BEPR.TO vs. PREF.TO
BEPR.TO (Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF) and PREF.TO (Quadravest Preferred Split Share ETF) are both Preferred Stock/Convertible Bonds funds. Both are actively managed. Over the past year, BEPR.TO returned 4.79% vs 6.02% for PREF.TO. At a 0.13 correlation, their price movements are largely independent.
Performance
BEPR.TO vs. PREF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BEPR.TO achieves a 0.27% return, which is significantly lower than PREF.TO's 3.18% return.
BEPR.TO
- 1D
- 0.83%
- 1M
- 0.12%
- 6M
- 0.49%
- YTD
- 0.27%
- 1Y
- 4.79%
- 3Y*
- 10.18%
- 5Y*
- 1.47%
- 10Y*
- 4.80%
PREF.TO
- 1D
- 0.00%
- 1M
- -0.39%
- 6M
- 3.96%
- YTD
- 3.18%
- 1Y
- 6.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BEPR.TO vs. PREF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BEPR.TO Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF | 0.27% | 6.68% | 7.63% |
PREF.TO Quadravest Preferred Split Share ETF | 3.18% | 6.77% | 9.28% |
Correlation
The correlation between BEPR.TO and PREF.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2024 | 0.13 |
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Return for Risk
BEPR.TO vs. PREF.TO — Risk / Return Rank
BEPR.TO
PREF.TO
BEPR.TO vs. PREF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO) and Quadravest Preferred Split Share ETF (PREF.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.
| BEPR.TO | PREF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.30 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 4.02 | -3.03 |
| Martin ratioReturn relative to average drawdown | 3.26 | 9.52 | -6.27 |
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Drawdowns
BEPR.TO vs. PREF.TO - Drawdown Comparison
The maximum BEPR.TO drawdown since its inception was -69.85%, which is greater than PREF.TO's maximum drawdown of -6.24%. Use the drawdown chart below to compare losses from any high point for BEPR.TO and PREF.TO.
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Drawdown Indicators
| BEPR.TO | PREF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.85% | -6.24% | -63.61% |
Max Drawdown (1Y)Largest decline over 1 year | -4.84% | -1.50% | -3.34% |
Max Drawdown (3Y)Largest decline over 3 years | -6.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -0.58% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -0.75% | -11.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 0.63% | +0.85% |
Volatility
BEPR.TO vs. PREF.TO - Volatility Comparison
Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO) has a higher volatility of 2.03% compared to Quadravest Preferred Split Share ETF (PREF.TO) at 1.23%. This indicates that BEPR.TO's price experiences larger fluctuations and is considered to be riskier than PREF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BEPR.TO | PREF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 1.23% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 6.57% | 2.90% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 4.05% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.70% | 5.20% | +6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 5.20% | +10.91% |
Dividends
BEPR.TO vs. PREF.TO - Dividend Comparison
BEPR.TO's dividend yield for the trailing twelve months is around 8.95%, more than PREF.TO's 6.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEPR.TO Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF | 8.95% | 9.28% | 9.19% | 9.58% | 9.26% | 6.87% | 6.37% | 6.70% | 9.17% | 7.43% | 8.31% | 9.40% |
PREF.TO Quadravest Preferred Split Share ETF | 6.61% | 6.60% | 3.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BEPR.TO and PREF.TO have a correlation of 0.18, 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 Quadravest.
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