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What are we looking for?

Canada’s best actively managed exchange-traded funds.

The screen

Of the 947 exchange-traded funds available for sale in Canada, 398 of them are considered actively managed. That means they don’t simply follow the returns of an underlying index, but rather take active bets to produce excess returns, or alpha. Actively managed ETFs have continued to gain popularity in Canada by providing easy access to professional managers, and can be a great choice for self-directed investors.

This week, I screened Morningstar’s Canadian database for actively managed ETFs that rate well against their category peers. I screened the database on two dimensions:

  • The Morningstar rating over all, known to most as the “star” rating – a backward-looking assessment of risk-adjusted return against similar funds. Ratings range from one to five stars, where funds receiving five stars have outperformed their peers historically. The star rating is a great starting point to understand which funds have historically performed the best within a category.
  • The Morningstar Quantitative Rating, or “medalist” rating – a forward-looking assessment of funds’ prospective ability to outperform similar funds after fees, based on five factors: people (the quality of management team); process (the effectiveness and consistency of the investment process); parent (organizational structure and talent retention); performance; and price (fees). Ratings include gold, silver, bronze, neutral and negative. Over 2019, funds that received a gold rating at the start of the year as a group outperformed those that received a silver rating, which outperformed funds that received a bronze rating, etc.

To qualify, the fund must be rated four or five stars, and must have a medalist rating of silver or gold.

More about Morningstar

Morningstar Research Inc. is a leading provider of independent investment research in North America, Europe, Australia and Asia. Morningstar offers an extensive line of products and services for individual investors, financial advisers, asset managers, retirement plan providers and sponsors, and institutional investors. Morningstar Direct is the firm’s multi-asset analysis platform built for asset management and financial services professionals. Morningstar Canada on Twitter: @MorningstarCDN

What we found

I used Morningstar Direct to pull the relevant information on the funds from the screen, which includes their trailing returns, management expense ratios, category membership and inception dates. The order of the list is irrelevant, as each fund is well rated against its own category. Furthermore, investors are urged to pay attention to the category to which the fund belongs (which is an indication of the types of holdings in the fund) and whether those holding types fit appropriately into one’s asset allocation and risk tolerance.

This column does not constitute financial advice. It is always recommended to speak to a financial adviser or investment professional before investing.

Select TSX-listed actively managed ETFs

Fund NameTickerInception Date mm/dd/yyyyMorningstar CategoryMorningstar Quantitative RatingMorningstar Rating OverallMER (%)1Y Ttl. Rtn. ended Dec. 31 (%)3Y Ttl. Rtn. ended Dec. 31 (%)5Y Ttl. Rtn. ended Dec. 31 (%)10Y Ttl. Rtn. ended Dec. 31 (%)
CI First Asset Active Util&Infra ETFFAI-T2/17/2005Cdn Focused Small/Mid Cap EquityGold5 Stars1.1429.910.78.09.9
RBC Quant Canadian Equity Leaders ETFRCE-T5/4/2015Canadian EquityGold4 Stars0.4321.76.6n/an/a
iShares Diversified Monthly Income ETFXTR-T12/19/2005Canadian Fixed Income BalancedSilver5 Stars0.6212.65.04.26.0
Vanguard Global Minimum Volatility ETFVVO-T6/14/2016Global EquitySilver4 Stars0.4020.510.6n/an/a
Vanguard Global Liquidity Factor ETF CADVLQ-T6/14/2016Global Small/Mid Cap EquitySilver4 Stars0.4017.18.8n/an/a
RBC 1-5 Year Laddered Canadian Bond ETFRLB-T1/25/2016Cdn Short Term Fixed IncomeSilver4 Stars0.254.02.0n/an/a
RBC Quant US Dividend Leaders ETF (CAD)RUD-T1/9/2014U.S. EquitySilver4 Stars0.4319.210.112.0n/a
iShares Canadian Fin'l Mthly Income ETFFIE-T4/16/2010Canadian Equity BalancedSilver4 Stars0.9719.46.66.8n/a

Source: Morningstar Direct 

Ian Tam, CFA, is director of investment research for Morningstar Canada.

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Tickers mentioned in this story

Study and track financial data on any traded entity: click to open the full quote page. Data updated as of 19/11/24 11:59pm EST.

SymbolName% changeLast
XTR-T
Ishares Diversified Monthly Income ETF
+0.18%11.32
VVO-T
Vanguard Global Min Vol ETF
+0.61%38.11
RLB-T
RBC 1 To 5 Year Laddered Can Bond ETF
-0.05%18.67
RUD-T
RBC Quant US Div Leaders ETF
+0.79%25.43
FIE-T
Ishares CDN Fin Mthly Income ETF
+0.74%8.22

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