Canadian Equities - Updated Monthly

Canadian ETF Leaders

Updated October 2026 with factor data through July 2026. 2,053 Canadian ETFs are in the current universe, 730 were excluded as under two years old, 1,066 produced usable analysis output, and 2 passed the publish filters.

Analysis model: AQR Canada factors: market, size, value, quality, and momentum
The Canadian leaders table maps directly to the current AQR-backed Canadian model. Quality is represented by QMJ, so the public table shows a quality score rather than separate profitability and investment columns. Relative valuation uses split-adjusted recurring distributions; special distributions are excluded from valuation but remain in total return. A fund must also score on at least one non-market factor beyond market beta to qualify for the Leaders list.
What makes this page useful for Canadian ETF research

The Canadian leaders table is designed for readers who want a disciplined view of TSX-listed smart-beta funds rather than a marketing list of past winners. It highlights funds with credible factor capture, sensible beta, acceptable valuation, and enough history to judge the signal. Use it as the entry point for Canadian screening, then move into the full Canadian universe page when you need to compare near-miss funds or inspect the underlying factor mix in more detail.

Important disclaimer

This table is educational research, not a personalized recommendation for Canadian investors or advisors. A fund can rank well here and still be unsuitable because of taxes, currency exposure, liquidity, or account-specific constraints. Treat the list as a screening tool, then validate implementation details yourself.

Universe
2,053
Canadian ETF universe
Excluded as < 2y Old
730
Fewer than 24 monthly returns
Analyzed
1,066
Produced valid analysis output
Leaders
2
Passed publish filters
Top Leader
DMEC
Desjardins Canadian Equity Index ETF
This update
July 2026 update: 1 added / 0 dropped / 0 methodology exclusions
Download and API access

Use the table's CSV export for a spreadsheet snapshot. For agents, scripts, and repeatable research workflows, use the VerifiedBeta API for structured leaders data, factor metrics, model metadata, and ticker aliases.

Scroll horizontally using the top or bottom bar to view the full factor and performance detail.

Ticker Fund Name Fund
Score		 Mkt
Beta		 Small Value Quality Momentum Alpha % Non-Mkt
Factor %		 Rel. Sharpe
Backtested		 Rel. Sharpe
Actual		 Period Start Adj.
R^2		 Dividend Val.
100=Median		 MER
%		 AUM
($M)
Ticker Fund Name Fund
Score		 Mkt
Beta		 Small Value Quality Momentum Alpha % Non-Mkt
Factor %		 Rel. Sharpe
Backtested		 Rel. Sharpe
Actual		 Period Start Adj.
R^2		 Dividend Val.
100=Median		 MER
%		 AUM
($M)
DMEC Desjardins Canadian Equity Index ETF 100.0 99.6 - - 32.3 - -0.84 1.68 1.610 1.035 2.25Y 27M 2024-May 0.971 93.9 0.05 2,126
DGRC CI Canada Quality Dividend Growth Index ETF 74.1 100.0 - - 100.0 - -3.21 3.76 1.178 0.940 8.83Y 106M 2017-Oct 0.891 103.1 0.21 941
What changed this update

2 Canadian Leaders after the July 2026 factor update, versus 1 in the prior factor month.

Factor data advanced from April 2026 to July 2026.

Added
  • DMEC Desjardins Canadian Equity Index ETF Factor score A non-market factor score now meets the qualification rule.
Dropped
No prior Leaders dropped on the current data/filter pass.
Methodology
No current pipeline Leaders were removed by the implementation-type rule.

Methodology update: enhanced-income, covered-call, option-income, defined-outcome, levered/inverse, and single-stock-linked funds are now kept in Universe but excluded from Leaders.

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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.