TEQT.TO vs. TCLV.TO

Last updated Apr 2, 2026

Compare and contrast key facts about TD All-Equity ETF Portfolio (TEQT.TO) and TD Q Canadian Low Volatility ETF (TCLV.TO).

TEQT.TO and TCLV.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TEQT.TO is a passively managed fund by TD that tracks the performance of the 25% Solactive Canada Broad Market Index (C$, Net Total Return); 55% Solactive US Large Cap CAD Index (C$, Net Total Return); 20% Solactive GBS Developed Markets ex. North America Large & Mid Cap CAD Index (C$, Net Total Return). It was launched on Apr 8, 2025. TCLV.TO is an actively managed fund by TD. It was launched on May 26, 2020.

Performance

TEQT.TO vs. TCLV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD All-Equity ETF Portfolio (TEQT.TO) and TD Q Canadian Low Volatility ETF (TCLV.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
TEQT.TO TD All-Equity ETF Portfolio	0.54%	27.04%
TCLV.TO TD Q Canadian Low Volatility ETF	1.20%	16.16%

Returns By Period

In the year-to-date period, TEQT.TO achieves a 0.54% return, which is significantly lower than TCLV.TO's 1.20% return.

TEQT.TO

• 1D: 0.80%
• 1M: -3.23%
• YTD: 0.54%
• 6M: 2.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TCLV.TO

• 1D: 0.26%
• 1M: -2.52%
• YTD: 1.20%
• 6M: 6.39%
• 1Y: 17.20%
• 3Y*: 13.62%
• 5Y*: 11.55%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

TEQT.TO has a 0.17% expense ratio, which is lower than TCLV.TO's 0.33% expense ratio.

TCLV.TO

TD Q Canadian Low Volatility ETF

TEQT.TO

TD All-Equity ETF Portfolio

Return for Risk

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

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

TCLV.TO

TCLV.TO Risk / Return Rank: 87
TCLV.TO Sharpe Ratio Rank: 86
TCLV.TO Sortino Ratio Rank: 89
TCLV.TO Omega Ratio Rank: 87
TCLV.TO Calmar Ratio Rank: 84
TCLV.TO Martin Ratio Rank: 90

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.

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

This table presents a comparison of risk-adjusted performance metrics for TD All-Equity ETF Portfolio (TEQT.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TEQT.TO	TCLV.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.21	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.35	1.30	+1.05

Correlation

The correlation between TEQT.TO and TCLV.TO is 0.39, 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

TEQT.TO vs. TCLV.TO - Dividend Comparison

TEQT.TO's dividend yield for the trailing twelve months is around 1.46%, less than TCLV.TO's 1.91% yield.

	TTM	2025	2024	2023	2022	2021	2020
TEQT.TO TD All-Equity ETF Portfolio	1.46%	1.14%	0.00%	0.00%	0.00%	0.00%	0.00%
TCLV.TO TD Q Canadian Low Volatility ETF	1.91%	1.89%	2.68%	3.15%	2.84%	2.64%	1.59%

Drawdowns

TEQT.TO vs. TCLV.TO - Drawdown Comparison

The maximum TEQT.TO drawdown since its inception was -7.62%, smaller than the maximum TCLV.TO drawdown of -15.27%. Use the drawdown chart below to compare losses from any high point for TEQT.TO and TCLV.TO.

Drawdown Indicators

	TEQT.TO	TCLV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-7.62%	-15.27%	+7.65%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.37%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.27%	—
Current Drawdown Current decline from peak	-3.96%	-2.52%	-1.44%
Average Drawdown Average peak-to-trough decline	-1.06%	-3.13%	+2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.36%	—

Volatility

Volatility by Period

	TEQT.TO	TCLV.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.66%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.27%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.42%	9.47%	+2.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.42%	9.56%	+2.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.42%	9.80%	+2.62%