BDIV.TO vs. ETP.TO
BDIV.TO (Brompton Global Dividend Growth ETF) and ETP.TO (First Trust Global Risk Managed Income Index ETF) are both Global Equity Income funds. BDIV.TO is actively managed, while ETP.TO is passively managed. Over the past 5 years, BDIV.TO returned 10.85%/yr vs 3.80%/yr for ETP.TO. At a 0.26 correlation, their price movements are largely independent.
Performance
BDIV.TO vs. ETP.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BDIV.TO achieves a 10.93% return, which is significantly higher than ETP.TO's 5.10% return.
BDIV.TO
- 1D
- 0.35%
- 1M
- 0.13%
- 6M
- 8.69%
- YTD
- 10.93%
- 1Y
- 20.16%
- 3Y*
- 20.02%
- 5Y*
- 10.85%
- 10Y*
- —
ETP.TO
- 1D
- 0.05%
- 1M
- 0.74%
- 6M
- 4.76%
- YTD
- 5.10%
- 1Y
- 10.42%
- 3Y*
- 9.87%
- 5Y*
- 3.80%
- 10Y*
- 3.70%
BDIV.TO vs. ETP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BDIV.TO Brompton Global Dividend Growth ETF | 10.93% | 18.14% | 25.34% | 11.23% | -16.24% | 22.15% | -0.56% | 22.02% | -6.67% |
ETP.TO First Trust Global Risk Managed Income Index ETF | 5.10% | 9.03% | 11.18% | 5.68% | -10.84% | 6.08% | -0.95% | 11.41% | -2.59% |
Correlation
The correlation between BDIV.TO and ETP.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2018 | 0.26 |
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Return for Risk
BDIV.TO vs. ETP.TO — Risk / Return Rank
BDIV.TO
ETP.TO
BDIV.TO vs. ETP.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Global Dividend Growth ETF (BDIV.TO) and First Trust Global Risk Managed Income Index ETF (ETP.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| BDIV.TO | ETP.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.58 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.90 | -1.67 |
| Martin ratioReturn relative to average drawdown | 9.64 | 16.53 | -6.89 |
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Drawdowns
BDIV.TO vs. ETP.TO - Drawdown Comparison
The maximum BDIV.TO drawdown since its inception was -36.44%, which is greater than ETP.TO's maximum drawdown of -26.38%. Use the drawdown chart below to compare losses from any high point for BDIV.TO and ETP.TO.
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Drawdown Indicators
| BDIV.TO | ETP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.44% | -26.38% | -10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -2.81% | -6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -13.65% | -5.73% | -7.92% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -15.30% | -9.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.38% | — |
Current DrawdownCurrent decline from peak | -2.36% | 0.00% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -3.26% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 0.66% | +1.44% |
Volatility
BDIV.TO vs. ETP.TO - Volatility Comparison
Brompton Global Dividend Growth ETF (BDIV.TO) has a higher volatility of 3.94% compared to First Trust Global Risk Managed Income Index ETF (ETP.TO) at 0.70%. This indicates that BDIV.TO's price experiences larger fluctuations and is considered to be riskier than ETP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDIV.TO | ETP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 0.70% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 2.90% | +7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 3.78% | +8.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.72% | 5.86% | +8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 7.13% | +11.57% |
Dividends
BDIV.TO vs. ETP.TO - Dividend Comparison
BDIV.TO's dividend yield for the trailing twelve months is around 5.74%, more than ETP.TO's 3.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDIV.TO Brompton Global Dividend Growth ETF | 5.74% | 6.05% | 6.43% | 7.21% | 7.11% | 5.30% | 6.12% | 5.23% | 0.00% | 0.00% | 0.00% | 0.00% |
ETP.TO First Trust Global Risk Managed Income Index ETF | 3.62% | 4.03% | 3.73% | 4.15% | 3.25% | 2.93% | 3.78% | 3.76% | 4.33% | 4.08% | 3.84% | 4.28% |
Frequently Asked Questions
BDIV.TO and ETP.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Brompton and First Trust.
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