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CPD.TO vs. HLPR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPD.TO vs. HLPR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Canadian Preferred Share Index ETF (CPD.TO) and Global X Laddered Canadian Preferred Share Index Corporate Class ETF (HLPR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CPD.TO achieves a 3.57% return, which is significantly lower than HLPR.TO's 6.39% return.


CPD.TO

1D
-0.07%
1M
0.79%
YTD
3.57%
6M
4.38%
1Y
14.16%
3Y*
15.84%
5Y*
5.55%
10Y*
6.38%

HLPR.TO

1D
-0.22%
1M
1.09%
YTD
6.39%
6M
7.65%
1Y
19.36%
3Y*
19.73%
5Y*
7.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPD.TO vs. HLPR.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CPD.TO
iShares S&P/TSX Canadian Preferred Share Index ETF
3.57%16.10%23.31%6.23%-19.19%18.85%5.35%2.17%
HLPR.TO
Global X Laddered Canadian Preferred Share Index Corporate Class ETF
6.39%18.79%28.13%2.89%-17.83%23.17%6.42%0.80%

Correlation

The correlation between CPD.TO and HLPR.TO is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2019

0.68

The correlation between CPD.TO and HLPR.TO shifts across timeframes, from 0.52 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

CPD.TO vs. HLPR.TO - Sectors Allocation Comparison


Sectors
CPD.TO
HLPR.TO

Financial Services

6.3%

-

Consumer Defensive

0.5%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

47.2%

Technology

-

-

Utilities

-

-

Financial Services

CPD.TO
6.3%
HLPR.TO

-

Consumer Defensive

CPD.TO
0.5%
HLPR.TO

-

Basic Materials

CPD.TO

-

HLPR.TO

-

Communication Services

CPD.TO

-

HLPR.TO

-

Consumer Cyclical

CPD.TO

-

HLPR.TO

-

Energy

CPD.TO

-

HLPR.TO

-

Healthcare

CPD.TO

-

HLPR.TO

-

Industrials

CPD.TO

-

HLPR.TO

-

Real Estate

CPD.TO

-

HLPR.TO
47.2%

Technology

CPD.TO

-

HLPR.TO

-

Utilities

CPD.TO

-

HLPR.TO

-

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Return for Risk

CPD.TO vs. HLPR.TO — Risk / Return Rank

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

CPD.TO
CPD.TO Risk / Return Rank: 9393
Overall Rank
CPD.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CPD.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
CPD.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CPD.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
CPD.TO Martin Ratio Rank: 9494
Martin Ratio Rank

HLPR.TO
HLPR.TO Risk / Return Rank: 9797
Overall Rank
HLPR.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HLPR.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
HLPR.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HLPR.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
HLPR.TO Martin Ratio Rank: 9797
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.

CPD.TO vs. HLPR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Canadian Preferred Share Index ETF (CPD.TO) and Global X Laddered Canadian Preferred Share Index Corporate Class ETF (HLPR.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.


CPD.TOHLPR.TODifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.76

2.03

-0.27

Calmar ratioReturn relative to maximum drawdown

5.27

7.82

-2.55

Martin ratioReturn relative to average drawdown

26.40

46.33

-19.93

CPD.TO vs. HLPR.TO - Sharpe Ratio Comparison

The current CPD.TO Sharpe Ratio is 3.45, which is comparable to the HLPR.TO Sharpe Ratio of 4.43. The chart below compares the historical Sharpe Ratios of CPD.TO and HLPR.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CPD.TOHLPR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.45

4.43

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.87

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.65

-0.33

Drawdowns

CPD.TO vs. HLPR.TO - Drawdown Comparison

The maximum CPD.TO drawdown since its inception was -40.92%, which is greater than HLPR.TO's maximum drawdown of -38.96%. Use the drawdown chart below to compare losses from any high point for CPD.TO and HLPR.TO.


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Drawdown Indicators


CPD.TOHLPR.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.92%

-38.96%

-1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-2.49%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-7.65%

-10.09%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

-26.79%

+2.67%

Max Drawdown (10Y)

Largest decline over 10 years

-40.92%

Current Drawdown

Current decline from peak

-0.36%

-0.36%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.70%

-6.58%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.42%

+0.12%

Volatility

CPD.TO vs. HLPR.TO - Volatility Comparison

The current volatility for iShares S&P/TSX Canadian Preferred Share Index ETF (CPD.TO) is 0.87%, while Global X Laddered Canadian Preferred Share Index Corporate Class ETF (HLPR.TO) has a volatility of 1.04%. This indicates that CPD.TO experiences smaller price fluctuations and is considered to be less risky than HLPR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPD.TOHLPR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

1.04%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

2.71%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

4.39%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

8.32%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.62%

13.08%

-2.46%

CPD.TO vs. HLPR.TO - Expense Ratio Comparison

CPD.TO has a 0.50% expense ratio, which is higher than HLPR.TO's 0.30% expense ratio.


Dividends

CPD.TO vs. HLPR.TO - Dividend Comparison

CPD.TO's dividend yield for the trailing twelve months is around 5.02%, while HLPR.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CPD.TO
iShares S&P/TSX Canadian Preferred Share Index ETF
5.02%4.96%5.11%5.88%5.53%4.17%4.96%5.02%4.74%4.33%4.85%5.44%
HLPR.TO
Global X Laddered Canadian Preferred Share Index Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CPD.TO and HLPR.TO have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HLPR.TO is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HLPR.TO is cheaper with a 0.30% expense ratio, compared with 0.50% for CPD.TO.

CPD.TO tracks S&P/TSX Preferred Share TR, while HLPR.TO tracks Solactive Laddered Canadian Preferred Share Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.50% for CPD.TO and 0.30% for HLPR.TO.

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