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TQGD.TO vs. TEQT.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TQGD.TO vs. TEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Q Global Dividend ETF (TQGD.TO) and TD All-Equity ETF Portfolio (TEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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TQGD.TO vs. TEQT.TO - Yearly Performance Comparison


2026 (YTD)2025
TQGD.TO
TD Q Global Dividend ETF
2.94%22.82%
TEQT.TO
TD All-Equity ETF Portfolio
-0.27%27.04%

Returns By Period

In the year-to-date period, TQGD.TO achieves a 2.94% return, which is significantly higher than TEQT.TO's -0.27% 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*

TEQT.TO

1D
2.84%
1M
-4.04%
YTD
-0.27%
6M
2.68%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TQGD.TO vs. TEQT.TO - Expense Ratio Comparison

TQGD.TO has a 0.44% expense ratio, which is higher than TEQT.TO's 0.17% expense ratio.


Return for Risk

TQGD.TO vs. TEQT.TO — Risk / Return Rank

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

TQGD.TO
TQGD.TO Risk / Return Rank: 6161
Overall Rank
TQGD.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TQGD.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
TQGD.TO Omega Ratio Rank: 6565
Omega Ratio Rank
TQGD.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
TQGD.TO Martin Ratio Rank: 6262
Martin Ratio Rank

TEQT.TO
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.

TQGD.TO vs. TEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Q Global Dividend ETF (TQGD.TO) and TD All-Equity ETF Portfolio (TEQT.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.


TQGD.TOTEQT.TODifference

Sharpe ratio

Return per unit of total volatility

1.14

Sortino ratio

Return per unit of downside risk

1.54

Omega ratio

Gain probability vs. loss probability

1.24

Calmar ratio

Return relative to maximum drawdown

1.38

Martin ratio

Return relative to average drawdown

6.16

TQGD.TO vs. TEQT.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TQGD.TOTEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

2.27

-1.56

Correlation

The correlation between TQGD.TO and TEQT.TO is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TQGD.TO vs. TEQT.TO - Dividend Comparison

TQGD.TO's dividend yield for the trailing twelve months is around 2.90%, more than TEQT.TO's 1.47% yield.


TTM2025202420232022202120202019
TQGD.TO
TD Q Global Dividend ETF
2.90%2.89%3.38%3.65%3.89%3.40%4.85%0.36%
TEQT.TO
TD All-Equity ETF Portfolio
1.47%1.14%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TQGD.TO vs. TEQT.TO - Drawdown Comparison

The maximum TQGD.TO drawdown since its inception was -30.22%, which is greater than TEQT.TO's maximum drawdown of -7.62%. Use the drawdown chart below to compare losses from any high point for TQGD.TO and TEQT.TO.


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Drawdown Indicators


TQGD.TOTEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.22%

-7.62%

-22.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

Max Drawdown (5Y)

Largest decline over 5 years

-15.52%

Current Drawdown

Current decline from peak

-3.10%

-4.73%

+1.63%

Average Drawdown

Average peak-to-trough decline

-3.96%

-1.05%

-2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

Volatility

TQGD.TO vs. TEQT.TO - Volatility Comparison


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Volatility by Period


TQGD.TOTEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

12.43%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.00%

12.43%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.77%

12.43%

+2.34%