Portfolio tools

Risk-Return Analysis

Compare the risk and return profiles of every TFSA-eligible ETF across any date range. Each point represents a single ETF - find the best performers for your investment style.



20 ETFs with sufficient data from 2015-03-01 to 2026-09-19

Arithmetic mean return is the average daily return extrapolated over ~252 trading days. The actual compound return (CAGR / TRI) is lower for volatile funds and reflects real growth. ?
Maximum return
18.9%
Volatility: 44.9%
Sharpe: 0.27
STXSHA (Satrix Shariah Top 40 ETF)
Max Sharpe ?
0.5
Return: 15.9%
Volatility: 18.0%
SYGUS (SYGNIA ITRIX MSCI US)
Minimum Volatility ?
15.1%
Return: 10.2%
Sharpe: 0.21
STXGVI (Satrix GOVI ETF)