- Issuer
- Bristol Gate
- Inception Date
- Feb 20, 2018
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
BGU.TO Performance Chart
Bristol Gate Concentrated US Equity ETF (BGU.TO) is up 7.2% since the beginning of the year. BGU.TO is currently trading at CA$53 per share. Investors who bought CA$1,000 worth of BGU.TO shares 5 years ago would now be looking at an investment worth CA$1,558.
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Returns By Period
Bristol Gate Concentrated US Equity ETF (BGU.TO) has returned 7.16% so far this year and 12.19% over the past 12 months.
Bristol Gate Concentrated US Equity ETF
- 1D
- -0.54%
- 1M
- 0.99%
- 6M
- 3.59%
- YTD
- 7.16%
- 1Y
- 12.19%
- 3Y*
- 13.49%
- 5Y*
- 9.27%
- 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%
BGU.TO Monthly Returns History
Based on dividend-adjusted daily data since Mar 5, 2018, BGU.TO's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +10.8%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BGU.TO closed higher 46% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.12% | 0.77% | -4.53% | 2.35% | 2.26% | 8.85% | -2.10% | 7.16% | |||||
| 2025 | 6.04% | -1.35% | -5.63% | -4.26% | 5.00% | 0.68% | -0.32% | -0.85% | 2.59% | 3.50% | 0.91% | -1.12% | 4.62% |
| 2024 | 1.46% | 5.96% | 1.84% | -3.85% | 0.50% | 4.06% | 6.61% | -1.50% | 1.74% | 0.11% | 5.92% | -4.71% | 18.85% |
| 2023 | 2.84% | -0.21% | 2.53% | 0.00% | -0.14% | 2.13% | 4.14% | 1.54% | -5.08% | -1.21% | 7.80% | 4.87% | 20.28% |
| 2022 | -10.56% | -5.45% | 2.54% | -2.36% | -2.29% | -5.25% | 9.29% | -4.22% | -3.10% | 6.49% | 2.66% | -0.18% | -13.23% |
| 2021 | -2.56% | 2.17% | 4.42% | 2.33% | 0.06% | 5.38% | 3.89% | 1.52% | -1.38% | 2.31% | 4.14% | 4.75% | 30.22% |
Benchmark Metrics
Bristol Gate Concentrated US Equity ETF has an annualized alpha of 4.54%, beta of 0.58, and R2 of 0.41 versus S&P 500 Index. Calculated based on daily prices since March 05, 2018.
- This ETF participated in 89.30% of S&P 500 Index downside but only 86.24% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.58 may look defensive, but with R2 of 0.41 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 0.41 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 4.54%
- Beta
- 0.58
- R²
- 0.41
- Upside Capture
- 86.24%
- Downside Capture
- 89.30%
Return for Risk
Risk / Return Rank
BGU.TO ranks 29 for risk / return — below 29% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Bristol Gate Concentrated US Equity ETF (BGU.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.
| BGU.TO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.67 | -1.56 |
| Martin ratioReturn relative to average drawdown | 3.07 | 9.87 | -6.80 |
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 US 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 US Equity ETF was 31.66%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.
The current Bristol Gate Concentrated US Equity ETF drawdown is 2.10%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-31.66%Mar 2020 | 1mo 8d | 7mo 28d | 9mo 6dFeb 2020 - Nov 2020 | COVID crash2020 |
-25.46%Jun 2022 | 5mo 13d | 1y 5mo | 1y 10moJan 2022 - Nov 2023 | Bear market2022 |
-17.03%Apr 2025 | 2mo 17d | 7mo 8d | 9mo 25dFeb 2025 - Nov 2025 | 2025 selloff2025 |
-11.12%Mar 2026 | 2mo 7d | 2mo 20d | 4mo 27dJan 2026 - Jun 2026 | — |
-8.68%Oct 2018 | 1mo 14d | 3mo 7d | 4mo 21dSep 2018 - Jan 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| BGU.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.66% | -48.87% | +17.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -9.17% | -1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -17.03% | -19.59% | +2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -25.46% | -23.14% | -2.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.97% | — |
Current DrawdownCurrent decline from peak | -2.10% | -0.82% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -9.63% | +4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.47% | +1.51% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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