ESGG.TO vs. TINF.TO
ESGG.TO (BMO MSCI Global Selection Equity Index ETF) and TINF.TO (TD Active Global Infrastructure Equity ETF) are both Global Equities funds. Over the past 5 years, ESGG.TO returned 14.54%/yr vs 13.83%/yr for TINF.TO. At a 0.34 correlation, their price movements are largely independent.
Performance
ESGG.TO vs. TINF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ESGG.TO achieves a 13.51% return, which is significantly lower than TINF.TO's 15.08% return.
ESGG.TO
- 1D
- 1.89%
- 1M
- 3.45%
- YTD
- 13.51%
- 6M
- 12.68%
- 1Y
- 27.26%
- 3Y*
- 21.79%
- 5Y*
- 14.54%
- 10Y*
- —
TINF.TO
- 1D
- -1.00%
- 1M
- 5.16%
- YTD
- 15.08%
- 6M
- 14.84%
- 1Y
- 19.70%
- 3Y*
- 18.50%
- 5Y*
- 13.83%
- 10Y*
- —
ESGG.TO vs. TINF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESGG.TO BMO MSCI Global Selection Equity Index ETF | 13.51% | 15.44% | 27.08% | 23.34% | -14.25% | 23.71% | 13.45% |
TINF.TO TD Active Global Infrastructure Equity ETF | 15.08% | 14.91% | 22.73% | 4.63% | 3.82% | 9.89% | 5.19% |
Correlation
The correlation between ESGG.TO and TINF.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2020 | 0.34 |
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Return for Risk
ESGG.TO vs. TINF.TO — Risk / Return Rank
ESGG.TO
TINF.TO
ESGG.TO vs. TINF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO MSCI Global Selection Equity Index ETF (ESGG.TO) and TD Active Global Infrastructure Equity ETF (TINF.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.
| ESGG.TO | TINF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.33 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 3.93 | -0.98 |
| Martin ratioReturn relative to average drawdown | 11.73 | 9.80 | +1.93 |
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Drawdowns
ESGG.TO vs. TINF.TO - Drawdown Comparison
The maximum ESGG.TO drawdown since its inception was -27.90%, which is greater than TINF.TO's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for ESGG.TO and TINF.TO.
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Drawdown Indicators
| ESGG.TO | TINF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.90% | -13.62% | -14.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -5.03% | -4.24% |
Max Drawdown (3Y)Largest decline over 3 years | -17.79% | -10.23% | -7.56% |
Max Drawdown (5Y)Largest decline over 5 years | -25.31% | -13.62% | -11.69% |
Current DrawdownCurrent decline from peak | 0.00% | -1.07% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -2.44% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.02% | +0.31% |
Volatility
ESGG.TO vs. TINF.TO - Volatility Comparison
BMO MSCI Global Selection Equity Index ETF (ESGG.TO) has a higher volatility of 3.91% compared to TD Active Global Infrastructure Equity ETF (TINF.TO) at 3.00%. This indicates that ESGG.TO's price experiences larger fluctuations and is considered to be riskier than TINF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGG.TO | TINF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.00% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 8.95% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | 10.54% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 11.89% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 12.05% | +4.33% |
Dividends
ESGG.TO vs. TINF.TO - Dividend Comparison
ESGG.TO's dividend yield for the trailing twelve months is around 0.86%, less than TINF.TO's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ESGG.TO BMO MSCI Global Selection Equity Index ETF | 0.86% | 1.01% | 1.20% | 1.56% | 1.82% | 1.53% | 1.87% |
TINF.TO TD Active Global Infrastructure Equity ETF | 2.55% | 2.89% | 2.85% | 3.39% | 2.97% | 2.28% | 0.99% |
Frequently Asked Questions
ESGG.TO and TINF.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: BMO and TD.
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