BEPR.TO vs. XPF.TO
BEPR.TO (Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF) and XPF.TO (iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged)) are both Preferred Stock/Convertible Bonds funds. BEPR.TO is actively managed, while XPF.TO is passively managed. Over the past 10 years, BEPR.TO returned 4.71%/yr vs 3.86%/yr for XPF.TO. At a 0.18 correlation, their price movements are largely independent.
Performance
BEPR.TO vs. XPF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BEPR.TO achieves a -0.09% return, which is significantly lower than XPF.TO's 1.55% return. Over the past 10 years, BEPR.TO has outperformed XPF.TO with an annualized return of 4.71%, while XPF.TO has yielded a comparatively lower 3.86% annualized return.
BEPR.TO
- 1D
- 0.24%
- 1M
- 0.47%
- 6M
- 0.03%
- YTD
- -0.09%
- 1Y
- 3.50%
- 3Y*
- 10.09%
- 5Y*
- 1.40%
- 10Y*
- 4.71%
XPF.TO
- 1D
- -0.45%
- 1M
- -0.90%
- 6M
- 0.16%
- YTD
- 1.55%
- 1Y
- 5.32%
- 3Y*
- 10.06%
- 5Y*
- 2.28%
- 10Y*
- 3.86%
BEPR.TO vs. XPF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BEPR.TO Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF | -0.09% | 6.68% | 14.36% | 6.62% | -19.22% | 8.37% | 0.94% | 32.29% | -12.67% | 14.60% |
XPF.TO iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) | 1.55% | 9.33% | 14.80% | 7.19% | -19.48% | 11.51% | 5.34% | 8.88% | -7.32% | 10.03% |
Correlation
The correlation between BEPR.TO and XPF.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.18 |
The correlation between BEPR.TO and XPF.TO shifts across timeframes, from 0.18 (all time) to 0.29 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BEPR.TO vs. XPF.TO — Risk / Return Rank
BEPR.TO
XPF.TO
BEPR.TO vs. XPF.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 iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) (XPF.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 | XPF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.17 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 1.39 | -0.66 |
| Martin ratioReturn relative to average drawdown | 2.37 | 4.63 | -2.26 |
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Drawdowns
BEPR.TO vs. XPF.TO - Drawdown Comparison
The maximum BEPR.TO drawdown since its inception was -69.85%, which is greater than XPF.TO's maximum drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for BEPR.TO and XPF.TO.
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Drawdown Indicators
| BEPR.TO | XPF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.85% | -43.52% | -26.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.84% | -3.84% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -6.15% | -7.54% | +1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -24.67% | -2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | -43.52% | -7.89% |
Current DrawdownCurrent decline from peak | -1.32% | -1.46% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -4.73% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.15% | +0.34% |
Volatility
BEPR.TO vs. XPF.TO - Volatility Comparison
The current volatility for Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO) is 1.94%, while iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) (XPF.TO) has a volatility of 2.11%. This indicates that BEPR.TO experiences smaller price fluctuations and is considered to be less risky than XPF.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 | XPF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 2.11% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 4.68% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.16% | 5.55% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.70% | 8.57% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 14.39% | +1.71% |
Dividends
BEPR.TO vs. XPF.TO - Dividend Comparison
BEPR.TO's dividend yield for the trailing twelve months is around 8.98%, more than XPF.TO's 5.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEPR.TO Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF | 8.98% | 9.28% | 9.19% | 9.58% | 9.26% | 6.87% | 6.37% | 6.70% | 9.17% | 7.43% | 8.31% | 9.40% |
XPF.TO iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) | 5.23% | 5.08% | 5.21% | 5.74% | 5.46% | 4.30% | 4.95% | 5.12% | 4.94% | 4.59% | 5.14% | 5.11% |
Frequently Asked Questions
BEPR.TO and XPF.TO have a correlation of 0.21, 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 iShares.
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