Canadian Equities — Full Analysis Universe

Canadian ETF Factor Analysis Universe

Full Canadian ETF coverage, including funds with valid factor results and funds that have not yet produced a usable scored output. Where a fund lacks valid regression output, the factor-result columns remain visible with em dashes rather than dropping the fund from the table. Regressions run in native CAD basis: fund total returns kept in CAD (USD-denominated -U.TO listings inverted to CAD), risk-free rate is FRED's 3-month Canadian interbank series, market factor is AQR MKT_CAN restated in CAD using the same end-of-month CAD/USD series used consistently across the site. Updated monthly. Click any ticker to view fund details on TMX Money.

Last updated: June 2026  ·  Model: AQR Canadian Factors (MKT_CAN, SMB_CAN, HML_CAN, QMJ_CAN, UMD_CAN)  ·  1,701 funds in universe
This universe shows the full Canadian ETF coverage set, not just the scored subset. For the curated list of top-scoring funds, see Canadian ETF Leaders. Sorted alphabetically by ticker by default. Status marks each fund as scored, too new, missing a usable regression result, or missing valuation. Returns are reported in native CAD; the regression is run on a CAD basis (CAD fund return − FRED CAD Rf, regressed on AQR MKT_CAN inverted to CAD). When a fund is classified by the factor-family search, the regression columns use that fund's best-fit public model instead of the default Canadian model. Rel. Sharpe / Backtested = the fixed-loading factor backtest's geometric average excess return divided by the fund's actual realized lifetime volatility, then compared with the Canadian market's Sharpe ratio over the same full-history framework. Values above 1.0 indicate superior factor exposure. Both Sharpe fields are shown only when regression fit clears the same minimum quality threshold used by Canadian Leaders. Weak-fit funds are left blank rather than implying false precision. Use the preset buttons as quick research modes, then refine the result set further with the advanced age, quality, valuation, fee, and beta controls.
Research use only

This universe page is built for ETF research, not personalized product recommendations. Cross-border return normalization and factor fit are useful screening tools, but they do not replace fund documents, advisor judgment, tax review, or mandate-specific suitability checks.

Preset: Show All | Showing all funds by default
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Status
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Classification Status
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Best-Fit Category
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Best-Fit Model Family
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Factor Exposure
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Select exactly one Best-Fit Model Family to filter by statistically significant factor exposure.

5y+
50
0.95
0.80
125
0.35
0.75
0.50
5.00
0.50
0.75
Exclude hybrid winners
Only show model switches
Live universe summary
0 matches
Top fit: —
Adj. R² —
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Important context

VerifiedBeta publishes educational ETF research, not personalized investment advice, portfolio management, or security recommendations. Funds that screen well here can still be unsuitable for your objectives, taxes, liquidity needs, or constraints. Review fund documents, methodology assumptions, and your own circumstances before acting. See the full disclaimer.