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

Performance

TECI.TO vs. TLF.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 Brompton Tech Leaders Income ETF (TLF.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 TLF.TO's 21.68% return.


TECI.TO

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

TLF.TO

1D
-1.10%
1M
-5.97%
6M
18.82%
YTD
21.68%
1Y
32.76%
3Y*
23.48%
5Y*
16.03%
10Y*
21.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECI.TO vs. TLF.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%
TLF.TO
Brompton Tech Leaders Income ETF
21.68%18.20%21.45%49.36%-30.09%0.41%

Correlation

The correlation between TECI.TO and TLF.TO is 0.83, 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

0.83

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

0.71

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

0.71

The correlation between TECI.TO and TLF.TO shifts across timeframes, from 0.71 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TECI.TO vs. TLF.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

TLF.TO
TLF.TO Risk / Return Rank: 5353
Overall Rank
TLF.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TLF.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
TLF.TO Omega Ratio Rank: 5050
Omega Ratio Rank
TLF.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
TLF.TO Martin Ratio Rank: 5858
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. TLF.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 Brompton Tech Leaders Income ETF (TLF.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.TOTLF.TODifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.04

Calmar ratioReturn relative to maximum drawdown

3.74

2.23

+1.51

Martin ratioReturn relative to average drawdown

10.98

7.57

+3.41

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

The current TECI.TO Sharpe Ratio is 1.70, which is comparable to the TLF.TO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of TECI.TO and TLF.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. TLF.TO - Drawdown Comparison

The maximum TECI.TO drawdown since its inception was -55.35%, which is greater than TLF.TO's maximum drawdown of -37.19%. Use the drawdown chart below to compare losses from any high point for TECI.TO and TLF.TO.


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Drawdown Indicators


TECI.TOTLF.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.35%

-37.19%

-18.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-14.73%

+1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

-24.99%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-37.19%

Max Drawdown (10Y)

Largest decline over 10 years

-37.19%

Current Drawdown

Current decline from peak

-13.29%

-10.89%

-2.40%

Average Drawdown

Average peak-to-trough decline

-22.88%

-7.35%

-15.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

4.34%

+0.18%

Volatility

TECI.TO vs. TLF.TO - Volatility Comparison

The current volatility for TD Global Technology Innovators Index ETF (TECI.TO) is 12.76%, while Brompton Tech Leaders Income ETF (TLF.TO) has a volatility of 13.70%. This indicates that TECI.TO experiences smaller price fluctuations and is considered to be less risky than TLF.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.TOTLF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.76%

13.70%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

25.30%

21.97%

+3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

29.28%

24.65%

+4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.03%

25.84%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.03%

24.22%

+5.81%

Dividends

TECI.TO vs. TLF.TO - Dividend Comparison

TECI.TO's dividend yield for the trailing twelve months is around 0.07%, less than TLF.TO's 5.66% yield.


PositionTTM20252024202320222021202020192018201720162015
TECI.TO
TD Global Technology Innovators Index ETF
0.07%0.10%0.43%0.55%0.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLF.TO
Brompton Tech Leaders Income ETF
5.66%5.90%5.86%5.31%6.97%3.40%3.49%4.64%6.05%5.94%7.67%7.63%

Frequently Asked Questions


TECI.TO and TLF.TO have a correlation of 0.83, 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: TD and Brompton.

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