 2.50% | 0.50% | 2.80% | |||||
| 2025 | 6.24% | 1.03% | -1.10% | 1.42% | 3.62% | 0.90% | -1.26% | 2.49% | 2.27% | 1.91% | 0.12% | -0.01% | 18.84% |
| 2024 | -0.00% | 1.82% | 1.97% | -1.19% | 2.87% | -1.51% | 4.82% | 1.32% | 3.40% | -3.73% | -0.61% | 0.15% | 9.39% |
| 2023 | 7.85% | -1.16% | 2.47% | 3.26% | -5.53% | 0.31% | 3.10% | -1.64% | -4.03% | -1.42% | 7.07% | 3.84% | 14.01% |
| 2022 | -8.09% | -4.11% | -2.18% | -5.77% | -2.29% | -8.69% | 8.15% | -5.66% | -6.28% | 4.48% | 10.25% | -0.24% | -20.37% |
| 2021 | -0.27% | -0.31% | 2.30% | 0.43% | 2.32% | 1.77% | 3.14% | 1.93% | -3.43% | 1.11% | -1.63% | 1.28% | 8.79% |
Benchmark Metrics
Wealthsimple Developed Markets ex North America Socially Responsible Index ETF has an annualized alpha of 0.94%, beta of 0.44, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since June 17, 2020.
- This ETF participated in 80.21% of S&P 500 Index downside but only 57.00% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.44 may look defensive, but with R2 of 0.30 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 0.30 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
- 0.94%
- Beta
- 0.44
- R²
- 0.30
- Upside Capture
- 57.00%
- Downside Capture
- 80.21%
Return for Risk
Risk / Return Rank
WSRD.TO ranks 21 for risk / return — below 21% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Wealthsimple Developed Markets ex North America Socially Responsible Index ETF (WSRD.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.
| WSRD.TO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.33 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.67 | -1.87 |
| Martin ratioReturn relative to average drawdown | 2.37 | 9.87 | -7.51 |
Dividends
Dividend History
Wealthsimple Developed Markets ex North America Socially Responsible Index ETF provided a 2.49% dividend yield over the last twelve months, with an annual payout of CA$0.86 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | CA$0.86 | CA$0.78 | CA$0.76 | CA$0.64 | CA$0.54 | CA$0.38 | CA$0.12 |
Dividend yield | 2.49% | 2.28% | 2.58% | 2.31% | 2.18% | 1.20% | 0.41% |
Monthly Dividends
The table displays the monthly dividend distributions for Wealthsimple Developed Markets ex North America Socially Responsible Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.00 | CA$0.00 | CA$0.04 | CA$0.00 | CA$0.00 | CA$0.46 | CA$0.00 | CA$0.50 | |||||
| 2025 | CA$0.00 | CA$0.00 | CA$0.04 | CA$0.00 | CA$0.00 | CA$0.38 | CA$0.00 | CA$0.00 | CA$0.12 | CA$0.00 | CA$0.00 | CA$0.24 | CA$0.78 |
| 2024 | CA$0.00 | CA$0.00 | CA$0.03 | CA$0.00 | CA$0.00 | CA$0.35 | CA$0.00 | CA$0.00 | CA$0.11 | CA$0.00 | CA$0.00 | CA$0.26 | CA$0.76 |
| 2023 | CA$0.00 | CA$0.00 | CA$0.03 | CA$0.00 | CA$0.00 | CA$0.30 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.18 | CA$0.64 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.30 | CA$0.00 | CA$0.00 | CA$0.05 | CA$0.00 | CA$0.00 | CA$0.19 | CA$0.54 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.01 | CA$0.00 | CA$0.00 | CA$0.24 | CA$0.00 | CA$0.00 | CA$0.04 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.38 |
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 Wealthsimple Developed Markets ex North America Socially Responsible 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 Wealthsimple Developed Markets ex North America Socially Responsible Index ETF was 34.80%, occurring on Sep 27, 2022. Recovery took 588 trading sessions.
The current Wealthsimple Developed Markets ex North America Socially Responsible Index ETF drawdown is 2.20%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-34.80%Sep 2022 | 1y 19d | 2y 4mo | 3y 4moSep 2021 - Jan 2025 | Bear market2022 |
-12.76%Apr 2025 | 28d | 1mo 5d | 2mo 3dMar 2025 - May 2025 | 2025 selloff2025 |
-11.43%Mar 2026 | 21d | — | 4mo 19dFeb 2026 - now | — |
-6.25%May 2021 | 22d | 26d | 1mo 18dApr 2021 - Jun 2021 | — |
-5.69%Oct 2020 | 16d | 7d | 23dOct 2020 - Nov 2020 | — |
Drawdown Indicators
| WSRD.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -48.87% | +14.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -9.17% | -2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -12.76% | -19.59% | +6.83% |
Max Drawdown (5Y)Largest decline over 5 years | -34.80% | -23.14% | -11.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.97% | — |
Current DrawdownCurrent decline from peak | -2.20% | -0.82% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -9.47% | -9.63% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 2.47% | +1.37% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with WSRD.TO
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