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Issuer
Brompton
Inception Date
May 20, 2011
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Brompton Tech Leaders Income ETF

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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S&P 500 Index

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.11%-4.06%-5.43%18.94%16.45%6.41%-6.84%27.21%
20252.77%-4.20%-9.14%1.21%9.50%8.56%1.22%-0.95%4.90%6.83%-2.51%0.27%18.20%
20244.17%5.82%1.04%-5.79%2.31%10.96%-5.79%2.50%1.90%0.05%4.70%-1.10%21.45%
20237.94%-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%
20210.25%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
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.


TLF.TO Risk / Return Rank: 5959
Overall Rank
TLF.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TLF.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
TLF.TO Omega Ratio Rank: 5656
Omega Ratio Rank
TLF.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
TLF.TO Martin Ratio Rank: 6464
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 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.TOBenchmarkDifference
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.


3.00%4.00%5.00%6.00%7.00%8.00%CA$0.00CA$0.50CA$1.00CA$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
DividendCA$1.83CA$1.62CA$1.45CA$1.15CA$1.08CA$0.80CA$0.65CA$0.65CA$0.65CA$0.65CA$0.65CA$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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.00CA$0.96
2025CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.15CA$0.15CA$0.15CA$0.15CA$0.15CA$0.15CA$1.62
2024CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$1.45
2023CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$1.15
2022CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$1.08
2021CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$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 17d1y 1mo
1y 11moDec 2021 - Dec 2023
Bear market2022
-31.51%Mar 2020
1mo 2d3mo 1d
4mo 3dFeb 2020 - Jun 2020
COVID crash2020
-28.10%Feb 2016
11mo 8d1y 26d
1y 12moMar 2015 - Mar 2017
-26.70%Oct 2011
4mo 12d4mo 6d
8mo 18dMay 2011 - Feb 2012
-24.99%Apr 2025
2mo 15d2mo 18d
5mo 3dJan 2025 - Jun 2025
2025 selloff2025

Drawdown Indicators


TLF.TOBenchmarkDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.84%

-0.82%

-6.02%

Average Drawdown

Average peak-to-trough decline

-7.35%

-9.63%

+2.28%

Ulcer Index

Depth 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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Portfolio Analyzer

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