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TINF.TO vs. CYH.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TINF.TO vs. CYH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Active Global Infrastructure Equity ETF (TINF.TO) and iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO). The values are adjusted to include any dividend payments, if applicable.

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TINF.TO vs. CYH.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TINF.TO
TD Active Global Infrastructure Equity ETF
11.03%14.91%22.73%4.63%3.82%9.89%5.19%
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)
8.39%18.77%12.29%3.84%-2.47%23.43%13.94%

Returns By Period

In the year-to-date period, TINF.TO achieves a 11.03% return, which is significantly higher than CYH.TO's 8.39% return.


TINF.TO

1D
0.62%
1M
-1.05%
YTD
11.03%
6M
10.74%
1Y
19.20%
3Y*
16.31%
5Y*
13.16%
10Y*

CYH.TO

1D
1.19%
1M
-1.99%
YTD
8.39%
6M
11.63%
1Y
20.90%
3Y*
14.80%
5Y*
9.42%
10Y*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TINF.TO vs. CYH.TO - Expense Ratio Comparison

TINF.TO has a 0.73% expense ratio, which is higher than CYH.TO's 0.66% expense ratio.


Return for Risk

TINF.TO vs. CYH.TO — Risk / Return Rank

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

TINF.TO
TINF.TO Risk / Return Rank: 8181
Overall Rank
TINF.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TINF.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
TINF.TO Omega Ratio Rank: 7979
Omega Ratio Rank
TINF.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
TINF.TO Martin Ratio Rank: 8383
Martin Ratio Rank

CYH.TO
CYH.TO Risk / Return Rank: 7979
Overall Rank
CYH.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CYH.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
CYH.TO Omega Ratio Rank: 8181
Omega Ratio Rank
CYH.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
CYH.TO Martin Ratio Rank: 8686
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.

TINF.TO vs. CYH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Active Global Infrastructure Equity ETF (TINF.TO) and iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.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.


TINF.TOCYH.TODifference

Sharpe ratio

Return per unit of total volatility

1.62

1.39

+0.23

Sortino ratio

Return per unit of downside risk

2.08

1.99

+0.09

Omega ratio

Gain probability vs. loss probability

1.31

1.31

0.00

Calmar ratio

Return relative to maximum drawdown

2.26

1.87

+0.39

Martin ratio

Return relative to average drawdown

9.52

10.00

-0.47

TINF.TO vs. CYH.TO - Sharpe Ratio Comparison

The current TINF.TO Sharpe Ratio is 1.62, which is comparable to the CYH.TO Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of TINF.TO and CYH.TO, 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


TINF.TOCYH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.39

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.70

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.32

+0.71

Correlation

The correlation between TINF.TO and CYH.TO is 0.52, 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

TINF.TO vs. CYH.TO - Dividend Comparison

TINF.TO's dividend yield for the trailing twelve months is around 2.62%, less than CYH.TO's 3.41% yield.


TTM20252024202320222021202020192018201720162015
TINF.TO
TD Active Global Infrastructure Equity ETF
2.62%2.89%2.85%3.39%2.97%2.28%0.99%0.00%0.00%0.00%0.00%0.00%
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)
3.41%3.77%4.33%4.68%4.72%3.89%4.51%4.01%3.98%3.03%3.39%3.84%

Drawdowns

TINF.TO vs. CYH.TO - Drawdown Comparison

The maximum TINF.TO drawdown since its inception was -13.48%, smaller than the maximum CYH.TO drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for TINF.TO and CYH.TO.


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Drawdown Indicators


TINF.TOCYH.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.48%

-61.48%

+48.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-11.35%

+2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-13.48%

-17.67%

+4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

Current Drawdown

Current decline from peak

-1.05%

-2.61%

+1.56%

Average Drawdown

Average peak-to-trough decline

-2.42%

-10.02%

+7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.12%

0.00%

Volatility

TINF.TO vs. CYH.TO - Volatility Comparison

TD Active Global Infrastructure Equity ETF (TINF.TO) has a higher volatility of 5.06% compared to iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) at 4.10%. This indicates that TINF.TO's price experiences larger fluctuations and is considered to be riskier than CYH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TINF.TOCYH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

4.10%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

7.40%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

11.96%

15.15%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.64%

13.59%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

17.06%

-5.12%