TQGD.TO vs. ACWI
Compare and contrast key facts about TD Q Global Dividend ETF (TQGD.TO) and iShares MSCI ACWI ETF (ACWI).
TQGD.TO and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TQGD.TO is a passively managed fund by TD that tracks the performance of the MSCI World Index (Total Return). It was launched on Nov 20, 2019. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both TQGD.TO and ACWI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
TQGD.TO vs. ACWI - Performance Comparison
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TQGD.TO vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TQGD.TO TD Q Global Dividend ETF | 2.94% | 16.45% | 17.65% | 15.06% | 1.03% | 21.14% | -5.84% | 0.62% |
ACWI iShares MSCI ACWI ETF | -0.88% | 16.80% | 27.54% | 19.58% | -12.57% | 17.59% | 14.37% | 0.89% |
Different Trading Currencies
TQGD.TO is traded in CAD, while ACWI is traded in USD. To make them comparable, the ACWI values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TQGD.TO achieves a 2.94% return, which is significantly higher than ACWI's -3.79% return.
TQGD.TO
- 1D
- 1.79%
- 1M
- -2.52%
- YTD
- 2.94%
- 6M
- 4.78%
- 1Y
- 16.84%
- 3Y*
- 15.94%
- 5Y*
- 12.74%
- 10Y*
- —
ACWI
- 1D
- 0.00%
- 1M
- -7.07%
- YTD
- -3.79%
- 6M
- -2.08%
- 1Y
- 13.40%
- 3Y*
- 16.93%
- 5Y*
- 11.02%
- 10Y*
- 11.99%
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TQGD.TO vs. ACWI - Expense Ratio Comparison
TQGD.TO has a 0.44% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Return for Risk
TQGD.TO vs. ACWI — Risk / Return Rank
TQGD.TO
ACWI
TQGD.TO vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TD Q Global Dividend ETF (TQGD.TO) and iShares MSCI ACWI ETF (ACWI). 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.
| TQGD.TO | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.81 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.19 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.20 | +0.18 |
Martin ratioReturn relative to average drawdown | 6.16 | 5.00 | +1.15 |
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
| TQGD.TO | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.81 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.82 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.85 | -0.13 |
Correlation
The correlation between TQGD.TO and ACWI is 0.63, 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
TQGD.TO vs. ACWI - Dividend Comparison
TQGD.TO's dividend yield for the trailing twelve months is around 2.90%, more than ACWI's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TQGD.TO TD Q Global Dividend ETF | 2.90% | 2.89% | 3.38% | 3.65% | 3.89% | 3.40% | 4.85% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
TQGD.TO vs. ACWI - Drawdown Comparison
The maximum TQGD.TO drawdown since its inception was -30.22%, which is greater than ACWI's maximum drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for TQGD.TO and ACWI.
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Drawdown Indicators
| TQGD.TO | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -56.00% | +25.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -11.76% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -15.52% | -26.42% | +10.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.53% | — |
Current DrawdownCurrent decline from peak | -3.10% | -6.92% | +3.82% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -8.69% | +4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.54% | +0.34% |
Volatility
TQGD.TO vs. ACWI - Volatility Comparison
The current volatility for TD Q Global Dividend ETF (TQGD.TO) is 4.21%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 5.32%. This indicates that TQGD.TO experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TQGD.TO | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 5.32% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 9.44% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 16.67% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.00% | 13.49% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 14.80% | -0.03% |