Brompton North American Low Volatility Dividend ETF (BLOV.TO)

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Brompton North American Low Volatility Dividend ETF (BLOV.TO) is up 13.4% since the beginning of the year. BLOV.TO is currently trading at CA$27 per share. Investors who bought CA$1,000 worth of BLOV.TO shares 5 years ago would now be looking at an investment worth CA$1,482.

Brompton North American Low Volatility Dividend ETF (BLOV.TO) has returned 13.38% so far this year and 19.69% over the past 12 months.

Based on dividend-adjusted daily data since May 5, 2020, BLOV.TO's average daily return is +0.05%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +8.6%, while the worst month was Dec 2024 at -6.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BLOV.TO closed higher 40% of trading days. The best single day was Oct 13, 2023 with a return of +58.2%, while the worst single day was Oct 12, 2023 at -37.1%.

Brompton North American Low Volatility Dividend ETF has an annualized alpha of 12.07%, beta of 0.04, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since May 05, 2020.

• This ETF participated in 61.98% of S&P 500 Index downside but only 49.99% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.04 may look defensive, but with R2 of 0.00 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 0.00 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.

BLOV.TO ranks 87 for risk / return — in the top 87% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Brompton North American Low Volatility Dividend ETF provided a 3.71% dividend yield over the last twelve months, with an annual payout of CA$1.02 per share. The fund has been increasing its distributions for 5 consecutive years.

The table displays the monthly dividend distributions for Brompton North American Low Volatility Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Brompton North American Low Volatility Dividend 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 Brompton North American Low Volatility Dividend ETF was 46.98%, occurring on Oct 12, 2023. Recovery took 216 trading sessions.

The current Brompton North American Low Volatility Dividend ETF drawdown is 1.43%.

The chart below shows the rolling one-month volatility.