TTP.TO vs. XEQT.TO
TTP.TO (TD Canadian Equity Index ETF) and XEQT.TO (iShares Core Equity ETF Portfolio) are both exchange-traded funds - TTP.TO is a Canada Equities fund tracking the Solactive Canada Broad Market Index, while XEQT.TO is a Global Equities fund actively managed by iShares. TTP.TO is passively managed, while XEQT.TO is actively managed. Over the past 5 years, TTP.TO returned 14.98%/yr vs 13.72%/yr for XEQT.TO. Their correlation of 0.80 suggests significant overlap in exposure. TTP.TO charges 0.05%/yr vs 0.20%/yr for XEQT.TO.
Performance
TTP.TO vs. XEQT.TO - Performance Comparison
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Returns By Period
In the year-to-date period, TTP.TO achieves a 10.77% return, which is significantly lower than XEQT.TO's 12.29% return.
TTP.TO
- 1D
- -1.04%
- 1M
- 3.62%
- YTD
- 10.77%
- 6M
- 13.11%
- 1Y
- 34.96%
- 3Y*
- 23.56%
- 5Y*
- 14.98%
- 10Y*
- 12.63%
XEQT.TO
- 1D
- -0.56%
- 1M
- 5.98%
- YTD
- 12.29%
- 6M
- 11.20%
- 1Y
- 29.24%
- 3Y*
- 21.78%
- 5Y*
- 13.72%
- 10Y*
- —
TTP.TO vs. XEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TTP.TO TD Canadian Equity Index ETF | 10.77% | 31.96% | 20.92% | 11.66% | -5.76% | 25.31% | 6.32% | 7.72% |
XEQT.TO iShares Core Equity ETF Portfolio | 12.29% | 19.47% | 24.36% | 17.25% | -11.01% | 18.94% | 11.82% | 9.89% |
Correlation
The correlation between TTP.TO and XEQT.TO is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2019 | 0.80 |
The correlation between TTP.TO and XEQT.TO has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.
TTP.TO vs. XEQT.TO - Sectors Allocation Comparison
Sectors
TTP.TO
XEQT.TO
Financial Services
Energy
Basic Materials
Industrials
Technology
Consumer Cyclical
Consumer Defensive
Utilities
Communication Services
Real Estate
Healthcare
Financial Services
TTP.TO
XEQT.TO
Energy
TTP.TO
XEQT.TO
Basic Materials
TTP.TO
XEQT.TO
Industrials
TTP.TO
XEQT.TO
Technology
TTP.TO
XEQT.TO
Consumer Cyclical
TTP.TO
XEQT.TO
Consumer Defensive
TTP.TO
XEQT.TO
Utilities
TTP.TO
XEQT.TO
Communication Services
TTP.TO
XEQT.TO
Real Estate
TTP.TO
XEQT.TO
Healthcare
TTP.TO
XEQT.TO
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Return for Risk
TTP.TO vs. XEQT.TO — Risk / Return Rank
TTP.TO
XEQT.TO
TTP.TO vs. XEQT.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 Core Equity ETF Portfolio (XEQT.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.
| TTP.TO | XEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.47 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 3.56 | +0.16 |
| Martin ratioReturn relative to average drawdown | 17.19 | 15.50 | +1.69 |
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
| TTP.TO | XEQT.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 2.53 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | 1.05 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.95 | -0.07 |
Drawdowns
TTP.TO vs. XEQT.TO - Drawdown Comparison
The maximum TTP.TO drawdown since its inception was -37.03%, which is greater than XEQT.TO's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for TTP.TO and XEQT.TO.
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Drawdown Indicators
| TTP.TO | XEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -29.74% | -7.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -8.25% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -12.21% | -15.08% | +2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | -19.56% | +3.12% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | — | — |
Current DrawdownCurrent decline from peak | -1.04% | -0.56% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -4.11% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.89% | +0.15% |
Volatility
TTP.TO vs. XEQT.TO - Volatility Comparison
The current volatility for TD Canadian Equity Index ETF (TTP.TO) is 3.40%, while iShares Core Equity ETF Portfolio (XEQT.TO) has a volatility of 3.70%. This indicates that TTP.TO experiences smaller price fluctuations and is considered to be less risky than XEQT.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 | XEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.70% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 9.38% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.74% | 11.63% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.20% | 13.12% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.85% | 15.56% | -0.71% |
TTP.TO vs. XEQT.TO - Expense Ratio Comparison
TTP.TO has a 0.05% expense ratio, which is lower than XEQT.TO's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
TTP.TO vs. XEQT.TO - Dividend Comparison
TTP.TO's dividend yield for the trailing twelve months is around 1.88%, more than XEQT.TO's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TTP.TO TD Canadian Equity Index ETF | 1.88% | 2.06% | 2.56% | 2.91% | 3.68% | 1.86% | 2.84% | 2.09% | 2.89% | 2.32% | 1.85% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.48% | 1.66% | 2.01% | 2.07% | 2.12% | 1.64% | 1.66% | 1.19% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TTP.TO and XEQT.TO have a correlation of 0.80, 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 0.20% for XEQT.TO.
TTP.TO is categorized as Canada Equities, while XEQT.TO is Global Equities. They also come from different issuers: TD and iShares. Their fees differ too: 0.05% for TTP.TO and 0.20% for XEQT.TO.
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