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. All returns are converted to USD for comparability. Updated monthly. Click any ticker to view fund details on TMX Money.

Last updated: April 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 CAD-to-USD converted (unhedged funds) for cross-market comparability. 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 period, 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
Status
Include selected statuses
5y+
50
0.95
0.80
125
0.35
0.75
5.00
0.50
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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.