TTP.TO vs. XEG.TO
TTP.TO (TD Canadian Equity Index ETF) and XEG.TO (iShares S&P/TSX Capped Energy Index ETF) are both exchange-traded funds - TTP.TO is a Canada Equities fund tracking the Solactive Canada Broad Market Index (CA NTR), while XEG.TO is a Energy Equities fund tracking the S&P/TSX Capped Energy Index. Both are passively managed. Over the past 10 years, TTP.TO returned 13.16%/yr vs 10.96%/yr for XEG.TO. At a 0.47 correlation, their price movements are largely independent. TTP.TO charges 0.05%/yr vs 0.60%/yr for XEG.TO.
Performance
TTP.TO vs. XEG.TO - Performance Comparison
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Returns By Period
In the year-to-date period, TTP.TO achieves a 11.16% return, which is significantly lower than XEG.TO's 30.47% return. Over the past 10 years, TTP.TO has outperformed XEG.TO with an annualized return of 13.16%, while XEG.TO has yielded a comparatively lower 10.96% annualized return.
TTP.TO
- 1D
- -0.30%
- 1M
- 1.39%
- YTD
- 11.16%
- 6M
- 10.09%
- 1Y
- 34.28%
- 3Y*
- 25.14%
- 5Y*
- 14.95%
- 10Y*
- 13.16%
XEG.TO
- 1D
- 0.20%
- 1M
- -11.00%
- YTD
- 30.47%
- 6M
- 33.01%
- 1Y
- 46.85%
- 3Y*
- 25.76%
- 5Y*
- 26.37%
- 10Y*
- 10.96%
TTP.TO vs. XEG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTP.TO TD Canadian Equity Index ETF | 11.16% | 31.96% | 21.65% | 11.66% | -5.76% | 25.31% | 6.31% | 22.13% | -7.51% | 9.57% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 30.47% | 16.72% | 14.04% | 3.55% | 53.25% | 83.71% | -34.44% | 9.04% | -27.05% | -11.17% |
Correlation
The correlation between TTP.TO and XEG.TO is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2016 | 0.47 |
Over the past year, the correlation between TTP.TO and XEG.TO has dropped to 0.04 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
TTP.TO vs. XEG.TO - Sectors Allocation Comparison
Sectors
TTP.TO
XEG.TO
Financial Services
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Basic Materials
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Energy
Industrials
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Technology
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Consumer Defensive
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Utilities
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Consumer Cyclical
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Communication Services
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Real Estate
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Healthcare
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Financial Services
TTP.TO
XEG.TO
-
Basic Materials
TTP.TO
XEG.TO
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Energy
TTP.TO
XEG.TO
Industrials
TTP.TO
XEG.TO
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Technology
TTP.TO
XEG.TO
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Consumer Defensive
TTP.TO
XEG.TO
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Utilities
TTP.TO
XEG.TO
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Consumer Cyclical
TTP.TO
XEG.TO
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Communication Services
TTP.TO
XEG.TO
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Real Estate
TTP.TO
XEG.TO
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Healthcare
TTP.TO
XEG.TO
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Return for Risk
TTP.TO vs. XEG.TO — Risk / Return Rank
TTP.TO
XEG.TO
TTP.TO vs. XEG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TD Canadian Equity Index ETF (TTP.TO) and iShares S&P/TSX Capped Energy Index ETF (XEG.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.
| TTP.TO | XEG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.33 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 3.14 | +0.51 |
| Martin ratioReturn relative to average drawdown | 16.57 | 11.48 | +5.09 |
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Drawdowns
TTP.TO vs. XEG.TO - Drawdown Comparison
The maximum TTP.TO drawdown since its inception was -37.03%, smaller than the maximum XEG.TO drawdown of -87.51%. Use the drawdown chart below to compare losses from any high point for TTP.TO and XEG.TO.
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Drawdown Indicators
| TTP.TO | XEG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -87.51% | +50.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -14.97% | +5.54% |
Max Drawdown (3Y)Largest decline over 3 years | -12.21% | -25.67% | +13.46% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -28.42% | +11.98% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | -79.66% | +42.63% |
Current DrawdownCurrent decline from peak | -1.40% | -13.23% | +11.83% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -34.56% | +31.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 4.11% | -2.04% |
Volatility
TTP.TO vs. XEG.TO - Volatility Comparison
The current volatility for TD Canadian Equity Index ETF (TTP.TO) is 4.19%, while iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a volatility of 8.45%. This indicates that TTP.TO experiences smaller price fluctuations and is considered to be less risky than XEG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTP.TO | XEG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 8.45% | -4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 19.59% | -8.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.21% | 23.43% | -10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.28% | 28.65% | -15.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 33.40% | -18.20% |
TTP.TO vs. XEG.TO - Expense Ratio Comparison
TTP.TO has a 0.05% expense ratio, which is lower than XEG.TO's 0.60% expense ratio.
Dividends
TTP.TO vs. XEG.TO - Dividend Comparison
TTP.TO's dividend yield for the trailing twelve months is around 1.88%, less than XEG.TO's 2.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTP.TO TD Canadian Equity Index ETF | 1.88% | 2.06% | 2.55% | 2.91% | 3.68% | 1.86% | 2.84% | 2.09% | 2.95% | 2.41% | 1.93% | 0.00% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 2.93% | 3.63% | 3.46% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% |
Frequently Asked Questions
TTP.TO and XEG.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TTP.TO is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TTP.TO is cheaper with a 0.05% expense ratio, compared with 0.60% for XEG.TO.
TTP.TO is categorized as Canada Equities, while XEG.TO is Energy Equities. TTP.TO tracks Solactive Canada Broad Market Index (CA NTR), while XEG.TO tracks S&P/TSX Capped Energy Index. They also come from different issuers: TD and iShares. Their fees differ too: 0.05% for TTP.TO and 0.60% for XEG.TO.
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