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TEC.TO vs. ^SPLRCT
Performance
Return for Risk
Drawdowns
Volatility

Performance

TEC.TO vs. ^SPLRCT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Global Technology Leaders Index ETF (TEC.TO) and S&P 500 Information Technology Index (^SPLRCT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TEC.TO is traded in CAD, while ^SPLRCT is traded in USD. To make them comparable, the ^SPLRCT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TEC.TO achieves a 17.96% return, which is significantly lower than ^SPLRCT's 28.86% return.


TEC.TO

1D
-0.70%
1M
12.30%
YTD
17.96%
6M
15.29%
1Y
40.60%
3Y*
31.18%
5Y*
20.41%
10Y*

^SPLRCT

1D
1.23%
1M
20.27%
YTD
28.86%
6M
25.78%
1Y
58.14%
3Y*
36.41%
5Y*
28.07%
10Y*
26.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEC.TO vs. ^SPLRCT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TEC.TO
TD Global Technology Leaders Index ETF
17.96%15.45%45.60%53.28%-32.19%25.46%47.54%12.64%
^SPLRCT
S&P 500 Information Technology Index
28.86%17.65%47.34%52.95%-23.84%32.15%39.81%16.48%

Correlation

The correlation between TEC.TO and ^SPLRCT is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since May 10, 2019

0.90

The correlation between TEC.TO and ^SPLRCT has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

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Return for Risk

TEC.TO vs. ^SPLRCT — Risk / Return Rank

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

TEC.TO
TEC.TO Risk / Return Rank: 5858
Overall Rank
TEC.TO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TEC.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
TEC.TO Omega Ratio Rank: 6666
Omega Ratio Rank
TEC.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
TEC.TO Martin Ratio Rank: 4242
Martin Ratio Rank

^SPLRCT
^SPLRCT Risk / Return Rank: 8383
Overall Rank
^SPLRCT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
^SPLRCT Sortino Ratio Rank: 9090
Sortino Ratio Rank
^SPLRCT Omega Ratio Rank: 8989
Omega Ratio Rank
^SPLRCT Calmar Ratio Rank: 7979
Calmar Ratio Rank
^SPLRCT Martin Ratio Rank: 6565
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.

TEC.TO vs. ^SPLRCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Global Technology Leaders Index ETF (TEC.TO) and S&P 500 Information Technology Index (^SPLRCT). 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.


TEC.TO^SPLRCTDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.41

1.51

-0.09

Calmar ratioReturn relative to maximum drawdown

2.33

3.29

-0.96

Martin ratioReturn relative to average drawdown

6.92

9.03

-2.11

TEC.TO vs. ^SPLRCT - Sharpe Ratio Comparison

The current TEC.TO Sharpe Ratio is 2.42, which is comparable to the ^SPLRCT Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of TEC.TO and ^SPLRCT, 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


TEC.TO^SPLRCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

3.07

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

1.19

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

1.11

-0.14

Drawdowns

TEC.TO vs. ^SPLRCT - Drawdown Comparison

The maximum TEC.TO drawdown since its inception was -35.31%, which is greater than ^SPLRCT's maximum drawdown of -29.83%. Use the drawdown chart below to compare losses from any high point for TEC.TO and ^SPLRCT.


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Drawdown Indicators


TEC.TO^SPLRCTDifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-29.83%

-5.48%

Max Drawdown (1Y)

Largest decline over 1 year

-17.52%

-18.52%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-25.01%

-27.63%

+2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-35.31%

-29.83%

-5.48%

Max Drawdown (10Y)

Largest decline over 10 years

-29.83%

Current Drawdown

Current decline from peak

-0.70%

0.00%

-0.70%

Average Drawdown

Average peak-to-trough decline

-8.04%

-5.12%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

6.73%

-0.84%

Volatility

TEC.TO vs. ^SPLRCT - Volatility Comparison

The current volatility for TD Global Technology Leaders Index ETF (TEC.TO) is 4.75%, while S&P 500 Information Technology Index (^SPLRCT) has a volatility of 5.68%. This indicates that TEC.TO experiences smaller price fluctuations and is considered to be less risky than ^SPLRCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEC.TO^SPLRCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

5.68%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

15.51%

-2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.86%

19.83%

-2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.32%

23.70%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

23.38%

+0.40%

Frequently Asked Questions


TEC.TO and ^SPLRCT have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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