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BIGY.TO vs. TPU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIGY.TO vs. TPU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve US Equity UltraYield ETF (BIGY.TO) and TD U.S. Equity Index ETF (TPU.TO). The values are adjusted to include any dividend payments, if applicable.

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BIGY.TO vs. TPU.TO - Yearly Performance Comparison


2026 (YTD)2025
BIGY.TO
Evolve US Equity UltraYield ETF
-19.53%0.64%
TPU.TO
TD U.S. Equity Index ETF
-3.13%3.85%

Returns By Period

In the year-to-date period, BIGY.TO achieves a -19.53% return, which is significantly lower than TPU.TO's -3.13% return.


BIGY.TO

1D
0.00%
1M
-10.56%
YTD
-19.53%
6M
-23.89%
1Y
3Y*
5Y*
10Y*

TPU.TO

1D
2.81%
1M
-3.04%
YTD
-3.13%
6M
-2.10%
1Y
14.10%
3Y*
19.42%
5Y*
13.47%
10Y*
14.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIGY.TO vs. TPU.TO - Expense Ratio Comparison

BIGY.TO has a 0.40% expense ratio, which is higher than TPU.TO's 0.06% expense ratio.


Return for Risk

BIGY.TO vs. TPU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIGY.TO

TPU.TO
TPU.TO Risk / Return Rank: 4848
Overall Rank
TPU.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TPU.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
TPU.TO Omega Ratio Rank: 5050
Omega Ratio Rank
TPU.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
TPU.TO Martin Ratio Rank: 5050
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.

BIGY.TO vs. TPU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve US Equity UltraYield ETF (BIGY.TO) and TD U.S. Equity Index ETF (TPU.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BIGY.TO vs. TPU.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BIGY.TOTPU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.09

0.88

-1.97

Correlation

The correlation between BIGY.TO and TPU.TO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BIGY.TO vs. TPU.TO - Dividend Comparison

BIGY.TO's dividend yield for the trailing twelve months is around 23.72%, more than TPU.TO's 0.98% yield.


TTM2025202420232022202120202019201820172016
BIGY.TO
Evolve US Equity UltraYield ETF
23.72%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPU.TO
TD U.S. Equity Index ETF
0.98%0.96%0.90%1.22%1.34%0.99%1.23%1.23%1.57%1.59%1.33%

Drawdowns

BIGY.TO vs. TPU.TO - Drawdown Comparison

The maximum BIGY.TO drawdown since its inception was -27.82%, roughly equal to the maximum TPU.TO drawdown of -27.96%. Use the drawdown chart below to compare losses from any high point for BIGY.TO and TPU.TO.


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Drawdown Indicators


BIGY.TOTPU.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.82%

-27.96%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

Max Drawdown (10Y)

Largest decline over 10 years

-27.96%

Current Drawdown

Current decline from peak

-27.82%

-6.12%

-21.70%

Average Drawdown

Average peak-to-trough decline

-10.27%

-4.01%

-6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

Volatility

BIGY.TO vs. TPU.TO - Volatility Comparison


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Volatility by Period


BIGY.TOTPU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

29.34%

18.62%

+10.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.34%

15.32%

+14.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.34%

16.60%

+12.74%