TQCD.TO vs. ZGQ.TO
Compare and contrast key facts about TD Q Canadian Dividend ETF (TQCD.TO) and BMO MSCI All Country World High Quality Index ETF (ZGQ.TO).
TQCD.TO and ZGQ.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TQCD.TO is an actively managed fund by TD. It was launched on Nov 20, 2019. ZGQ.TO is a passively managed fund by BMO that tracks the performance of the MSCI All Country World High Quality Index. It was launched on Nov 5, 2014.
Performance
TQCD.TO vs. ZGQ.TO - Performance Comparison
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TQCD.TO vs. ZGQ.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TQCD.TO TD Q Canadian Dividend ETF | 7.36% | 33.11% | 22.27% | 12.29% | 1.68% | 26.29% | -13.24% | 3.12% |
ZGQ.TO BMO MSCI All Country World High Quality Index ETF | -0.57% | 8.04% | 29.47% | 29.38% | -18.76% | 21.44% | 22.41% | 1.32% |
Returns By Period
In the year-to-date period, TQCD.TO achieves a 7.36% return, which is significantly higher than ZGQ.TO's -0.57% return.
TQCD.TO
- 1D
- 1.87%
- 1M
- -2.72%
- YTD
- 7.36%
- 6M
- 15.97%
- 1Y
- 38.76%
- 3Y*
- 23.13%
- 5Y*
- 17.71%
- 10Y*
- —
ZGQ.TO
- 1D
- 3.28%
- 1M
- -5.25%
- YTD
- -0.57%
- 6M
- -0.85%
- 1Y
- 11.72%
- 3Y*
- 17.59%
- 5Y*
- 11.39%
- 10Y*
- 13.59%
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TQCD.TO vs. ZGQ.TO - Expense Ratio Comparison
TQCD.TO has a 0.39% expense ratio, which is lower than ZGQ.TO's 0.50% expense ratio.
Return for Risk
TQCD.TO vs. ZGQ.TO — Risk / Return Rank
TQCD.TO
ZGQ.TO
TQCD.TO vs. ZGQ.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TD Q Canadian Dividend ETF (TQCD.TO) and BMO MSCI All Country World High Quality Index ETF (ZGQ.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.
| TQCD.TO | ZGQ.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.01 | 0.65 | +2.36 |
Sortino ratioReturn per unit of downside risk | 3.72 | 1.01 | +2.71 |
Omega ratioGain probability vs. loss probability | 1.62 | 1.15 | +0.48 |
Calmar ratioReturn relative to maximum drawdown | 3.72 | 1.11 | +2.61 |
Martin ratioReturn relative to average drawdown | 19.47 | 4.24 | +15.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TQCD.TO | ZGQ.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.01 | 0.65 | +2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.45 | 0.73 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.86 | -0.16 |
Correlation
The correlation between TQCD.TO and ZGQ.TO is 0.48, 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
TQCD.TO vs. ZGQ.TO - Dividend Comparison
TQCD.TO's dividend yield for the trailing twelve months is around 2.88%, more than ZGQ.TO's 0.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TQCD.TO TD Q Canadian Dividend ETF | 2.88% | 2.95% | 3.47% | 3.73% | 4.03% | 4.09% | 6.20% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
ZGQ.TO BMO MSCI All Country World High Quality Index ETF | 0.56% | 0.60% | 0.90% | 1.33% | 1.34% | 0.86% | 0.99% | 1.10% | 1.51% | 1.09% | 1.35% | 1.03% |
Drawdowns
TQCD.TO vs. ZGQ.TO - Drawdown Comparison
The maximum TQCD.TO drawdown since its inception was -46.47%, which is greater than ZGQ.TO's maximum drawdown of -26.68%. Use the drawdown chart below to compare losses from any high point for TQCD.TO and ZGQ.TO.
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Drawdown Indicators
| TQCD.TO | ZGQ.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -26.68% | -19.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.74% | -11.28% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -15.65% | -26.68% | +11.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.68% | — |
Current DrawdownCurrent decline from peak | -3.29% | -6.25% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -4.54% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.95% | -0.90% |
Volatility
TQCD.TO vs. ZGQ.TO - Volatility Comparison
The current volatility for TD Q Canadian Dividend ETF (TQCD.TO) is 4.71%, while BMO MSCI All Country World High Quality Index ETF (ZGQ.TO) has a volatility of 6.62%. This indicates that TQCD.TO experiences smaller price fluctuations and is considered to be less risky than ZGQ.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.TO | ZGQ.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 6.62% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 11.22% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 18.19% | -5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.25% | 15.72% | -3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.63% | 16.07% | +3.56% |