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TPU.TO vs. TTP.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPU.TO and TTP.TO is 0.67, 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.


-0.50.00.51.00.7

Performance

TPU.TO vs. TTP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TD U.S. Equity Index ETF (TPU.TO) and TD Canadian Equity Index ETF (TTP.TO). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.65%
7.34%
TPU.TO
TTP.TO

Key characteristics

Sharpe Ratio

TPU.TO:

2.41

TTP.TO:

2.37

Sortino Ratio

TPU.TO:

3.30

TTP.TO:

3.22

Omega Ratio

TPU.TO:

1.44

TTP.TO:

1.42

Calmar Ratio

TPU.TO:

3.75

TTP.TO:

4.56

Martin Ratio

TPU.TO:

16.49

TTP.TO:

13.57

Ulcer Index

TPU.TO:

1.78%

TTP.TO:

1.72%

Daily Std Dev

TPU.TO:

12.19%

TTP.TO:

9.84%

Max Drawdown

TPU.TO:

-27.96%

TTP.TO:

-37.03%

Current Drawdown

TPU.TO:

-1.32%

TTP.TO:

-0.95%

Returns By Period

In the year-to-date period, TPU.TO achieves a 2.86% return, which is significantly lower than TTP.TO's 3.65% return.


TPU.TO

YTD

2.86%

1M

0.10%

6M

14.18%

1Y

29.37%

5Y*

15.80%

10Y*

N/A

TTP.TO

YTD

3.65%

1M

1.18%

6M

11.77%

1Y

23.51%

5Y*

10.75%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TPU.TO vs. TTP.TO - Expense Ratio Comparison

TPU.TO has a 0.06% expense ratio, which is higher than TTP.TO's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


TPU.TO
TD U.S. Equity Index ETF
Expense ratio chart for TPU.TO: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for TTP.TO: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

TPU.TO vs. TTP.TO — Risk-Adjusted Performance Rank

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

TPU.TO
The Risk-Adjusted Performance Rank of TPU.TO is 9090
Overall Rank
The Sharpe Ratio Rank of TPU.TO is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TPU.TO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of TPU.TO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TPU.TO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of TPU.TO is 9191
Martin Ratio Rank

TTP.TO
The Risk-Adjusted Performance Rank of TTP.TO is 9090
Overall Rank
The Sharpe Ratio Rank of TTP.TO is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TTP.TO is 8989
Sortino Ratio Rank
The Omega Ratio Rank of TTP.TO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of TTP.TO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of TTP.TO is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TPU.TO vs. TTP.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TD U.S. Equity Index ETF (TPU.TO) and TD Canadian Equity Index ETF (TTP.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.


Sharpe ratio
The chart of Sharpe ratio for TPU.TO, currently valued at 1.84, compared to the broader market0.002.004.001.841.43
The chart of Sortino ratio for TPU.TO, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.0010.0012.002.481.97
The chart of Omega ratio for TPU.TO, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.25
The chart of Calmar ratio for TPU.TO, currently valued at 2.78, compared to the broader market0.005.0010.0015.002.782.42
The chart of Martin ratio for TPU.TO, currently valued at 10.94, compared to the broader market0.0020.0040.0060.0080.00100.0010.946.83
TPU.TO
TTP.TO

The current TPU.TO Sharpe Ratio is 2.41, which is comparable to the TTP.TO Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of TPU.TO and TTP.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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.84
1.43
TPU.TO
TTP.TO

Dividends

TPU.TO vs. TTP.TO - Dividend Comparison

TPU.TO's dividend yield for the trailing twelve months is around 0.52%, less than TTP.TO's 2.47% yield.


TTM202420232022202120202019201820172016
TPU.TO
TD U.S. Equity Index ETF
0.52%0.53%1.47%1.62%1.20%1.49%1.49%1.90%1.93%1.61%
TTP.TO
TD Canadian Equity Index ETF
2.47%2.56%2.90%3.68%1.85%2.12%2.09%2.89%2.31%1.84%

Drawdowns

TPU.TO vs. TTP.TO - Drawdown Comparison

The maximum TPU.TO drawdown since its inception was -27.96%, smaller than the maximum TTP.TO drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for TPU.TO and TTP.TO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.46%
-1.64%
TPU.TO
TTP.TO

Volatility

TPU.TO vs. TTP.TO - Volatility Comparison

The current volatility for TD U.S. Equity Index ETF (TPU.TO) is 2.79%, while TD Canadian Equity Index ETF (TTP.TO) has a volatility of 3.09%. This indicates that TPU.TO experiences smaller price fluctuations and is considered to be less risky than TTP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.79%
3.09%
TPU.TO
TTP.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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