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Inception Date
Jun 16, 2020
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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S&P 500 Index

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.79%3.70%-7.22%0.94%1.95%2.50%0.50%2.80%
20256.24%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%
20237.85%-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
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.


WSRD.TO Risk / Return Rank: 2121
Overall Rank
WSRD.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
WSRD.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
WSRD.TO Omega Ratio Rank: 2020
Omega Ratio Rank
WSRD.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
WSRD.TO Martin Ratio Rank: 2323
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 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.TOBenchmarkDifference
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.


0.50%1.00%1.50%2.00%2.50%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
DividendCA$0.86CA$0.78CA$0.76CA$0.64CA$0.54CA$0.38CA$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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.04CA$0.00CA$0.00CA$0.46CA$0.00CA$0.50
2025CA$0.00CA$0.00CA$0.04CA$0.00CA$0.00CA$0.38CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.24CA$0.78
2024CA$0.00CA$0.00CA$0.03CA$0.00CA$0.00CA$0.35CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.26CA$0.76
2023CA$0.00CA$0.00CA$0.03CA$0.00CA$0.00CA$0.30CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.18CA$0.64
2022CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.30CA$0.00CA$0.00CA$0.05CA$0.00CA$0.00CA$0.19CA$0.54
2021CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.04CA$0.00CA$0.00CA$0.09CA$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 19d2y 4mo
3y 4moSep 2021 - Jan 2025
Bear market2022
-12.76%Apr 2025
28d1mo 5d
2mo 3dMar 2025 - May 2025
2025 selloff2025
-11.43%Mar 2026
21d
4mo 19dFeb 2026 - now
-6.25%May 2021
22d26d
1mo 18dApr 2021 - Jun 2021
-5.69%Oct 2020
16d7d
23dOct 2020 - Nov 2020

Drawdown Indicators


WSRD.TOBenchmarkDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.20%

-0.82%

-1.38%

Average Drawdown

Average peak-to-trough decline

-9.47%

-9.63%

+0.16%

Ulcer Index

Depth 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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Portfolio Analyzer

Build a portfolio with WSRD.TO

Add Wealthsimple Developed Markets ex North America Socially Responsible Index 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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