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

Performance

HEQT.TO vs. CVD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Horizons All-Equity Asset Allocation ETF (HEQT.TO) and iShares Convertible Bond Index ETF (CVD.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, HEQT.TO achieves a 15.01% return, which is significantly higher than CVD.TO's 6.66% return.


HEQT.TO

1D
0.08%
1M
0.06%
6M
10.97%
YTD
15.01%
1Y
28.87%
3Y*
21.12%
5Y*
12.70%
10Y*

CVD.TO

1D
1.26%
1M
2.13%
6M
4.49%
YTD
6.66%
1Y
9.48%
3Y*
8.97%
5Y*
5.03%
10Y*
4.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
HEQT.TO
Horizons All-Equity Asset Allocation ETF
15.01%19.82%23.83%22.29%-18.95%22.54%16.34%7.44%
CVD.TO
iShares Convertible Bond Index ETF
6.66%7.09%12.68%3.64%-4.63%5.33%3.67%1.13%

Correlation

The correlation between HEQT.TO and CVD.TO is 0.07, 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

0.07

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

0.13

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

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2019

0.17

The correlation between HEQT.TO and CVD.TO shifts across timeframes, from 0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

HEQT.TO
HEQT.TO Risk / Return Rank: 8686
Overall Rank
HEQT.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HEQT.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
HEQT.TO Omega Ratio Rank: 8787
Omega Ratio Rank
HEQT.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
HEQT.TO Martin Ratio Rank: 8888
Martin Ratio Rank

CVD.TO
CVD.TO Risk / Return Rank: 5050
Overall Rank
CVD.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CVD.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
CVD.TO Omega Ratio Rank: 5454
Omega Ratio Rank
CVD.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
CVD.TO Martin Ratio Rank: 5050
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.

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

This table presents a comparison of risk-adjusted performance metrics for Horizons All-Equity Asset Allocation ETF (HEQT.TO) and iShares Convertible Bond Index ETF (CVD.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.


HEQT.TOCVD.TODifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.42

1.27

+0.15

Calmar ratioReturn relative to maximum drawdown

3.42

2.41

+1.01

Martin ratioReturn relative to average drawdown

14.73

6.81

+7.92

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

The current HEQT.TO Sharpe Ratio is 2.27, which is higher than the CVD.TO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of HEQT.TO and CVD.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

HEQT.TO vs. CVD.TO - Drawdown Comparison

The maximum HEQT.TO drawdown since its inception was -31.82%, which is greater than CVD.TO's maximum drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for HEQT.TO and CVD.TO.


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Drawdown Indicators


HEQT.TOCVD.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.82%

-23.51%

-8.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-3.95%

-4.54%

Max Drawdown (3Y)

Largest decline over 3 years

-15.33%

-11.46%

-3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-24.89%

-14.62%

-10.27%

Max Drawdown (10Y)

Largest decline over 10 years

-23.51%

Current Drawdown

Current decline from peak

-1.19%

0.00%

-1.19%

Average Drawdown

Average peak-to-trough decline

-5.11%

-2.38%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.40%

+0.56%

Volatility

HEQT.TO vs. CVD.TO - Volatility Comparison

Horizons All-Equity Asset Allocation ETF (HEQT.TO) has a higher volatility of 3.20% compared to iShares Convertible Bond Index ETF (CVD.TO) at 2.31%. This indicates that HEQT.TO's price experiences larger fluctuations and is considered to be riskier than CVD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEQT.TOCVD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

2.31%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

4.63%

+6.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

7.34%

+5.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

9.43%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

9.51%

+7.33%

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

HEQT.TO has a 0.20% expense ratio, which is lower than CVD.TO's 0.49% expense ratio.


Dividends

HEQT.TO vs. CVD.TO - Dividend Comparison

HEQT.TO's dividend yield for the trailing twelve months is around 1.62%, less than CVD.TO's 4.83% yield.


PositionTTM20252024202320222021202020192018201720162015
CVD.TO
iShares Convertible Bond Index ETF
4.83%4.91%5.14%5.33%5.05%4.61%4.48%4.52%4.97%4.65%4.51%4.94%
HEQT.TO
Horizons All-Equity Asset Allocation ETF
1.62%1.70%1.67%0.84%0.03%0.02%1.40%0.22%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HEQT.TO and CVD.TO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.49% for CVD.TO.

HEQT.TO is categorized as Global Equities, while CVD.TO is High Yield Bonds. They also come from different issuers: Horizons and iShares. Their fees differ too: 0.20% for HEQT.TO and 0.49% for CVD.TO.

Portfolio Optimizer

Find the right allocation for HEQT.TO and CVD.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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