BGIE.TO vs. BLOV.TO
BGIE.TO (Brompton Global Infrastructure ETF) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both exchange-traded funds - BGIE.TO is a Global Equities fund actively managed by Brompton, while BLOV.TO is a Dividend fund actively managed by Brompton. Both are actively managed. Over the past 5 years, BGIE.TO returned 13.31%/yr vs 8.19%/yr for BLOV.TO. At a 0.30 correlation, their price movements are largely independent.
Performance
BGIE.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BGIE.TO having a 12.79% return and BLOV.TO slightly higher at 13.38%.
BGIE.TO
- 1D
- -0.15%
- 1M
- -0.96%
- 6M
- 8.20%
- YTD
- 12.79%
- 1Y
- 20.19%
- 3Y*
- 21.22%
- 5Y*
- 13.31%
- 10Y*
- —
BLOV.TO
- 1D
- 0.22%
- 1M
- 1.49%
- 6M
- 12.19%
- YTD
- 13.38%
- 1Y
- 19.69%
- 3Y*
- 12.75%
- 5Y*
- 8.19%
- 10Y*
- —
BGIE.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BGIE.TO Brompton Global Infrastructure ETF | 12.79% | 21.56% | 24.37% | 5.45% | -2.37% | 18.61% | 10.30% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.38% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
Correlation
The correlation between BGIE.TO and BLOV.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.30 |
The correlation between BGIE.TO and BLOV.TO shifts across timeframes, from 0.20 (3 years) to 0.33 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BGIE.TO vs. BLOV.TO — Risk / Return Rank
BGIE.TO
BLOV.TO
BGIE.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Global Infrastructure ETF (BGIE.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
| BGIE.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.45 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 3.95 | -1.52 |
| Martin ratioReturn relative to average drawdown | 7.52 | 13.24 | -5.72 |
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Drawdowns
BGIE.TO vs. BLOV.TO - Drawdown Comparison
The maximum BGIE.TO drawdown since its inception was -18.24%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for BGIE.TO and BLOV.TO.
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Drawdown Indicators
| BGIE.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.24% | -46.98% | +28.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -5.23% | -3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -17.02% | -41.86% | +24.84% |
Max Drawdown (5Y)Largest decline over 5 years | -18.24% | -46.98% | +28.74% |
Current DrawdownCurrent decline from peak | -3.89% | -1.43% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -4.48% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 1.56% | +1.13% |
Volatility
BGIE.TO vs. BLOV.TO - Volatility Comparison
The current volatility for Brompton Global Infrastructure ETF (BGIE.TO) is 3.66%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.96%. This indicates that BGIE.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGIE.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 4.96% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 7.78% | +3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.11% | 9.20% | +5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 33.19% | -17.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 30.18% | -14.93% |
Dividends
BGIE.TO vs. BLOV.TO - Dividend Comparison
BGIE.TO's dividend yield for the trailing twelve months is around 5.04%, more than BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BGIE.TO Brompton Global Infrastructure ETF | 5.04% | 4.95% | 4.89% | 5.19% | 4.79% | 4.10% | 3.07% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% |
Frequently Asked Questions
BGIE.TO and BLOV.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGIE.TO is categorized as Global Equities, while BLOV.TO is Dividend.
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