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

Performance

CVD.TO vs. CPD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Convertible Bond Index ETF (CVD.TO) and iShares S&P/TSX Canadian Preferred Share Index ETF (CPD.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, CVD.TO achieves a 4.18% return, which is significantly lower than CPD.TO's 4.39% return. Over the past 10 years, CVD.TO has underperformed CPD.TO with an annualized return of 4.49%, while CPD.TO has yielded a comparatively higher 6.55% annualized return.


CVD.TO

1D
-0.49%
1M
0.64%
YTD
4.18%
6M
3.31%
1Y
7.12%
3Y*
8.34%
5Y*
4.41%
10Y*
4.49%

CPD.TO

1D
0.07%
1M
0.51%
YTD
4.39%
6M
4.54%
1Y
12.64%
3Y*
16.58%
5Y*
5.91%
10Y*
6.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CVD.TO
iShares Convertible Bond Index ETF
4.18%7.09%12.68%3.64%-4.63%5.33%3.67%10.28%-2.68%4.06%
CPD.TO
iShares S&P/TSX Canadian Preferred Share Index ETF
4.39%16.10%23.31%6.23%-19.19%18.85%5.35%3.35%-9.05%13.44%

Correlation

The correlation between CVD.TO and CPD.TO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.05

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

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2011

0.10

The correlation between CVD.TO and CPD.TO shifts across timeframes, from -0.05 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

CVD.TO
CVD.TO Risk / Return Rank: 3434
Overall Rank
CVD.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CVD.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
CVD.TO Omega Ratio Rank: 3333
Omega Ratio Rank
CVD.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
CVD.TO Martin Ratio Rank: 3838
Martin Ratio Rank

CPD.TO
CPD.TO Risk / Return Rank: 9494
Overall Rank
CPD.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CPD.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
CPD.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CPD.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
CPD.TO Martin Ratio Rank: 9494
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Convertible Bond Index ETF (CVD.TO) and iShares S&P/TSX Canadian Preferred Share Index ETF (CPD.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.

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.


CVD.TOCPD.TODifference
Sharpe ratioReturn per unit of total volatility

-2.09

Sortino ratioReturn per unit of downside risk

-2.80

Omega ratioGain probability vs. loss probability

1.20

1.65

-0.45

Calmar ratioReturn relative to maximum drawdown

1.81

4.71

-2.90

Martin ratioReturn relative to average drawdown

5.12

23.44

-18.31

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

The current CVD.TO Sharpe Ratio is 0.98, which is lower than the CPD.TO Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of CVD.TO and CPD.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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Drawdowns

CVD.TO vs. CPD.TO - Drawdown Comparison

The maximum CVD.TO drawdown since its inception was -23.51%, smaller than the maximum CPD.TO drawdown of -40.92%. Use the drawdown chart below to compare losses from any high point for CVD.TO and CPD.TO.


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Drawdown Indicators


CVD.TOCPD.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.51%

-40.92%

+17.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-2.70%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-11.46%

-7.65%

-3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-14.62%

-24.12%

+9.50%

Max Drawdown (10Y)

Largest decline over 10 years

-23.51%

-40.92%

+17.41%

Current Drawdown

Current decline from peak

-1.10%

0.00%

-1.10%

Average Drawdown

Average peak-to-trough decline

-2.38%

-6.73%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

0.54%

+0.85%

Volatility

CVD.TO vs. CPD.TO - Volatility Comparison

iShares Convertible Bond Index ETF (CVD.TO) has a higher volatility of 1.64% compared to iShares S&P/TSX Canadian Preferred Share Index ETF (CPD.TO) at 0.83%. This indicates that CVD.TO's price experiences larger fluctuations and is considered to be riskier than CPD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVD.TOCPD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

0.83%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.53%

2.68%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

7.33%

4.14%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.40%

7.70%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.50%

10.58%

-1.08%

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

CVD.TO has a 0.49% expense ratio, which is lower than CPD.TO's 0.50% expense ratio.


Dividends

CVD.TO vs. CPD.TO - Dividend Comparison

CVD.TO's dividend yield for the trailing twelve months is around 4.94%, less than CPD.TO's 5.03% yield.


PositionTTM20252024202320222021202020192018201720162015
CPD.TO
iShares S&P/TSX Canadian Preferred Share Index ETF
5.03%4.96%5.11%5.88%5.53%4.17%4.96%5.02%4.74%4.33%4.85%5.44%
CVD.TO
iShares Convertible Bond Index ETF
4.94%4.91%5.14%5.33%5.05%4.61%4.48%4.52%4.97%4.65%4.51%4.94%

Frequently Asked Questions


CVD.TO and CPD.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CVD.TO is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CVD.TO is cheaper with a 0.49% expense ratio, compared with 0.50% for CPD.TO.

CVD.TO is categorized as High Yield Bonds, while CPD.TO is Preferred Stock/Convertible Bonds. CVD.TO tracks FTSE Canada Convertible Bond Index, while CPD.TO tracks S&P/TSX Preferred Share TR. Their fees differ too: 0.49% for CVD.TO and 0.50% for CPD.TO.

Portfolio Optimizer

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