PortfoliosLab logoPortfoliosLab logo
PREF.TO vs. HLPR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PREF.TO vs. HLPR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Quadravest Preferred Split Share ETF (PREF.TO) and Global X Laddered Canadian Preferred Share Index Corporate Class ETF (HLPR.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PREF.TO achieves a 3.18% return, which is significantly lower than HLPR.TO's 8.38% return.


PREF.TO

1D
0.00%
1M
-0.39%
6M
3.96%
YTD
3.18%
1Y
6.02%
3Y*
5Y*
10Y*

HLPR.TO

1D
0.63%
1M
1.87%
6M
7.50%
YTD
8.38%
1Y
16.61%
3Y*
19.84%
5Y*
7.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PREF.TO vs. HLPR.TO - Yearly Performance Comparison


Correlation

The correlation between PREF.TO and HLPR.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2024

0.16

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PREF.TO vs. HLPR.TO — Risk / Return Rank

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

PREF.TO
PREF.TO Risk / Return Rank: 6464
Overall Rank
PREF.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PREF.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
PREF.TO Omega Ratio Rank: 5959
Omega Ratio Rank
PREF.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
PREF.TO Martin Ratio Rank: 6666
Martin Ratio Rank

HLPR.TO
HLPR.TO Risk / Return Rank: 9797
Overall Rank
HLPR.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HLPR.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
HLPR.TO Omega Ratio Rank: 9797
Omega Ratio Rank
HLPR.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
HLPR.TO Martin Ratio Rank: 9797
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.

PREF.TO vs. HLPR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quadravest Preferred Split Share ETF (PREF.TO) and Global X Laddered Canadian Preferred Share Index Corporate Class ETF (HLPR.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.


PREF.TOHLPR.TODifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-3.24

Omega ratioGain probability vs. loss probability

1.30

1.84

-0.54

Calmar ratioReturn relative to maximum drawdown

4.02

6.71

-2.69

Martin ratioReturn relative to average drawdown

9.52

38.37

-28.85

PREF.TO vs. HLPR.TO - Sharpe Ratio Comparison

The current PREF.TO Sharpe Ratio is 1.49, which is lower than the HLPR.TO Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of PREF.TO and HLPR.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.


Loading charts...

Drawdowns

PREF.TO vs. HLPR.TO - Drawdown Comparison

The maximum PREF.TO drawdown since its inception was -6.24%, smaller than the maximum HLPR.TO drawdown of -38.96%. Use the drawdown chart below to compare losses from any high point for PREF.TO and HLPR.TO.


Loading charts...

Drawdown Indicators


PREF.TOHLPR.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.24%

-38.96%

+32.72%

Max Drawdown (1Y)

Largest decline over 1 year

-1.50%

-2.49%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-9.88%

Max Drawdown (5Y)

Largest decline over 5 years

-26.79%

Current Drawdown

Current decline from peak

-0.58%

0.00%

-0.58%

Average Drawdown

Average peak-to-trough decline

-0.75%

-6.47%

+5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.43%

+0.20%

Volatility

PREF.TO vs. HLPR.TO - Volatility Comparison

Quadravest Preferred Split Share ETF (PREF.TO) has a higher volatility of 1.23% compared to Global X Laddered Canadian Preferred Share Index Corporate Class ETF (HLPR.TO) at 1.15%. This indicates that PREF.TO's price experiences larger fluctuations and is considered to be riskier than HLPR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PREF.TOHLPR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.15%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

2.88%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

4.37%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

8.35%

-3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

13.01%

-7.81%

Dividends

PREF.TO vs. HLPR.TO - Dividend Comparison

PREF.TO's dividend yield for the trailing twelve months is around 6.61%, while HLPR.TO has not paid dividends to shareholders.


Frequently Asked Questions


PREF.TO and HLPR.TO have a correlation of 0.11, 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: Quadravest and Global X.

Portfolio Optimizer

Find the right allocation for PREF.TO and HLPR.TO

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

Open Portfolio Optimizer