- Issuer
- Bristol Gate
- Inception Date
- Feb 20, 2018
- Category
- Canada Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
BGC.TO Performance Chart
Bristol Gate Concentrated Canadian Equity ETF (BGC.TO) is up 2.4% since the beginning of the year. BGC.TO is currently trading at CA$38 per share. Investors who bought CA$1,000 worth of BGC.TO shares 5 years ago would now be looking at an investment worth CA$1,471.
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Returns By Period
Bristol Gate Concentrated Canadian Equity ETF (BGC.TO) has returned 2.35% so far this year and 6.21% over the past 12 months.
Bristol Gate Concentrated Canadian Equity ETF
- 1D
- 0.10%
- 1M
- 3.29%
- 6M
- 2.16%
- YTD
- 2.35%
- 1Y
- 6.21%
- 3Y*
- 10.26%
- 5Y*
- 8.03%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.31%
- 1M
- 0.87%
- 6M
- 10.62%
- YTD
- 13.50%
- 1Y
- 24.35%
- 3Y*
- 21.67%
- 5Y*
- 14.33%
- 10Y*
- 14.32%
BGC.TO Monthly Returns History
Based on dividend-adjusted daily data since Mar 5, 2018, BGC.TO's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jan 2019 with a return of +11.2%, while the worst month was Mar 2020 at -16.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BGC.TO closed higher 40% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 18, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.34% | 6.17% | -7.92% | 3.25% | 0.82% | 3.02% | 1.00% | 2.35% | |||||
| 2025 | 2.71% | -4.13% | -3.46% | 2.04% | 5.66% | 0.39% | 2.25% | -0.27% | -1.18% | -1.73% | 2.72% | 3.26% | 8.06% |
| 2024 | 2.33% | 3.50% | -2.54% | -2.20% | 0.46% | 2.17% | 7.01% | 0.09% | 3.64% | -0.60% | 1.64% | -2.06% | 13.80% |
| 2023 | 4.29% | 2.86% | 0.22% | 1.04% | -0.89% | 0.90% | 1.74% | -0.17% | -3.89% | -1.35% | 7.91% | 4.25% | 17.67% |
| 2022 | -5.59% | -1.86% | 3.59% | -3.50% | -0.12% | -4.70% | 8.33% | -1.76% | -4.75% | 4.82% | 1.83% | -0.96% | -5.52% |
| 2021 | -2.50% | 2.43% | 5.87% | 1.88% | 0.04% | 2.80% | 3.35% | 1.92% | -2.33% | 2.95% | -2.98% | 3.71% | 18.08% |
Benchmark Metrics
Bristol Gate Concentrated Canadian Equity ETF has an annualized alpha of 4.17%, beta of 0.30, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since March 05, 2018.
- This ETF participated in 82.81% of S&P 500 Index downside but only 65.39% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.30 may look defensive, but with R2 of 0.15 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.15 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.17%
- Beta
- 0.30
- R²
- 0.15
- Upside Capture
- 65.39%
- Downside Capture
- 82.81%
Return for Risk
Risk / Return Rank
BGC.TO ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Bristol Gate Concentrated Canadian Equity ETF (BGC.TO) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGC.TO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.33 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 2.67 | -1.96 |
| Martin ratioReturn relative to average drawdown | 1.87 | 9.87 | -8.00 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Bristol Gate Concentrated Canadian Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Bristol Gate Concentrated Canadian Equity ETF was 36.73%, occurring on Mar 23, 2020. Recovery took 255 trading sessions.
The current Bristol Gate Concentrated Canadian Equity ETF drawdown is 0.52%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-36.73%Mar 2020 | 1mo 4d | 1y 6d | 1y 1moFeb 2020 - Mar 2021 | COVID crash2020 |
-15.21%Dec 2018 | 5mo | 3mo 29d | 8mo 29dJul 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-14.14%Jun 2022 | 7mo 13d | 7mo 25d | 1y 3moNov 2021 - Feb 2023 | Bear market2022 |
-14.09%Apr 2025 | 5mo 19d | 2mo 27d | 8mo 16dOct 2024 - Jul 2025 | 2025 selloff2025 |
-8.62%Mar 2026 | 21d | — | 4mo 19dFeb 2026 - now | — |
Drawdown Indicators
| BGC.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.73% | -48.87% | +12.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.62% | -9.17% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -14.09% | -19.59% | +5.50% |
Max Drawdown (5Y)Largest decline over 5 years | -14.14% | -23.14% | +9.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.97% | — |
Current DrawdownCurrent decline from peak | -0.52% | -0.82% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -9.63% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.47% | +0.76% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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