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TGED.TO vs. EFAS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGED.TO vs. EFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Active Global Enhanced Dividend ETF (TGED.TO) and Global X MSCI SuperDividend® EAFE ETF (EFAS). The values are adjusted to include any dividend payments, if applicable.

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TGED.TO vs. EFAS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TGED.TO
TD Active Global Enhanced Dividend ETF
-0.04%10.63%38.60%23.33%-14.27%20.42%19.17%10.07%
EFAS
Global X MSCI SuperDividend® EAFE ETF
11.55%40.10%11.92%12.12%-1.44%11.73%-7.02%4.40%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, TGED.TO achieves a -0.04% return, which is significantly lower than EFAS's 11.55% return.


TGED.TO

1D
3.14%
1M
-6.47%
YTD
-0.04%
6M
-1.87%
1Y
15.82%
3Y*
20.43%
5Y*
13.68%
10Y*

EFAS

1D
2.43%
1M
0.36%
YTD
11.55%
6M
15.14%
1Y
35.31%
3Y*
23.74%
5Y*
15.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGED.TO vs. EFAS - Expense Ratio Comparison

TGED.TO has a 0.72% expense ratio, which is higher than EFAS's 0.56% expense ratio.


Return for Risk

TGED.TO vs. EFAS — Risk / Return Rank

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

TGED.TO
TGED.TO Risk / Return Rank: 4747
Overall Rank
TGED.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TGED.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
TGED.TO Omega Ratio Rank: 4545
Omega Ratio Rank
TGED.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
TGED.TO Martin Ratio Rank: 4848
Martin Ratio Rank

EFAS
EFAS Risk / Return Rank: 9696
Overall Rank
EFAS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EFAS Sortino Ratio Rank: 9797
Sortino Ratio Rank
EFAS Omega Ratio Rank: 9797
Omega Ratio Rank
EFAS Calmar Ratio Rank: 9494
Calmar Ratio Rank
EFAS Martin Ratio Rank: 9696
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.

TGED.TO vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Active Global Enhanced Dividend ETF (TGED.TO) and Global X MSCI SuperDividend® EAFE ETF (EFAS). 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.


TGED.TOEFASDifference

Sharpe ratio

Return per unit of total volatility

0.82

2.76

-1.94

Sortino ratio

Return per unit of downside risk

1.20

3.44

-2.23

Omega ratio

Gain probability vs. loss probability

1.18

1.55

-0.37

Calmar ratio

Return relative to maximum drawdown

1.33

3.22

-1.89

Martin ratio

Return relative to average drawdown

4.69

16.27

-11.58

TGED.TO vs. EFAS - Sharpe Ratio Comparison

The current TGED.TO Sharpe Ratio is 0.82, which is lower than the EFAS Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of TGED.TO and EFAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TGED.TOEFASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

2.76

-1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

1.17

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.65

+0.23

Correlation

The correlation between TGED.TO and EFAS is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TGED.TO vs. EFAS - Dividend Comparison

TGED.TO's dividend yield for the trailing twelve months is around 3.88%, less than EFAS's 4.54% yield.


TTM2025202420232022202120202019201820172016
TGED.TO
TD Active Global Enhanced Dividend ETF
3.88%3.79%3.01%3.97%4.70%3.44%3.63%2.54%0.00%0.00%0.00%
EFAS
Global X MSCI SuperDividend® EAFE ETF
4.54%4.83%6.76%6.33%7.28%5.19%4.34%5.75%6.63%6.15%0.21%

Drawdowns

TGED.TO vs. EFAS - Drawdown Comparison

The maximum TGED.TO drawdown since its inception was -26.19%, smaller than the maximum EFAS drawdown of -37.65%. Use the drawdown chart below to compare losses from any high point for TGED.TO and EFAS.


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Drawdown Indicators


TGED.TOEFASDifference

Max Drawdown

Largest peak-to-trough decline

-26.19%

-44.38%

+18.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-10.52%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-23.05%

-28.81%

+5.76%

Current Drawdown

Current decline from peak

-7.95%

-1.59%

-6.36%

Average Drawdown

Average peak-to-trough decline

-4.74%

-7.20%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.28%

+1.20%

Volatility

TGED.TO vs. EFAS - Volatility Comparison

TD Active Global Enhanced Dividend ETF (TGED.TO) has a higher volatility of 7.44% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 5.59%. This indicates that TGED.TO's price experiences larger fluctuations and is considered to be riskier than EFAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGED.TOEFASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

5.59%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

7.96%

+4.60%

Volatility (1Y)

Calculated over the trailing 1-year period

19.39%

12.87%

+6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

13.03%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.69%

16.14%

+0.55%