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Brompton Global Equity HighPay ETF (PAYG.TO) Sharpe Ratio

ETF · Currency in CAD · Last updated Jul 14, 2026

The Brompton Global Equity HighPay ETF (PAYG) is an actively managed fund that seeks to provide unitholders with twice-monthly high income and long-term capital appreciation by investing in a portfolio of leading global equity securities. The ETF employs modest leverage of approximately 25% of NAV and may write covered calls on its portfolio from time to time to increase distributable cash and reduce portfolio volatility.

Sharpe ratio is not yet available for PAYG.TO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Brompton Global Equity HighPay ETF's Sharpe Ratio with other ETFs in the Global Equity Income, Derivative Income category across multiple time periods, showing how PAYG.TO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CBNK.TOMulvihill Canadian Bank Enhanced Yield ETF5.78
BANK.TOEvolve Canadian Banks and Lifecos Enhanced Yield Index Fund5.38
HLIF.TOHarvest Canadian Equity Income Leaders ETF Class A5.28
ZWB.TOBMO Covered Call Canadian Banks ETF5.00
BKCL.TOGlobal X Enhanced Equal Weight Canadian Banks Covered Call ETF4.71
BKCC.TOGlobal X Equal Weight Canadian Bank Covered Call ETF4.56
HMAX.TOHamilton Canadian Financials Yield Maximizer ETF4.08
RCDC.TORBC Canadian Dividend Covered Call ETF3.87
ZWC.TOBMO CA High Dividend Covered Call ETF3.55
GOGY.TOHarvest Alphabet Enhanced High Income Shares ETF Class A Units3.33
PAYG.TOBrompton Global Equity HighPay ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows PAYG.TO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PAYG.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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