Canadian-Listed Low Volatility Factor ETFs

Funds that pick stocks whose prices have moved less than the market.

About this category

Compare Canadian-listed ETFs in the Low Volatility Factor category. Low-volatility ETFs use rules intended to select or weight stocks with lower measured price variability. Definitions, lookback periods and constraints differ, and lower historical volatility does not guarantee lower future losses. Past performance does not indicate future results.

Plain funds34
Plain fund assetsCA$19.1B
Largest companies, share of the money
  1. Fortis1.9%
  2. Great-West Lifeco1.7%
  3. Loblaw Companies1.7%
  4. Quebecor1.6%
  5. Hydro One1.6%
  6. Together8.5%

Weighted by fund assets. Holdings data covers all 34 funds.

The funds

Returns
SelectWatchlistFund
ZLB.TOBMO Low Volatility Canadian Equity ETF
CA$5.9B0.39%+9.1%+14.4%+18.5%1.8%
ZLU.TOBMO Low Volatility US Equity ETF
CA$2.4B0.33%+18.0%+18.1%+15.7%1.6%
FCUL.NEFidelity U.S. Low Volatility ETF
CA$2.4B0.38%+14.4%+11.9%+14.4%1.4%
FCIL.NEFidelity International Low Volatility ETF
CA$1.4B0.50%+11.3%+15.6%+15.6%2.2%
CQLU.NECIBC Qx U.S. Low Volatility Dividend ETF
CA$1.2B0.34%+10.6%+10.7%Under review1.8%
FCCL.NEFidelity Canadian Low Volatility ETF
CA$1.2B0.38%+16.7%+22.1%+22.4%2.0%
CQLC.NECIBC Qx Canadian Low Volatility Dividend ETF
CA$761M0.34%+21.2%+28.4%+24.5%2.8%
CQLI.NECIBC Qx International Low Volatility Dividend ETF
CA$699M0.45%+12.6%Under review+19.0%3.6%
MWLV.TOMackenzie GQE World Low Volatility ETF
CA$446M0.56%+12.0%+12.9%Too new1.3%
XMV.TOiShares MSCI Min Vol Canada Index ETF
CA$390M0.34%+15.7%+22.0%+21.7%2.0%
XMU.TOiShares MSCI Min Vol USA Index ETF
CA$368M0.33%+11.9%+11.2%+14.5%1.0%
ZLI.TOBMO Low Volatility International Equity ETF
CA$281M0.45%+12.2%+11.7%+14.5%2.0%
MCLV.TOMackenzie GQE Canada Low Volatility ETF
CA$235M0.50%+18.1%+25.4%Too new2.2%
CGDV.B.TOCI Global Minimum Downside Volatility Index Fund
CA$223M0.37%+14.9%+15.9%+14.9%1.8%
XMW.TOiShares MSCI Min Vol Global Index ETF
CA$184M0.48%+11.6%+11.1%+13.0%1.4%
XMI.TOiShares MSCI Min Vol EAFE Index ETF
CA$184M0.38%+15.3%+16.8%+17.3%2.5%
TILV.TOTD Q International Low Volatility ETF
CA$137M0.40%+17.6%+19.9%+18.0%2.8%
TCLV.TOTD Q Canadian Low Volatility ETF
CA$124M0.34%+10.2%+16.3%+19.1%1.8%
XMM.TOiShares MSCI Min Vol Emerging Markets Index ETF
CA$115M0.42%+13.5%+10.8%+13.9%2.1%
TLV.TOCI S&P/TSX Composite Low Volatility Index ETF
CA$102M0.33%+15.6%+22.6%+23.7%3.2%
ZLE.TOBMO Low Volatility Emerging Markets Equity ETF
CA$101M0.51%+23.1%+20.6%+20.8%2.5%
MULV.TOMackenzie GQE US Low Volatility ETF
CA$62M0.50%+12.2%+11.5%Too new0.9%
TULV.TOTD Q U.S. Low Volatility ETF
CA$57M0.34%+14.6%+15.8%+14.2%1.6%
MMDF.TOMackenzie Modus Defensive Tilt ETF
CA$48M0.55%mgmt+13.5%n/aToo new0.4%
FLVC.NEFranklin Canadian Low Volatility High Dividend Index ETF
CA$30M0.18%+23.7%+31.2%Too new4.5%
SBLG.TOSLGI MFS Blended Research Low Vol Global Fund
CA$29M0.73%New fundYield shown after 12 months of payments
ULV.C.TOCI Invesco S&P 500 Low Volatility Index ETF
CA$24M0.31%+9.9%+8.6%+12.2%1.9%
SBLI.TOSLGI MFS Blended Research Low Vol International Fund
CA$19M0.73%New fundYield shown after 12 months of payments
HVOL.TOHarvest Low Volatility Canadian Equity ETF
CA$7M0.79%+16.1%+22.7%Too new2.2%
IDEF.B.TOManulife Smart International Defensive Equity ETF
CA$4M0.40%+11.8%+14.8%Under review2.4%
CDEF.TOManulife Smart Defensive Equity ETF
CA$4M0.28%+14.3%+19.4%+22.4%2.4%
UDEF.B.TOManulife Smart U.S. Defensive Equity ETF
CA$4M0.32%+15.0%+18.2%+16.5%1.2%
ZMLG.NEBmo Market and Low Volatilty Global Equity Etf
CA$2M0.45%New fundYield shown after 12 months of payments
CUDV.B.TOCI U.S. Minimum Downside Volatility Index ETF
CA$1M0.34%+4.5%+4.8%+14.8%1.3%
  1. ZLB.TO1 yr+14.4%
  2. ZLU.TO1 yr+18.1%
    BMO Low Volatility US Equity ETF
    Assets CA$2.4BMER 0.33%
  3. FCUL.NE1 yr+11.9%
    Fidelity U.S. Low Volatility ETF
    Assets CA$2.4BMER 0.38%
  4. FCIL.NE1 yr+15.6%
  5. CQLU.NE1 yr+10.7%
  6. FCCL.NE1 yr+22.1%
  7. CQLC.NE1 yr+28.4%
  8. CQLI.NE1 yrUnder review
  9. MWLV.TO1 yr+12.9%
  10. XMV.TO1 yr+22.0%
  11. XMU.TO1 yr+11.2%
    iShares MSCI Min Vol USA Index ETF
    Assets CA$368MMER 0.33%
  12. ZLI.TO1 yr+11.7%
  13. MCLV.TO1 yr+25.4%
  14. CGDV.B.TO1 yr+15.9%
  15. XMW.TO1 yr+11.1%
  16. XMI.TO1 yr+16.8%
  17. TILV.TO1 yr+19.9%
  18. TCLV.TO1 yr+16.3%
    TD Q Canadian Low Volatility ETF
    Assets CA$124MMER 0.34%
  19. XMM.TO1 yr+10.8%
  20. TLV.TO1 yr+22.6%
  21. ZLE.TO1 yr+20.6%
  22. MULV.TO1 yr+11.5%
  23. TULV.TO1 yr+15.8%
    TD Q U.S. Low Volatility ETF
    Assets CA$57MMER 0.34%
  24. MMDF.TO1 yrn/a
    Mackenzie Modus Defensive Tilt ETF
    Assets CA$48MMgmt fee 0.55%
  25. FLVC.NE1 yr+31.2%
  26. SBLG.TONew fund
  27. ULV.C.TO1 yr+8.6%
  28. SBLI.TONew fund
  29. HVOL.TO1 yr+22.7%
  30. IDEF.B.TO1 yr+14.8%
  31. CDEF.TO1 yr+19.4%
  32. UDEF.B.TO1 yr+18.2%
  33. ZMLG.NENew fund
  34. CUDV.B.TO1 yr+4.8%

Prices and AUM are shown in Canadian dollars. Return percentages are calculated from the CAD-listed class. Listing currency does not by itself describe the currency exposure of the fund's holdings. CAD hedging is shown separately.

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Low Volatility Factor ETFs in Canada · DecodeETF