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

Performance

TQCD.TO vs. TUSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Q Canadian Dividend ETF (TQCD.TO) and TD Select U.S. Short Term Corporate Bond Ladder ETF (TUSB.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, TQCD.TO achieves a 18.51% return, which is significantly higher than TUSB.TO's 3.41% return.


TQCD.TO

1D
0.83%
1M
1.92%
6M
13.83%
YTD
18.51%
1Y
38.15%
3Y*
27.23%
5Y*
18.16%
10Y*

TUSB.TO

1D
-0.21%
1M
0.48%
6M
1.98%
YTD
3.41%
1Y
6.93%
3Y*
7.96%
5Y*
5.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
TQCD.TO
TD Q Canadian Dividend ETF
18.51%33.11%22.28%12.29%1.68%26.29%-15.58%6.48%
TUSB.TO
TD Select U.S. Short Term Corporate Bond Ladder ETF
3.41%2.39%14.59%3.52%1.39%-2.53%3.22%-1.63%

Correlation

The correlation between TQCD.TO and TUSB.TO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

-0.09

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

-0.12

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

-0.10

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Return for Risk

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

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

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

TUSB.TO
TUSB.TO Risk / Return Rank: 5050
Overall Rank
TUSB.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TUSB.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
TUSB.TO Omega Ratio Rank: 5555
Omega Ratio Rank
TUSB.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
TUSB.TO Martin Ratio Rank: 3838
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.

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

This table presents a comparison of risk-adjusted performance metrics for TD Q Canadian Dividend ETF (TQCD.TO) and TD Select U.S. Short Term Corporate Bond Ladder ETF (TUSB.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.


TQCD.TOTUSB.TODifference
Sharpe ratioReturn per unit of total volatility

+2.17

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.67

1.28

+0.39

Calmar ratioReturn relative to maximum drawdown

5.27

1.92

+3.35

Martin ratioReturn relative to average drawdown

25.39

4.86

+20.52

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

The current TQCD.TO Sharpe Ratio is 3.71, which is higher than the TUSB.TO Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of TQCD.TO and TUSB.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

TQCD.TO vs. TUSB.TO - Drawdown Comparison

The maximum TQCD.TO drawdown since its inception was -47.52%, which is greater than TUSB.TO's maximum drawdown of -11.97%. Use the drawdown chart below to compare losses from any high point for TQCD.TO and TUSB.TO.


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Drawdown Indicators


TQCD.TOTUSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-47.52%

-11.97%

-35.55%

Max Drawdown (1Y)

Largest decline over 1 year

-7.27%

-3.62%

-3.65%

Max Drawdown (3Y)

Largest decline over 3 years

-12.41%

-5.20%

-7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-15.65%

-7.56%

-8.09%

Current Drawdown

Current decline from peak

0.00%

-1.37%

+1.37%

Average Drawdown

Average peak-to-trough decline

-6.29%

-3.46%

-2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.43%

+0.08%

Volatility

TQCD.TO vs. TUSB.TO - Volatility Comparison

TD Q Canadian Dividend ETF (TQCD.TO) has a higher volatility of 2.33% compared to TD Select U.S. Short Term Corporate Bond Ladder ETF (TUSB.TO) at 1.23%. This indicates that TQCD.TO's price experiences larger fluctuations and is considered to be riskier than TUSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQCD.TOTUSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

1.23%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

3.37%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

10.35%

4.53%

+5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

6.53%

+6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.69%

6.72%

+12.97%

Dividends

TQCD.TO vs. TUSB.TO - Dividend Comparison

TQCD.TO's dividend yield for the trailing twelve months is around 2.73%, less than TUSB.TO's 4.57% yield.


PositionTTM20252024202320222021202020192018
TQCD.TO
TD Q Canadian Dividend ETF
2.73%2.95%3.48%3.73%4.03%4.09%6.20%0.38%0.00%
TUSB.TO
TD Select U.S. Short Term Corporate Bond Ladder ETF
4.57%5.05%4.92%5.35%3.54%3.43%5.07%4.48%0.55%

Frequently Asked Questions


TQCD.TO and TUSB.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQCD.TO is categorized as Canada Equities, while TUSB.TO is Short-Term Bond.

Portfolio Optimizer

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