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TQSM.TO vs. XUU-U.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TQSM.TO and XUU-U.TO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

TQSM.TO vs. XUU-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TD Q U.S. Small-Mid-Cap Equity ETF (TQSM.TO) and iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.52%
8.94%
TQSM.TO
XUU-U.TO

Key characteristics

Sharpe Ratio

TQSM.TO:

0.99

XUU-U.TO:

1.87

Sortino Ratio

TQSM.TO:

1.56

XUU-U.TO:

2.79

Omega Ratio

TQSM.TO:

1.19

XUU-U.TO:

1.43

Calmar Ratio

TQSM.TO:

1.93

XUU-U.TO:

3.02

Martin Ratio

TQSM.TO:

4.03

XUU-U.TO:

11.19

Ulcer Index

TQSM.TO:

3.97%

XUU-U.TO:

2.05%

Daily Std Dev

TQSM.TO:

16.13%

XUU-U.TO:

12.24%

Max Drawdown

TQSM.TO:

-33.03%

XUU-U.TO:

-28.65%

Current Drawdown

TQSM.TO:

-7.84%

XUU-U.TO:

-0.33%

Returns By Period

In the year-to-date period, TQSM.TO achieves a -0.76% return, which is significantly lower than XUU-U.TO's 4.15% return.


TQSM.TO

YTD

-0.76%

1M

-4.69%

6M

7.38%

1Y

16.05%

5Y*

13.87%

10Y*

N/A

XUU-U.TO

YTD

4.15%

1M

1.29%

6M

9.11%

1Y

23.27%

5Y*

13.75%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


TQSM.TO vs. XUU-U.TO - Expense Ratio Comparison

TQSM.TO has a 0.40% expense ratio, which is higher than XUU-U.TO's 0.08% expense ratio.


TQSM.TO
TD Q U.S. Small-Mid-Cap Equity ETF
Expense ratio chart for TQSM.TO: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for XUU-U.TO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

TQSM.TO vs. XUU-U.TO — Risk-Adjusted Performance Rank

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

TQSM.TO
The Risk-Adjusted Performance Rank of TQSM.TO is 4545
Overall Rank
The Sharpe Ratio Rank of TQSM.TO is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of TQSM.TO is 4242
Sortino Ratio Rank
The Omega Ratio Rank of TQSM.TO is 4040
Omega Ratio Rank
The Calmar Ratio Rank of TQSM.TO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of TQSM.TO is 4242
Martin Ratio Rank

XUU-U.TO
The Risk-Adjusted Performance Rank of XUU-U.TO is 8282
Overall Rank
The Sharpe Ratio Rank of XUU-U.TO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of XUU-U.TO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of XUU-U.TO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of XUU-U.TO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of XUU-U.TO is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TQSM.TO vs. XUU-U.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Q U.S. Small-Mid-Cap Equity ETF (TQSM.TO) and iShares Core S&P U.S. Total Market Index ETF (XUU-U.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.


Sharpe ratio
The chart of Sharpe ratio for TQSM.TO, currently valued at 0.63, compared to the broader market0.002.004.000.631.87
The chart of Sortino ratio for TQSM.TO, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.0012.001.022.79
The chart of Omega ratio for TQSM.TO, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.43
The chart of Calmar ratio for TQSM.TO, currently valued at 0.99, compared to the broader market0.005.0010.0015.000.993.02
The chart of Martin ratio for TQSM.TO, currently valued at 2.32, compared to the broader market0.0020.0040.0060.0080.00100.002.3211.19
TQSM.TO
XUU-U.TO

The current TQSM.TO Sharpe Ratio is 0.99, which is lower than the XUU-U.TO Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of TQSM.TO and XUU-U.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.63
1.87
TQSM.TO
XUU-U.TO

Dividends

TQSM.TO vs. XUU-U.TO - Dividend Comparison

TQSM.TO's dividend yield for the trailing twelve months is around 0.89%, more than XUU-U.TO's 0.31% yield.


TTM202420232022202120202019
TQSM.TO
TD Q U.S. Small-Mid-Cap Equity ETF
0.89%0.89%0.85%1.34%0.78%1.10%0.00%
XUU-U.TO
iShares Core S&P U.S. Total Market Index ETF
0.31%0.32%0.89%1.08%0.79%0.95%0.38%

Drawdowns

TQSM.TO vs. XUU-U.TO - Drawdown Comparison

The maximum TQSM.TO drawdown since its inception was -33.03%, which is greater than XUU-U.TO's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for TQSM.TO and XUU-U.TO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.92%
-0.33%
TQSM.TO
XUU-U.TO

Volatility

TQSM.TO vs. XUU-U.TO - Volatility Comparison

TD Q U.S. Small-Mid-Cap Equity ETF (TQSM.TO) has a higher volatility of 3.09% compared to iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO) at 2.85%. This indicates that TQSM.TO's price experiences larger fluctuations and is considered to be riskier than XUU-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.09%
2.85%
TQSM.TO
XUU-U.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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