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GCNS.TO vs. TCON.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCNS.TO vs. TCON.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Conservative Balanced ETF Portfolio (GCNS.TO) and TD Conservative ETF Portfolio (TCON.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, GCNS.TO achieves a 6.84% return, which is significantly higher than TCON.TO's 5.47% return.


GCNS.TO

1D
0.17%
1M
4.64%
YTD
6.84%
6M
5.63%
1Y
13.41%
3Y*
12.23%
5Y*
6.92%
10Y*

TCON.TO

1D
-0.12%
1M
3.36%
YTD
5.47%
6M
5.16%
1Y
13.36%
3Y*
10.64%
5Y*
5.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCNS.TO vs. TCON.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GCNS.TO
iShares ESG Conservative Balanced ETF Portfolio
6.84%7.23%15.54%11.66%-10.94%8.07%4.37%
TCON.TO
TD Conservative ETF Portfolio
5.47%10.47%9.68%11.95%-12.34%5.71%3.83%

Correlation

The correlation between GCNS.TO and TCON.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.34

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

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2020

0.37

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Return for Risk

GCNS.TO vs. TCON.TO — Risk / Return Rank

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

GCNS.TO
GCNS.TO Risk / Return Rank: 5252
Overall Rank
GCNS.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GCNS.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
GCNS.TO Omega Ratio Rank: 5757
Omega Ratio Rank
GCNS.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
GCNS.TO Martin Ratio Rank: 5454
Martin Ratio Rank

TCON.TO
TCON.TO Risk / Return Rank: 6363
Overall Rank
TCON.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TCON.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
TCON.TO Omega Ratio Rank: 6969
Omega Ratio Rank
TCON.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
TCON.TO Martin Ratio Rank: 6363
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.

GCNS.TO vs. TCON.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Conservative Balanced ETF Portfolio (GCNS.TO) and TD Conservative ETF Portfolio (TCON.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.


GCNS.TOTCON.TODifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.05

Calmar ratioReturn relative to maximum drawdown

2.80

2.65

+0.15

Martin ratioReturn relative to average drawdown

9.32

11.37

-2.05

GCNS.TO vs. TCON.TO - Sharpe Ratio Comparison

The current GCNS.TO Sharpe Ratio is 1.59, which is comparable to the TCON.TO Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of GCNS.TO and TCON.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


GCNS.TOTCON.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

2.13

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.76

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.73

+0.19

Drawdowns

GCNS.TO vs. TCON.TO - Drawdown Comparison

The maximum GCNS.TO drawdown since its inception was -15.37%, smaller than the maximum TCON.TO drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for GCNS.TO and TCON.TO.


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Drawdown Indicators


GCNS.TOTCON.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.37%

-16.43%

+1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

-5.06%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-7.38%

-6.18%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-16.43%

+1.06%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

-3.56%

-3.74%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.18%

+0.26%

Volatility

GCNS.TO vs. TCON.TO - Volatility Comparison

iShares ESG Conservative Balanced ETF Portfolio (GCNS.TO) has a higher volatility of 2.47% compared to TD Conservative ETF Portfolio (TCON.TO) at 1.98%. This indicates that GCNS.TO's price experiences larger fluctuations and is considered to be riskier than TCON.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCNS.TOTCON.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

1.98%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

5.59%

5.27%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

8.49%

6.30%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.20%

7.78%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.83%

7.56%

+0.27%

Dividends

GCNS.TO vs. TCON.TO - Dividend Comparison

GCNS.TO's dividend yield for the trailing twelve months is around 1.98%, less than TCON.TO's 2.62% yield.


PositionTTM202520242023202220212020
GCNS.TO
iShares ESG Conservative Balanced ETF Portfolio
1.98%2.07%2.03%2.88%2.09%1.60%2.49%
TCON.TO
TD Conservative ETF Portfolio
2.62%2.88%3.48%3.27%2.69%1.87%1.03%

Frequently Asked Questions


GCNS.TO and TCON.TO have a correlation of 0.33, 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: iShares and TD.

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