BDIV.TO vs. TQGD.TO
BDIV.TO (Brompton Global Dividend Growth ETF) and TQGD.TO (TD Q Global Dividend ETF) are both Global Equity Income funds. BDIV.TO is actively managed, while TQGD.TO is passively managed. Over the past 5 years, BDIV.TO returned 10.85%/yr vs 14.19%/yr for TQGD.TO. At a 0.34 correlation, their price movements are largely independent.
Performance
BDIV.TO vs. TQGD.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 lower than TQGD.TO's 16.32% 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*
- —
TQGD.TO
- 1D
- 0.38%
- 1M
- 1.28%
- 6M
- 12.66%
- YTD
- 16.32%
- 1Y
- 28.09%
- 3Y*
- 19.52%
- 5Y*
- 14.19%
- 10Y*
- —
BDIV.TO vs. TQGD.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BDIV.TO Brompton Global Dividend Growth ETF | 10.93% | 18.14% | 25.34% | 11.23% | -16.24% | 22.15% | -0.56% | 3.82% |
TQGD.TO TD Q Global Dividend ETF | 16.32% | 16.45% | 17.67% | 15.06% | -2.95% | 26.09% | -9.55% | 5.90% |
Correlation
The correlation between BDIV.TO and TQGD.TO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2019 | 0.34 |
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Return for Risk
BDIV.TO vs. TQGD.TO — Risk / Return Rank
BDIV.TO
TQGD.TO
BDIV.TO vs. TQGD.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Global Dividend Growth ETF (BDIV.TO) and TD Q Global Dividend ETF (TQGD.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 | TQGD.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.49 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 4.66 | -2.44 |
| Martin ratioReturn relative to average drawdown | 9.64 | 17.85 | -8.20 |
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Drawdowns
BDIV.TO vs. TQGD.TO - Drawdown Comparison
The maximum BDIV.TO drawdown since its inception was -36.44%, which is greater than TQGD.TO's maximum drawdown of -32.60%. Use the drawdown chart below to compare losses from any high point for BDIV.TO and TQGD.TO.
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Drawdown Indicators
| BDIV.TO | TQGD.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.44% | -32.60% | -3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -6.05% | -3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -13.65% | -15.51% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -15.51% | -8.83% |
Current DrawdownCurrent decline from peak | -2.36% | -1.28% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -4.88% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 1.58% | +0.52% |
Volatility
BDIV.TO vs. TQGD.TO - Volatility Comparison
Brompton Global Dividend Growth ETF (BDIV.TO) has a higher volatility of 3.94% compared to TD Q Global Dividend ETF (TQGD.TO) at 3.31%. This indicates that BDIV.TO's price experiences larger fluctuations and is considered to be riskier than TQGD.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 | TQGD.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.31% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 8.53% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 10.65% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.72% | 17.86% | -3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 24.53% | -5.83% |
Dividends
BDIV.TO vs. TQGD.TO - Dividend Comparison
BDIV.TO's dividend yield for the trailing twelve months is around 5.74%, more than TQGD.TO's 2.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BDIV.TO Brompton Global Dividend Growth ETF | 5.74% | 6.05% | 6.43% | 7.21% | 7.11% | 5.30% | 6.12% | 5.23% |
TQGD.TO TD Q Global Dividend ETF | 2.64% | 2.89% | 3.39% | 3.65% | 3.89% | 3.26% | 4.85% | 0.35% |
Frequently Asked Questions
BDIV.TO and TQGD.TO have a correlation of 0.36, 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 TD.
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