- Issuer
- Brompton
- Inception Date
- May 20, 2011
- Category
- Technology Equities, Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
TLF.TO Performance Chart
Brompton Tech Leaders Income ETF (TLF.TO) is up 27.2% since the beginning of the year. TLF.TO is currently trading at CA$34 per share. Investors who bought CA$1,000 worth of TLF.TO shares 5 years ago would now be looking at an investment worth CA$2,199.
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Returns By Period
Brompton Tech Leaders Income ETF (TLF.TO) has returned 27.21% so far this year and 38.85% over the past 12 months. Looking at the last ten years, TLF.TO has achieved an annualized return of 21.83%, outperforming the S&P 500 Index benchmark, which averaged 14.32% per year.
Brompton Tech Leaders Income ETF
- 1D
- -1.40%
- 1M
- -3.87%
- 6M
- 25.65%
- YTD
- 27.21%
- 1Y
- 38.85%
- 3Y*
- 26.00%
- 5Y*
- 17.07%
- 10Y*
- 21.83%
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%
TLF.TO Monthly Returns History
Based on dividend-adjusted daily data since May 20, 2011, TLF.TO's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, an investment would double in approximately 4.3 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +18.9%, while the worst month was Apr 2022 at -14.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.
On a daily basis, TLF.TO closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +12.3%, while the worst single day was Sep 21, 2011 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.11% | -4.06% | -5.43% | 18.94% | 16.45% | 6.41% | -6.84% | 27.21% | |||||
| 2025 | 2.77% | -4.20% | -9.14% | 1.21% | 9.50% | 8.56% | 1.22% | -0.95% | 4.90% | 6.83% | -2.51% | 0.27% | 18.20% |
| 2024 | 4.17% | 5.82% | 1.04% | -5.79% | 2.31% | 10.96% | -5.79% | 2.50% | 1.90% | 0.05% | 4.70% | -1.10% | 21.45% |
| 2023 | 7.94% | -0.08% | 8.38% | -1.87% | 10.44% | 4.99% | 3.66% | -0.31% | -5.53% | -0.27% | 10.69% | 4.19% | 49.36% |
| 2022 | -12.30% | -4.30% | 4.05% | -14.19% | 0.24% | -6.89% | 12.25% | -6.36% | -9.77% | 5.69% | 7.02% | -6.81% | -30.09% |
| 2021 | 0.25% | 3.53% | 0.56% | 4.62% | -0.41% | 3.41% | 3.65% | 3.91% | -5.92% | 8.95% | 2.94% | 2.91% | 31.51% |
Benchmark Metrics
Brompton Tech Leaders Income ETF has an annualized alpha of 6.93%, beta of 0.68, and R2 of 0.29 versus S&P 500 Index. Calculated based on daily prices since May 20, 2011.
- This ETF captured 111.98% of S&P 500 Index gains and 111.04% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- Beta of 0.68 may look defensive, but with R2 of 0.29 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 0.29 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
- 6.93%
- Beta
- 0.68
- R²
- 0.29
- Upside Capture
- 111.98%
- Downside Capture
- 111.04%
Return for Risk
Risk / Return Rank
TLF.TO ranks 59 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Brompton Tech Leaders Income ETF (TLF.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.
| TLF.TO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 2.67 | -0.02 |
| Martin ratioReturn relative to average drawdown | 9.20 | 9.87 | -0.68 |
Dividends
Dividend History
Brompton Tech Leaders Income ETF provided a 5.41% dividend yield over the last twelve months, with an annual payout of CA$1.83 per share. The fund has been increasing its distributions for 14 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | CA$1.83 | CA$1.62 | CA$1.45 | CA$1.15 | CA$1.08 | CA$0.80 | CA$0.65 | CA$0.65 | CA$0.65 | CA$0.65 | CA$0.65 | CA$0.65 |
Dividend yield | 5.41% | 5.90% | 5.86% | 5.31% | 6.97% | 3.40% | 3.49% | 4.64% | 6.05% | 5.94% | 7.67% | 7.63% |
Monthly Dividends
The table displays the monthly dividend distributions for Brompton Tech Leaders Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.16 | CA$0.16 | CA$0.16 | CA$0.16 | CA$0.16 | CA$0.16 | CA$0.00 | CA$0.96 | |||||
| 2025 | CA$0.13 | CA$0.13 | CA$0.13 | CA$0.13 | CA$0.13 | CA$0.13 | CA$0.15 | CA$0.15 | CA$0.15 | CA$0.15 | CA$0.15 | CA$0.15 | CA$1.62 |
| 2024 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.13 | CA$0.13 | CA$0.13 | CA$0.13 | CA$0.13 | CA$0.13 | CA$1.45 |
| 2023 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$1.15 |
| 2022 | CA$0.08 | CA$0.08 | CA$0.08 | CA$0.08 | CA$0.08 | CA$0.08 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$1.08 |
| 2021 | CA$0.07 | CA$0.07 | CA$0.07 | CA$0.07 | CA$0.07 | CA$0.07 | CA$0.07 | CA$0.07 | CA$0.07 | CA$0.07 | CA$0.07 | CA$0.07 | CA$0.80 |
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 Tech Leaders 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 Tech Leaders Income ETF was 37.19%, occurring on Oct 14, 2022. Recovery took 285 trading sessions.
The current Brompton Tech Leaders Income ETF drawdown is 6.84%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-37.19%Oct 2022 | 9mo 17d | 1y 1mo | 1y 11moDec 2021 - Dec 2023 | Bear market2022 |
-31.51%Mar 2020 | 1mo 2d | 3mo 1d | 4mo 3dFeb 2020 - Jun 2020 | COVID crash2020 |
-28.10%Feb 2016 | 11mo 8d | 1y 26d | 1y 12moMar 2015 - Mar 2017 | — |
-26.70%Oct 2011 | 4mo 12d | 4mo 6d | 8mo 18dMay 2011 - Feb 2012 | — |
-24.99%Apr 2025 | 2mo 15d | 2mo 18d | 5mo 3dJan 2025 - Jun 2025 | 2025 selloff2025 |
Drawdown Indicators
| TLF.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.19% | -48.87% | +11.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -9.17% | -5.56% |
Max Drawdown (3Y)Largest decline over 3 years | -24.99% | -19.59% | -5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -37.19% | -23.14% | -14.05% |
Max Drawdown (10Y)Largest decline over 10 years | -37.19% | -27.97% | -9.22% |
Current DrawdownCurrent decline from peak | -6.84% | -0.82% | -6.02% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -9.63% | +2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 2.47% | +1.77% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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