TULV.TO vs. TPE.TO
Compare and contrast key facts about TD Q U.S. Low Volatility ETF (TULV.TO) and TD International Equity Index ETF (TPE.TO).
TULV.TO and TPE.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TULV.TO is an actively managed fund by TD. It was launched on May 26, 2020. TPE.TO is a passively managed fund by TD that tracks the performance of the Solactive GBS Developed Markets ex North America Large & Mid Cap CAD Index (CA NTR). It was launched on Mar 22, 2016.
Performance
TULV.TO vs. TPE.TO - Performance Comparison
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TULV.TO vs. TPE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TULV.TO TD Q U.S. Low Volatility ETF | 3.26% | 3.62% | 23.74% | -3.31% | 2.02% | 23.84% | 0.90% |
TPE.TO TD International Equity Index ETF | 2.51% | 25.30% | 12.36% | 15.65% | -9.18% | 10.41% | 12.22% |
Returns By Period
In the year-to-date period, TULV.TO achieves a 3.26% return, which is significantly higher than TPE.TO's 2.51% 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*
- —
TPE.TO
- 1D
- 3.00%
- 1M
- -6.15%
- YTD
- 2.51%
- 6M
- 5.84%
- 1Y
- 19.21%
- 3Y*
- 15.38%
- 5Y*
- 10.20%
- 10Y*
- 9.42%
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TULV.TO vs. TPE.TO - Expense Ratio Comparison
TULV.TO has a 0.35% expense ratio, which is higher than TPE.TO's 0.19% expense ratio.
Return for Risk
TULV.TO vs. TPE.TO — Risk / Return Rank
TULV.TO
TPE.TO
TULV.TO vs. TPE.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 TD International Equity Index ETF (TPE.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.TO | TPE.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.08 | 1.16 | -1.24 |
Sortino ratioReturn per unit of downside risk | -0.03 | 1.63 | -1.67 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.23 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.05 | 1.63 | -1.59 |
Martin ratioReturn relative to average drawdown | 0.09 | 6.17 | -6.09 |
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
| TULV.TO | TPE.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 1.16 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.75 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.62 | +0.15 |
Correlation
The correlation between TULV.TO and TPE.TO is 0.20, 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. TPE.TO - Dividend Comparison
TULV.TO's dividend yield for the trailing twelve months is around 1.77%, less than TPE.TO's 2.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TPE.TO TD International Equity Index ETF | 2.29% | 2.30% | 2.37% | 2.66% | 2.89% | 2.41% | 2.42% | 2.60% | 2.94% | 2.35% | 2.21% |
Drawdowns
TULV.TO vs. TPE.TO - Drawdown Comparison
The maximum TULV.TO drawdown since its inception was -11.78%, smaller than the maximum TPE.TO drawdown of -27.42%. Use the drawdown chart below to compare losses from any high point for TULV.TO and TPE.TO.
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Drawdown Indicators
| TULV.TO | TPE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.78% | -27.42% | +15.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -11.40% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -11.78% | -24.81% | +13.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.42% | — |
Current DrawdownCurrent decline from peak | -4.02% | -6.82% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -4.44% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 3.03% | +2.60% |
Volatility
TULV.TO vs. TPE.TO - Volatility Comparison
The current volatility for TD Q U.S. Low Volatility ETF (TULV.TO) is 3.15%, while TD International Equity Index ETF (TPE.TO) has a volatility of 7.60%. This indicates that TULV.TO experiences smaller price fluctuations and is considered to be less risky than TPE.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.TO | TPE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 7.60% | -4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.17% | 10.70% | -3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 16.62% | -4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.01% | 13.71% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.58% | 14.72% | -3.14% |