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TECI.TO vs. TCLV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECI.TO vs. TCLV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Global Technology Innovators Index ETF (TECI.TO) and TD Q Canadian Low Volatility ETF (TCLV.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, TECI.TO achieves a 33.72% return, which is significantly higher than TCLV.TO's 9.66% return.


TECI.TO

1D
-1.37%
1M
-8.44%
6M
25.69%
YTD
33.72%
1Y
49.50%
3Y*
28.65%
5Y*
10Y*

TCLV.TO

1D
-0.14%
1M
3.43%
6M
8.88%
YTD
9.66%
1Y
18.19%
3Y*
17.66%
5Y*
11.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECI.TO vs. TCLV.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TECI.TO
TD Global Technology Innovators Index ETF
33.72%21.96%28.21%40.27%-45.55%-5.69%
TCLV.TO
TD Q Canadian Low Volatility ETF
9.66%24.55%17.71%2.95%-0.91%3.23%

Correlation

The correlation between TECI.TO and TCLV.TO is 0.03, 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

0.03

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

0.16

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2021

0.20

The correlation between TECI.TO and TCLV.TO shifts across timeframes, from 0.03 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TECI.TO vs. TCLV.TO — Risk / Return Rank

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

TECI.TO
TECI.TO Risk / Return Rank: 6969
Overall Rank
TECI.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TECI.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
TECI.TO Omega Ratio Rank: 5959
Omega Ratio Rank
TECI.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
TECI.TO Martin Ratio Rank: 7676
Martin Ratio Rank

TCLV.TO
TCLV.TO Risk / Return Rank: 8787
Overall Rank
TCLV.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TCLV.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
TCLV.TO Omega Ratio Rank: 8686
Omega Ratio Rank
TCLV.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
TCLV.TO Martin Ratio Rank: 8989
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.

TECI.TO vs. TCLV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Global Technology Innovators Index ETF (TECI.TO) and TD Q Canadian Low Volatility ETF (TCLV.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.


TECI.TOTCLV.TODifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.29

1.41

-0.12

Calmar ratioReturn relative to maximum drawdown

3.74

3.77

-0.03

Martin ratioReturn relative to average drawdown

10.98

15.10

-4.12

TECI.TO vs. TCLV.TO - Sharpe Ratio Comparison

The current TECI.TO Sharpe Ratio is 1.70, which is comparable to the TCLV.TO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TECI.TO and TCLV.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

TECI.TO vs. TCLV.TO - Drawdown Comparison

The maximum TECI.TO drawdown since its inception was -55.35%, which is greater than TCLV.TO's maximum drawdown of -15.27%. Use the drawdown chart below to compare losses from any high point for TECI.TO and TCLV.TO.


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Drawdown Indicators


TECI.TOTCLV.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.35%

-15.27%

-40.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-4.84%

-8.45%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

-9.15%

-17.62%

Max Drawdown (5Y)

Largest decline over 5 years

-15.27%

Current Drawdown

Current decline from peak

-13.29%

-0.14%

-13.15%

Average Drawdown

Average peak-to-trough decline

-22.88%

-3.02%

-19.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

1.21%

+3.31%

Volatility

TECI.TO vs. TCLV.TO - Volatility Comparison

TD Global Technology Innovators Index ETF (TECI.TO) has a higher volatility of 12.76% compared to TD Q Canadian Low Volatility ETF (TCLV.TO) at 2.72%. This indicates that TECI.TO's price experiences larger fluctuations and is considered to be riskier than TCLV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECI.TOTCLV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.76%

2.72%

+10.04%

Volatility (6M)

Calculated over the trailing 6-month period

25.30%

6.78%

+18.52%

Volatility (1Y)

Calculated over the trailing 1-year period

29.28%

8.27%

+21.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.03%

9.71%

+20.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.03%

9.77%

+20.26%

TECI.TO vs. TCLV.TO - Expense Ratio Comparison

TECI.TO has a 0.50% expense ratio, which is higher than TCLV.TO's 0.33% expense ratio.


Dividends

TECI.TO vs. TCLV.TO - Dividend Comparison

TECI.TO's dividend yield for the trailing twelve months is around 0.07%, less than TCLV.TO's 1.81% yield.


PositionTTM202520242023202220212020
TCLV.TO
TD Q Canadian Low Volatility ETF
1.81%1.88%2.68%3.15%2.84%2.64%1.59%
TECI.TO
TD Global Technology Innovators Index ETF
0.07%0.10%0.43%0.55%0.77%0.00%0.00%

Frequently Asked Questions


TECI.TO and TCLV.TO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TCLV.TO is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TCLV.TO is cheaper with a 0.33% expense ratio, compared with 0.50% for TECI.TO.

TECI.TO is categorized as Technology Equities, while TCLV.TO is Canada Equities. Their fees differ too: 0.50% for TECI.TO and 0.33% for TCLV.TO.

Portfolio Optimizer

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