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TUED.TO vs. TBAL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUED.TO vs. TBAL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Active U.S. Enhanced Dividend ETF (TUED.TO) and TD Balanced ETF Portfolio (TBAL.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TUED.TO achieves a 16.47% return, which is significantly higher than TBAL.TO's 8.36% return.


TUED.TO

1D
-0.85%
1M
-0.93%
6M
12.52%
YTD
16.47%
1Y
23.31%
3Y*
22.69%
5Y*
12.74%
10Y*

TBAL.TO

1D
0.13%
1M
0.13%
6M
5.95%
YTD
8.36%
1Y
18.21%
3Y*
14.32%
5Y*
8.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUED.TO vs. TBAL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TUED.TO
TD Active U.S. Enhanced Dividend ETF
16.47%8.11%34.84%13.55%-5.96%27.46%8.13%
TBAL.TO
TD Balanced ETF Portfolio
8.36%13.83%15.32%15.85%-12.63%13.07%5.05%

Correlation

The correlation between TUED.TO and TBAL.TO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2020

0.60

The correlation between TUED.TO and TBAL.TO shifts across timeframes, from 0.60 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TUED.TO vs. TBAL.TO — Risk / Return Rank

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

TUED.TO
TUED.TO Risk / Return Rank: 4747
Overall Rank
TUED.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TUED.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
TUED.TO Omega Ratio Rank: 4242
Omega Ratio Rank
TUED.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
TUED.TO Martin Ratio Rank: 5656
Martin Ratio Rank

TBAL.TO
TBAL.TO Risk / Return Rank: 8484
Overall Rank
TBAL.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TBAL.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
TBAL.TO Omega Ratio Rank: 8686
Omega Ratio Rank
TBAL.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
TBAL.TO Martin Ratio Rank: 8383
Martin Ratio Rank
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.

TUED.TO vs. TBAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Active U.S. Enhanced Dividend ETF (TUED.TO) and TD Balanced ETF Portfolio (TBAL.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.


TUED.TOTBAL.TODifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.23

1.41

-0.18

Calmar ratioReturn relative to maximum drawdown

2.22

3.06

-0.84

Martin ratioReturn relative to average drawdown

7.97

12.90

-4.93

TUED.TO vs. TBAL.TO - Sharpe Ratio Comparison

The current TUED.TO Sharpe Ratio is 1.29, which is lower than the TBAL.TO Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of TUED.TO and TBAL.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TUED.TO vs. TBAL.TO - Drawdown Comparison

The maximum TUED.TO drawdown since its inception was -27.76%, which is greater than TBAL.TO's maximum drawdown of -17.34%. Use the drawdown chart below to compare losses from any high point for TUED.TO and TBAL.TO.


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Drawdown Indicators


TUED.TOTBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.76%

-17.34%

-10.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-5.98%

-4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-27.76%

-9.07%

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

-17.34%

-10.42%

Current Drawdown

Current decline from peak

-4.04%

-1.01%

-3.03%

Average Drawdown

Average peak-to-trough decline

-6.63%

-3.49%

-3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

1.41%

+1.52%

Volatility

TUED.TO vs. TBAL.TO - Volatility Comparison

TD Active U.S. Enhanced Dividend ETF (TUED.TO) has a higher volatility of 6.54% compared to TD Balanced ETF Portfolio (TBAL.TO) at 1.81%. This indicates that TUED.TO's price experiences larger fluctuations and is considered to be riskier than TBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUED.TOTBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

1.81%

+4.73%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

6.86%

+8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

8.18%

+10.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.81%

9.16%

+16.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.84%

8.97%

+25.87%

Dividends

TUED.TO vs. TBAL.TO - Dividend Comparison

TUED.TO's dividend yield for the trailing twelve months is around 2.56%, more than TBAL.TO's 2.26% yield.


PositionTTM202520242023202220212020
TBAL.TO
TD Balanced ETF Portfolio
2.26%2.56%2.55%2.65%2.65%1.75%0.88%
TUED.TO
TD Active U.S. Enhanced Dividend ETF
2.56%2.89%2.27%2.84%3.13%2.45%1.53%

Frequently Asked Questions


TUED.TO and TBAL.TO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TUED.TO is categorized as Dividend, while TBAL.TO is Global Allocation.

Portfolio Optimizer

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