PortfoliosLab logoPortfoliosLab logo
TPU.TO vs. XEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPU.TO vs. XEQT.TO - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with TPU.TO having a 12.48% return and XEQT.TO slightly lower at 12.29%.


TPU.TO

1D
-0.27%
1M
7.38%
YTD
12.48%
6M
10.60%
1Y
29.73%
3Y*
23.84%
5Y*
16.57%
10Y*
16.10%

XEQT.TO

1D
-0.56%
1M
5.98%
YTD
12.29%
6M
11.20%
1Y
29.24%
3Y*
21.78%
5Y*
13.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPU.TO vs. XEQT.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TPU.TO
TD U.S. Equity Index ETF
12.48%12.69%34.82%24.24%-14.31%26.02%18.73%11.09%
XEQT.TO
iShares Core Equity ETF Portfolio
12.29%19.47%24.36%17.25%-11.01%18.94%11.82%9.89%

Correlation

The correlation between TPU.TO and XEQT.TO is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.87

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

0.89

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2019

0.87

The correlation between TPU.TO and XEQT.TO has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

TPU.TO vs. XEQT.TO - Sectors Allocation Comparison


Sectors
TPU.TO
XEQT.TO

Technology

35.3%
22.9%

Communication Services

11.5%
6.4%

Financial Services

11.5%
20.3%

Consumer Cyclical

10.0%
7.8%

Healthcare

8.8%
6.6%

Industrials

8.6%
12.1%

Consumer Defensive

4.8%
4.4%

Energy

3.6%
7.2%

Utilities

2.3%
2.8%

Basic Materials

1.8%
7.3%

Real Estate

1.8%
2.2%

Technology

TPU.TO
35.3%
XEQT.TO
22.9%

Communication Services

TPU.TO
11.5%
XEQT.TO
6.4%

Financial Services

TPU.TO
11.5%
XEQT.TO
20.3%

Consumer Cyclical

TPU.TO
10.0%
XEQT.TO
7.8%

Healthcare

TPU.TO
8.8%
XEQT.TO
6.6%

Industrials

TPU.TO
8.6%
XEQT.TO
12.1%

Consumer Defensive

TPU.TO
4.8%
XEQT.TO
4.4%

Energy

TPU.TO
3.6%
XEQT.TO
7.2%

Utilities

TPU.TO
2.3%
XEQT.TO
2.8%

Basic Materials

TPU.TO
1.8%
XEQT.TO
7.3%

Real Estate

TPU.TO
1.8%
XEQT.TO
2.2%

Compare stocks, funds, or ETFs

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


Return for Risk

TPU.TO vs. XEQT.TO — Risk / Return Rank

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

TPU.TO
TPU.TO Risk / Return Rank: 7373
Overall Rank
TPU.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TPU.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
TPU.TO Omega Ratio Rank: 7777
Omega Ratio Rank
TPU.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
TPU.TO Martin Ratio Rank: 6868
Martin Ratio Rank

XEQT.TO
XEQT.TO Risk / Return Rank: 7575
Overall Rank
XEQT.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 7676
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 7878
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.

TPU.TO vs. XEQT.TO - Risk-Adjusted Trends Comparison

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


TPU.TOXEQT.TODifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.46

1.47

0.00

Calmar ratioReturn relative to maximum drawdown

3.44

3.56

-0.12

Martin ratioReturn relative to average drawdown

12.86

15.50

-2.64

TPU.TO vs. XEQT.TO - Sharpe Ratio Comparison

The current TPU.TO Sharpe Ratio is 2.53, which is comparable to the XEQT.TO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of TPU.TO and XEQT.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.


Loading charts...

Sharpe Ratios by Period


TPU.TOXEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

2.53

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

1.05

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.95

+0.02

Drawdowns

TPU.TO vs. XEQT.TO - Drawdown Comparison

The maximum TPU.TO drawdown since its inception was -27.96%, smaller than the maximum XEQT.TO drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for TPU.TO and XEQT.TO.


Loading charts...

Drawdown Indicators


TPU.TOXEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.96%

-29.74%

+1.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-8.25%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-15.08%

-4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-19.56%

-4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-27.96%

Current Drawdown

Current decline from peak

-0.27%

-0.56%

+0.29%

Average Drawdown

Average peak-to-trough decline

-3.96%

-4.11%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.89%

+0.43%

Volatility

TPU.TO vs. XEQT.TO - Volatility Comparison

The current volatility for TD U.S. Equity Index ETF (TPU.TO) is 3.23%, while iShares Core Equity ETF Portfolio (XEQT.TO) has a volatility of 3.70%. This indicates that TPU.TO experiences smaller price fluctuations and is considered to be less risky than XEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TPU.TOXEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

3.70%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

9.38%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

11.63%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

13.12%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

15.56%

+1.04%

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

TPU.TO has a 0.06% expense ratio, which is lower than XEQT.TO's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TPU.TO vs. XEQT.TO - Dividend Comparison

TPU.TO's dividend yield for the trailing twelve months is around 0.85%, less than XEQT.TO's 1.48% yield.


PositionTTM2025202420232022202120202019201820172016
TPU.TO
TD U.S. Equity Index ETF
0.85%0.96%0.90%1.22%1.34%0.99%1.23%1.23%1.57%1.59%1.33%
XEQT.TO
iShares Core Equity ETF Portfolio
1.48%1.66%2.01%2.07%2.12%1.64%1.66%1.19%0.00%0.00%0.00%

Frequently Asked Questions


TPU.TO and XEQT.TO have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TPU.TO is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TPU.TO is cheaper with a 0.06% expense ratio, compared with 0.20% for XEQT.TO.

TPU.TO is categorized as Large Cap Blend Equities, while XEQT.TO is Global Equities. They also come from different issuers: TD and iShares. Their fees differ too: 0.06% for TPU.TO and 0.20% for XEQT.TO.

Portfolio Optimizer

Find the right allocation for TPU.TO and XEQT.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer