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PDIV.TO vs. YTSL.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDIV.TO vs. YTSL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Enhanced Dividend Fund ETF (PDIV.TO) and Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO). The values are adjusted to include any dividend payments, if applicable.

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PDIV.TO vs. YTSL.NEO - Yearly Performance Comparison


2026 (YTD)2025202420232022
PDIV.TO
Purpose Enhanced Dividend Fund ETF
1.14%15.82%10.71%4.64%0.89%
YTSL.NEO
Tesla (TSLA) Yield Shares Purpose ETF
-17.92%27.43%46.11%106.56%-20.20%

Returns By Period

In the year-to-date period, PDIV.TO achieves a 1.14% return, which is significantly higher than YTSL.NEO's -17.92% return.


PDIV.TO

1D
1.48%
1M
-3.00%
YTD
1.14%
6M
5.00%
1Y
13.80%
3Y*
9.78%
5Y*
7.84%
10Y*
8.91%

YTSL.NEO

1D
4.86%
1M
-8.58%
YTD
-17.92%
6M
-3.67%
1Y
72.95%
3Y*
24.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDIV.TO vs. YTSL.NEO - Expense Ratio Comparison

PDIV.TO has a 0.77% expense ratio, which is lower than YTSL.NEO's 1.65% expense ratio.


Return for Risk

PDIV.TO vs. YTSL.NEO — Risk / Return Rank

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

PDIV.TO
PDIV.TO Risk / Return Rank: 7878
Overall Rank
PDIV.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PDIV.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
PDIV.TO Omega Ratio Rank: 8484
Omega Ratio Rank
PDIV.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
PDIV.TO Martin Ratio Rank: 8181
Martin Ratio Rank

YTSL.NEO
YTSL.NEO Risk / Return Rank: 7878
Overall Rank
YTSL.NEO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
YTSL.NEO Sortino Ratio Rank: 7777
Sortino Ratio Rank
YTSL.NEO Omega Ratio Rank: 7171
Omega Ratio Rank
YTSL.NEO Calmar Ratio Rank: 9090
Calmar Ratio Rank
YTSL.NEO Martin Ratio Rank: 7878
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.

PDIV.TO vs. YTSL.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Enhanced Dividend Fund ETF (PDIV.TO) and Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO). 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.


PDIV.TOYTSL.NEODifference

Sharpe ratio

Return per unit of total volatility

1.45

1.37

+0.09

Sortino ratio

Return per unit of downside risk

1.99

1.90

+0.09

Omega ratio

Gain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratio

Return relative to maximum drawdown

1.74

2.93

-1.19

Martin ratio

Return relative to average drawdown

8.94

7.98

+0.97

PDIV.TO vs. YTSL.NEO - Sharpe Ratio Comparison

The current PDIV.TO Sharpe Ratio is 1.45, which is comparable to the YTSL.NEO Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of PDIV.TO and YTSL.NEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PDIV.TOYTSL.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.37

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.52

+0.07

Correlation

The correlation between PDIV.TO and YTSL.NEO is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PDIV.TO vs. YTSL.NEO - Dividend Comparison

PDIV.TO's dividend yield for the trailing twelve months is around 12.30%, less than YTSL.NEO's 48.56% yield.


TTM20252024202320222021202020192018201720162015
PDIV.TO
Purpose Enhanced Dividend Fund ETF
12.30%12.24%12.35%11.84%6.38%5.59%6.33%5.85%6.80%25.71%5.38%8.10%
YTSL.NEO
Tesla (TSLA) Yield Shares Purpose ETF
48.56%36.11%12.80%24.07%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PDIV.TO vs. YTSL.NEO - Drawdown Comparison

The maximum PDIV.TO drawdown since its inception was -30.64%, smaller than the maximum YTSL.NEO drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for PDIV.TO and YTSL.NEO.


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Drawdown Indicators


PDIV.TOYTSL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-30.64%

-58.40%

+27.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.36%

-23.95%

+15.59%

Max Drawdown (5Y)

Largest decline over 5 years

-14.96%

Max Drawdown (10Y)

Largest decline over 10 years

-30.64%

Current Drawdown

Current decline from peak

-3.25%

-18.84%

+15.59%

Average Drawdown

Average peak-to-trough decline

-4.40%

-20.85%

+16.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

8.79%

-7.16%

Volatility

PDIV.TO vs. YTSL.NEO - Volatility Comparison

The current volatility for Purpose Enhanced Dividend Fund ETF (PDIV.TO) is 3.48%, while Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) has a volatility of 13.71%. This indicates that PDIV.TO experiences smaller price fluctuations and is considered to be less risky than YTSL.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDIV.TOYTSL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

13.71%

-10.23%

Volatility (6M)

Calculated over the trailing 6-month period

5.58%

32.07%

-26.49%

Volatility (1Y)

Calculated over the trailing 1-year period

9.56%

53.70%

-44.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.89%

62.85%

-52.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

62.85%

-48.89%