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

Performance

TPE.TO vs. TINF.TO - Performance Comparison

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

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


2026 (YTD)202520242023202220212020
TPE.TO
TD International Equity Index ETF
2.51%25.30%12.36%15.65%-9.18%10.41%15.01%
TINF.TO
TD Active Global Infrastructure Equity ETF
11.03%14.91%22.73%4.63%3.82%9.89%5.19%

Returns By Period

In the year-to-date period, TPE.TO achieves a 2.51% return, which is significantly lower than TINF.TO's 11.03% return.


TPE.TO

1D
3.00%
1M
-6.15%
YTD
2.51%
6M
5.84%
1Y
19.21%
3Y*
15.38%
5Y*
10.20%
10Y*
9.42%

TINF.TO

1D
0.62%
1M
-1.05%
YTD
11.03%
6M
10.74%
1Y
19.20%
3Y*
16.31%
5Y*
13.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

TPE.TO has a 0.19% expense ratio, which is lower than TINF.TO's 0.73% expense ratio.


Return for Risk

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

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

TPE.TO
TPE.TO Risk / Return Rank: 6666
Overall Rank
TPE.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TPE.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
TPE.TO Omega Ratio Rank: 6565
Omega Ratio Rank
TPE.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
TPE.TO Martin Ratio Rank: 6363
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for TD International Equity Index ETF (TPE.TO) and TD Active Global Infrastructure Equity ETF (TINF.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.


TPE.TOTINF.TODifference

Sharpe ratio

Return per unit of total volatility

1.16

1.62

-0.45

Sortino ratio

Return per unit of downside risk

1.63

2.08

-0.45

Omega ratio

Gain probability vs. loss probability

1.23

1.31

-0.07

Calmar ratio

Return relative to maximum drawdown

1.63

2.26

-0.63

Martin ratio

Return relative to average drawdown

6.17

9.52

-3.35

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

The current TPE.TO Sharpe Ratio is 1.16, which is comparable to the TINF.TO Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of TPE.TO and TINF.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


TPE.TOTINF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.62

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

1.14

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.04

-0.42

Correlation

The correlation between TPE.TO and TINF.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

TPE.TO vs. TINF.TO - Dividend Comparison

TPE.TO's dividend yield for the trailing twelve months is around 2.29%, less than TINF.TO's 2.62% yield.


TTM2025202420232022202120202019201820172016
TPE.TO
TD International Equity Index ETF
2.29%2.30%2.37%2.66%2.89%2.41%2.42%2.60%2.94%2.35%2.21%
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%

Drawdowns

TPE.TO vs. TINF.TO - Drawdown Comparison

The maximum TPE.TO drawdown since its inception was -27.42%, which is greater than TINF.TO's maximum drawdown of -13.48%. Use the drawdown chart below to compare losses from any high point for TPE.TO and TINF.TO.


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Drawdown Indicators


TPE.TOTINF.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.42%

-13.48%

-13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-8.95%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-13.48%

-11.33%

Max Drawdown (10Y)

Largest decline over 10 years

-27.42%

Current Drawdown

Current decline from peak

-6.82%

-1.05%

-5.77%

Average Drawdown

Average peak-to-trough decline

-4.44%

-2.42%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.12%

+0.91%

Volatility

TPE.TO vs. TINF.TO - Volatility Comparison

TD International Equity Index ETF (TPE.TO) has a higher volatility of 7.60% compared to TD Active Global Infrastructure Equity ETF (TINF.TO) at 5.06%. This indicates that TPE.TO's price experiences larger fluctuations and is considered to be riskier than TINF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPE.TOTINF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

5.06%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

7.20%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.62%

11.96%

+4.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.71%

11.64%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

11.94%

+2.78%