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TGRE.TO vs. TQCD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGRE.TO vs. TQCD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Active Global Real Estate Equity ETF (TGRE.TO) and TD Q Canadian Dividend ETF (TQCD.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, TGRE.TO achieves a 11.82% return, which is significantly lower than TQCD.TO's 18.51% return.


TGRE.TO

1D
0.51%
1M
0.97%
6M
7.74%
YTD
11.82%
1Y
13.18%
3Y*
10.96%
5Y*
2.56%
10Y*

TQCD.TO

1D
0.83%
1M
1.92%
6M
13.83%
YTD
18.51%
1Y
38.15%
3Y*
27.23%
5Y*
18.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGRE.TO vs. TQCD.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TGRE.TO
TD Active Global Real Estate Equity ETF
11.82%0.39%14.77%8.69%-27.34%32.66%2.37%-0.70%
TQCD.TO
TD Q Canadian Dividend ETF
18.51%33.11%22.28%12.29%1.68%26.29%-15.58%6.48%

Correlation

The correlation between TGRE.TO and TQCD.TO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.36

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

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2019

0.38

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Return for Risk

TGRE.TO vs. TQCD.TO — Risk / Return Rank

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

TGRE.TO
TGRE.TO Risk / Return Rank: 3232
Overall Rank
TGRE.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TGRE.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
TGRE.TO Omega Ratio Rank: 2929
Omega Ratio Rank
TGRE.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
TGRE.TO Martin Ratio Rank: 3434
Martin Ratio Rank

TQCD.TO
TQCD.TO Risk / Return Rank: 9696
Overall Rank
TQCD.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TQCD.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
TQCD.TO Omega Ratio Rank: 9696
Omega Ratio Rank
TQCD.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
TQCD.TO 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.

TGRE.TO vs. TQCD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Active Global Real Estate Equity ETF (TGRE.TO) and TD Q Canadian Dividend ETF (TQCD.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.


TGRE.TOTQCD.TODifference
Sharpe ratioReturn per unit of total volatility

-2.73

Sortino ratioReturn per unit of downside risk

-3.39

Omega ratioGain probability vs. loss probability

1.17

1.67

-0.49

Calmar ratioReturn relative to maximum drawdown

1.58

5.27

-3.69

Martin ratioReturn relative to average drawdown

4.13

25.39

-21.26

TGRE.TO vs. TQCD.TO - Sharpe Ratio Comparison

The current TGRE.TO Sharpe Ratio is 0.98, which is lower than the TQCD.TO Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of TGRE.TO and TQCD.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

TGRE.TO vs. TQCD.TO - Drawdown Comparison

The maximum TGRE.TO drawdown since its inception was -33.49%, smaller than the maximum TQCD.TO drawdown of -47.52%. Use the drawdown chart below to compare losses from any high point for TGRE.TO and TQCD.TO.


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Drawdown Indicators


TGRE.TOTQCD.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-47.52%

+14.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-7.27%

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-12.62%

-12.41%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-33.49%

-15.65%

-17.84%

Current Drawdown

Current decline from peak

-1.17%

0.00%

-1.17%

Average Drawdown

Average peak-to-trough decline

-12.77%

-6.29%

-6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

1.51%

+1.69%

Volatility

TGRE.TO vs. TQCD.TO - Volatility Comparison

TD Active Global Real Estate Equity ETF (TGRE.TO) has a higher volatility of 3.92% compared to TD Q Canadian Dividend ETF (TQCD.TO) at 2.33%. This indicates that TGRE.TO's price experiences larger fluctuations and is considered to be riskier than TQCD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGRE.TOTQCD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

2.33%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

8.36%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.49%

10.35%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

12.59%

+2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

19.69%

-2.33%

Dividends

TGRE.TO vs. TQCD.TO - Dividend Comparison

TGRE.TO's dividend yield for the trailing twelve months is around 4.78%, more than TQCD.TO's 2.73% yield.


PositionTTM2025202420232022202120202019
TGRE.TO
TD Active Global Real Estate Equity ETF
4.78%5.21%4.50%4.93%5.00%1.92%2.04%0.17%
TQCD.TO
TD Q Canadian Dividend ETF
2.73%2.95%3.48%3.73%4.03%4.09%6.20%0.38%

Frequently Asked Questions


TGRE.TO and TQCD.TO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TGRE.TO is categorized as REIT, while TQCD.TO is Canada Equities.

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