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Brompton Split Corp. Enhanced Equity Income ETF (C...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
11222E108
Inception Date
Mar 20, 2025
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Brompton Split Corp. Enhanced Equity Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

CLSA.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) has returned -2.42% so far this year and 53.49% over the past 12 months.


Brompton Split Corp. Enhanced Equity Income ETF

1D
0.04%
1M
-7.65%
YTD
-2.42%
6M
14.55%
1Y
53.49%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 21, 2025, CLSA.TO's average daily return is +0.17%, while the average monthly return is +3.39%. At this rate, your investment would double in approximately 1.7 years.

Historically, 85% of months were positive and 15% were negative. The best month was May 2025 with a return of +10.4%, while the worst month was Mar 2026 at -7.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, CLSA.TO closed higher 66% of trading days. The best single day was Apr 14, 2025 with a return of +4.2%, while the worst single day was Apr 4, 2025 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.04%3.55%-7.65%-2.42%
2025-0.60%0.90%10.38%3.92%3.34%4.33%7.39%6.03%3.53%6.94%56.35%

Benchmark Metrics

Brompton Split Corp. Enhanced Equity Income ETF has an annualized alpha of 41.17%, beta of 0.56, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since March 24, 2025.

  • This ETF captured 159.35% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -100.61%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.56 may look defensive, but with R² of 0.36 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 0.36 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
41.17%
Beta
0.56
0.36
Upside Capture
159.35%
Downside Capture
-100.61%

Expense Ratio

CLSA.TO has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CLSA.TO ranks 97 for risk / return — in the top 97% 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.


CLSA.TO Risk / Return Rank: 9797
Overall Rank
CLSA.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CLSA.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CLSA.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CLSA.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLSA.TO Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) and compare them to a chosen benchmark (S&P 500 Index).


CLSA.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.16

0.69

+2.47

Sortino ratio

Return per unit of downside risk

3.73

1.06

+2.67

Omega ratio

Gain probability vs. loss probability

1.63

1.17

+0.46

Calmar ratio

Return relative to maximum drawdown

4.90

1.14

+3.76

Martin ratio

Return relative to average drawdown

19.65

4.22

+15.43

Explore CLSA.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Brompton Split Corp. Enhanced Equity Income ETF provided a 10.32% dividend yield over the last twelve months, with an annual payout of CA$1.40 per share.


7.99%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.202025
Dividends
Dividend Yield
PeriodTTM2025
DividendCA$1.40CA$1.14

Dividend yield

10.32%7.99%

Monthly Dividends

The table displays the monthly dividend distributions for Brompton Split Corp. Enhanced Equity Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.18CA$0.18CA$0.00CA$0.36
2025CA$0.10CA$0.10CA$0.10CA$0.10CA$0.12CA$0.12CA$0.12CA$0.13CA$0.13CA$0.13CA$1.14

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 Brompton Split Corp. Enhanced Equity Income 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 Split Corp. Enhanced Equity Income ETF was 11.73%, occurring on Apr 7, 2025. Recovery took 21 trading sessions.

The current Brompton Split Corp. Enhanced Equity Income ETF drawdown is 8.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.73%Mar 26, 20259Apr 7, 202521May 7, 202530
-10.78%Feb 27, 202616Mar 20, 2026
-3.25%Jul 7, 20251Jul 7, 202513Jul 24, 202514
-2.36%Feb 5, 20261Feb 5, 20262Feb 9, 20263
-2.24%Jul 30, 20253Aug 1, 20258Aug 14, 202511

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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