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TULV.TO vs. COW.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TULV.TO vs. COW.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Q U.S. Low Volatility ETF (TULV.TO) and iShares Global Agriculture Index ETF (COW.TO). The values are adjusted to include any dividend payments, if applicable.

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TULV.TO vs. COW.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TULV.TO
TD Q U.S. Low Volatility ETF
3.26%3.62%23.74%-3.31%2.02%23.84%0.90%
COW.TO
iShares Global Agriculture Index ETF
20.39%-0.67%5.62%-8.61%12.64%19.02%29.95%

Returns By Period

In the year-to-date period, TULV.TO achieves a 3.26% return, which is significantly lower than COW.TO's 20.39% return.


TULV.TO

1D
0.26%
1M
-3.98%
YTD
3.26%
6M
3.11%
1Y
-0.99%
3Y*
9.28%
5Y*
10.49%
10Y*

COW.TO

1D
0.28%
1M
0.73%
YTD
20.39%
6M
14.92%
1Y
15.42%
3Y*
5.98%
5Y*
4.97%
10Y*
9.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TULV.TO vs. COW.TO - Expense Ratio Comparison

TULV.TO has a 0.35% expense ratio, which is lower than COW.TO's 0.72% expense ratio.


Return for Risk

TULV.TO vs. COW.TO — Risk / Return Rank

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

TULV.TO
TULV.TO Risk / Return Rank: 1111
Overall Rank
TULV.TO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TULV.TO Sortino Ratio Rank: 99
Sortino Ratio Rank
TULV.TO Omega Ratio Rank: 99
Omega Ratio Rank
TULV.TO Calmar Ratio Rank: 1313
Calmar Ratio Rank
TULV.TO Martin Ratio Rank: 1212
Martin Ratio Rank

COW.TO
COW.TO Risk / Return Rank: 4646
Overall Rank
COW.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
COW.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
COW.TO Omega Ratio Rank: 4141
Omega Ratio Rank
COW.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
COW.TO Martin Ratio Rank: 3636
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.

TULV.TO vs. COW.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Q U.S. Low Volatility ETF (TULV.TO) and iShares Global Agriculture Index ETF (COW.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.


TULV.TOCOW.TODifference

Sharpe ratio

Return per unit of total volatility

-0.08

0.85

-0.93

Sortino ratio

Return per unit of downside risk

-0.03

1.35

-1.38

Omega ratio

Gain probability vs. loss probability

1.00

1.16

-0.17

Calmar ratio

Return relative to maximum drawdown

0.05

1.46

-1.42

Martin ratio

Return relative to average drawdown

0.09

3.31

-3.22

TULV.TO vs. COW.TO - Sharpe Ratio Comparison

The current TULV.TO Sharpe Ratio is -0.08, which is lower than the COW.TO Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of TULV.TO and COW.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.


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Sharpe Ratios by Period


TULV.TOCOW.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

0.85

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.26

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.37

+0.39

Correlation

The correlation between TULV.TO and COW.TO is 0.23, 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.


Dividends

TULV.TO vs. COW.TO - Dividend Comparison

TULV.TO's dividend yield for the trailing twelve months is around 1.77%, less than COW.TO's 2.00% yield.


TTM20252024202320222021202020192018201720162015
TULV.TO
TD Q U.S. Low Volatility ETF
1.77%1.80%1.48%1.96%1.57%1.37%0.83%0.00%0.00%0.00%0.00%0.00%
COW.TO
iShares Global Agriculture Index ETF
2.00%2.40%1.43%1.62%2.03%0.69%1.02%1.02%1.07%0.58%1.10%1.78%

Drawdowns

TULV.TO vs. COW.TO - Drawdown Comparison

The maximum TULV.TO drawdown since its inception was -11.78%, smaller than the maximum COW.TO drawdown of -55.00%. Use the drawdown chart below to compare losses from any high point for TULV.TO and COW.TO.


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Drawdown Indicators


TULV.TOCOW.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.78%

-55.00%

+43.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-11.56%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-11.78%

-29.82%

+18.04%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

Current Drawdown

Current decline from peak

-4.02%

-3.53%

-0.49%

Average Drawdown

Average peak-to-trough decline

-3.58%

-14.01%

+10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

5.11%

+0.52%

Volatility

TULV.TO vs. COW.TO - Volatility Comparison

The current volatility for TD Q U.S. Low Volatility ETF (TULV.TO) is 3.15%, while iShares Global Agriculture Index ETF (COW.TO) has a volatility of 6.61%. This indicates that TULV.TO experiences smaller price fluctuations and is considered to be less risky than COW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TULV.TOCOW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

6.61%

-3.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

12.33%

-5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

18.30%

-6.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.01%

18.95%

-6.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.58%

19.28%

-7.70%