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MUSC.TO vs. CDIV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUSC.TO vs. CDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Manulife Multifactor U.S. Small Cap Index ETF Hedged (MUSC.TO) and Manulife Smart Dividend ETF (CDIV.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, MUSC.TO achieves a 13.47% return, which is significantly lower than CDIV.TO's 16.68% return.


MUSC.TO

1D
0.00%
1M
5.24%
6M
13.47%
YTD
13.47%
1Y
22.18%
3Y*
11.17%
5Y*
6.18%
10Y*

CDIV.TO

1D
0.46%
1M
1.00%
6M
12.70%
YTD
16.68%
1Y
23.74%
3Y*
18.68%
5Y*
12.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUSC.TO vs. CDIV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MUSC.TO
Manulife Multifactor U.S. Small Cap Index ETF Hedged
13.47%-3.19%24.99%11.83%-16.41%20.14%5.81%
CDIV.TO
Manulife Smart Dividend ETF
16.68%18.95%13.96%11.77%-2.50%26.20%1.92%

Correlation

The correlation between MUSC.TO and CDIV.TO is 0.10, 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

0.10

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

0.02

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

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2020

0.09

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Return for Risk

MUSC.TO vs. CDIV.TO — Risk / Return Rank

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

MUSC.TO
MUSC.TO Risk / Return Rank: 9191
Overall Rank
MUSC.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MUSC.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
MUSC.TO Omega Ratio Rank: 9999
Omega Ratio Rank
MUSC.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
MUSC.TO Martin Ratio Rank: 9292
Martin Ratio Rank

CDIV.TO
CDIV.TO Risk / Return Rank: 5454
Overall Rank
CDIV.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CDIV.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
CDIV.TO Omega Ratio Rank: 7575
Omega Ratio Rank
CDIV.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
CDIV.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.

MUSC.TO vs. CDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manulife Multifactor U.S. Small Cap Index ETF Hedged (MUSC.TO) and Manulife Smart Dividend ETF (CDIV.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.


MUSC.TOCDIV.TODifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+2.75

Omega ratioGain probability vs. loss probability

2.73

1.35

+1.38

Calmar ratioReturn relative to maximum drawdown

5.59

2.16

+3.43

Martin ratioReturn relative to average drawdown

18.06

6.84

+11.22

MUSC.TO vs. CDIV.TO - Sharpe Ratio Comparison

The current MUSC.TO Sharpe Ratio is 1.94, which is comparable to the CDIV.TO Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of MUSC.TO and CDIV.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

MUSC.TO vs. CDIV.TO - Drawdown Comparison

The maximum MUSC.TO drawdown since its inception was -37.77%, which is greater than CDIV.TO's maximum drawdown of -16.44%. Use the drawdown chart below to compare losses from any high point for MUSC.TO and CDIV.TO.


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Drawdown Indicators


MUSC.TOCDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.77%

-16.44%

-21.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-11.05%

+7.05%

Max Drawdown (3Y)

Largest decline over 3 years

-24.96%

-11.05%

-13.91%

Max Drawdown (5Y)

Largest decline over 5 years

-24.96%

-16.44%

-8.52%

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-7.95%

-3.03%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

3.48%

-2.25%

Volatility

MUSC.TO vs. CDIV.TO - Volatility Comparison

Manulife Multifactor U.S. Small Cap Index ETF Hedged (MUSC.TO) and Manulife Smart Dividend ETF (CDIV.TO) have volatilities of 3.78% and 3.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUSC.TOCDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

3.91%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

9.80%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

15.76%

-4.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.28%

12.87%

+5.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.63%

12.58%

+10.05%

Dividends

MUSC.TO vs. CDIV.TO - Dividend Comparison

MUSC.TO's dividend yield for the trailing twelve months is around 0.78%, less than CDIV.TO's 2.47% yield.


PositionTTM202520242023202220212020201920182017
CDIV.TO
Manulife Smart Dividend ETF
2.47%3.19%3.45%3.45%3.41%2.38%0.07%0.00%0.00%0.00%
MUSC.TO
Manulife Multifactor U.S. Small Cap Index ETF Hedged
0.78%0.99%0.93%1.38%2.54%1.16%0.77%1.07%0.98%0.07%

Frequently Asked Questions


MUSC.TO and CDIV.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUSC.TO is categorized as Small Cap Blend Equities, while CDIV.TO is Dividend.

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