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CMVP.TO vs. SMVP.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMVP.TO vs. SMVP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.TO) and HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.TO). The values are adjusted to include any dividend payments, if applicable.

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CMVP.TO vs. SMVP.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CMVP.TO achieves a 7.10% return, which is significantly higher than SMVP.TO's 5.52% return.


CMVP.TO

1D
1.21%
1M
-3.44%
YTD
7.10%
6M
11.38%
1Y
27.19%
3Y*
5Y*
10Y*

SMVP.TO

1D
0.71%
1M
-4.91%
YTD
5.52%
6M
6.41%
1Y
7.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMVP.TO vs. SMVP.TO - Expense Ratio Comparison

CMVP.TO has a 0.00% expense ratio, which is lower than SMVP.TO's 0.00% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

CMVP.TO vs. SMVP.TO — Risk / Return Rank

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

CMVP.TO
CMVP.TO Risk / Return Rank: 9595
Overall Rank
CMVP.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CMVP.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
CMVP.TO Omega Ratio Rank: 9696
Omega Ratio Rank
CMVP.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
CMVP.TO Martin Ratio Rank: 9595
Martin Ratio Rank

SMVP.TO
SMVP.TO Risk / Return Rank: 3232
Overall Rank
SMVP.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SMVP.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
SMVP.TO Omega Ratio Rank: 2929
Omega Ratio Rank
SMVP.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
SMVP.TO Martin Ratio Rank: 3838
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.

CMVP.TO vs. SMVP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.TO) and HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.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.


CMVP.TOSMVP.TODifference

Sharpe ratio

Return per unit of total volatility

2.39

0.54

+1.85

Sortino ratio

Return per unit of downside risk

3.17

0.85

+2.32

Omega ratio

Gain probability vs. loss probability

1.48

1.12

+0.36

Calmar ratio

Return relative to maximum drawdown

3.22

0.86

+2.36

Martin ratio

Return relative to average drawdown

15.24

3.47

+11.77

CMVP.TO vs. SMVP.TO - Sharpe Ratio Comparison

The current CMVP.TO Sharpe Ratio is 2.39, which is higher than the SMVP.TO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of CMVP.TO and SMVP.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CMVP.TOSMVP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

0.54

+1.85

Sharpe Ratio (All Time)

Calculated using the full available price history

2.25

0.46

+1.79

Correlation

The correlation between CMVP.TO and SMVP.TO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CMVP.TO vs. SMVP.TO - Dividend Comparison

CMVP.TO's dividend yield for the trailing twelve months is around 2.55%, more than SMVP.TO's 1.94% yield.


Drawdowns

CMVP.TO vs. SMVP.TO - Drawdown Comparison

The maximum CMVP.TO drawdown since its inception was -8.86%, smaller than the maximum SMVP.TO drawdown of -12.11%. Use the drawdown chart below to compare losses from any high point for CMVP.TO and SMVP.TO.


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Drawdown Indicators


CMVP.TOSMVP.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.86%

-12.11%

+3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-10.23%

+1.37%

Current Drawdown

Current decline from peak

-3.88%

-4.97%

+1.09%

Average Drawdown

Average peak-to-trough decline

-1.06%

-2.27%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

2.59%

-0.72%

Volatility

CMVP.TO vs. SMVP.TO - Volatility Comparison

HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.TO) has a higher volatility of 4.07% compared to HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.TO) at 3.28%. This indicates that CMVP.TO's price experiences larger fluctuations and is considered to be riskier than SMVP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMVP.TOSMVP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

3.28%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

7.16%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

13.76%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.22%

13.50%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.22%

13.50%

-2.28%