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BGIE.TO vs. VDU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGIE.TO vs. VDU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Global Infrastructure ETF (BGIE.TO) and Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO). The values are adjusted to include any dividend payments, if applicable.

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BGIE.TO vs. VDU.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BGIE.TO
Brompton Global Infrastructure ETF
7.87%21.56%24.37%5.45%-2.37%18.61%10.30%
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF
4.04%27.97%11.37%14.56%-9.89%10.23%23.90%

Returns By Period

In the year-to-date period, BGIE.TO achieves a 7.87% return, which is significantly higher than VDU.TO's 4.04% return.


BGIE.TO

1D
1.76%
1M
-5.65%
YTD
7.87%
6M
6.78%
1Y
29.91%
3Y*
20.29%
5Y*
13.64%
10Y*

VDU.TO

1D
3.34%
1M
-6.81%
YTD
4.04%
6M
8.45%
1Y
24.80%
3Y*
16.43%
5Y*
10.09%
10Y*
9.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGIE.TO vs. VDU.TO - Expense Ratio Comparison

BGIE.TO has a 0.75% expense ratio, which is higher than VDU.TO's 0.22% expense ratio.


Return for Risk

BGIE.TO vs. VDU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGIE.TO
BGIE.TO Risk / Return Rank: 8484
Overall Rank
BGIE.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BGIE.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
BGIE.TO Omega Ratio Rank: 8383
Omega Ratio Rank
BGIE.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
BGIE.TO Martin Ratio Rank: 8686
Martin Ratio Rank

VDU.TO
VDU.TO Risk / Return Rank: 8181
Overall Rank
VDU.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VDU.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VDU.TO Omega Ratio Rank: 8080
Omega Ratio Rank
VDU.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
VDU.TO Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGIE.TO vs. VDU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Infrastructure ETF (BGIE.TO) and Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.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.


BGIE.TOVDU.TODifference

Sharpe ratio

Return per unit of total volatility

1.72

1.49

+0.23

Sortino ratio

Return per unit of downside risk

2.24

2.03

+0.21

Omega ratio

Gain probability vs. loss probability

1.34

1.30

+0.04

Calmar ratio

Return relative to maximum drawdown

2.58

2.13

+0.45

Martin ratio

Return relative to average drawdown

10.44

8.23

+2.21

BGIE.TO vs. VDU.TO - Sharpe Ratio Comparison

The current BGIE.TO Sharpe Ratio is 1.72, which is comparable to the VDU.TO Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of BGIE.TO and VDU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGIE.TOVDU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.49

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.77

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.64

+0.30

Correlation

The correlation between BGIE.TO and VDU.TO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BGIE.TO vs. VDU.TO - Dividend Comparison

BGIE.TO's dividend yield for the trailing twelve months is around 4.45%, more than VDU.TO's 2.34% yield.


TTM20252024202320222021202020192018201720162015
BGIE.TO
Brompton Global Infrastructure ETF
4.45%4.95%4.89%5.19%4.79%4.10%3.07%0.00%0.00%0.00%0.00%0.00%
VDU.TO
Vanguard FTSE Developed All Cap ex U.S. Index ETF
2.34%2.61%2.55%2.54%2.14%2.67%1.64%2.48%2.61%2.26%2.41%2.25%

Drawdowns

BGIE.TO vs. VDU.TO - Drawdown Comparison

The maximum BGIE.TO drawdown since its inception was -18.24%, smaller than the maximum VDU.TO drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for BGIE.TO and VDU.TO.


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Drawdown Indicators


BGIE.TOVDU.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.24%

-29.19%

+10.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-11.47%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-18.24%

-24.10%

+5.86%

Max Drawdown (10Y)

Largest decline over 10 years

-29.19%

Current Drawdown

Current decline from peak

-6.75%

-7.23%

+0.48%

Average Drawdown

Average peak-to-trough decline

-4.52%

-4.70%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.97%

-0.27%

Volatility

BGIE.TO vs. VDU.TO - Volatility Comparison

The current volatility for Brompton Global Infrastructure ETF (BGIE.TO) is 6.06%, while Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a volatility of 8.37%. This indicates that BGIE.TO experiences smaller price fluctuations and is considered to be less risky than VDU.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.TOVDU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

8.37%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.55%

11.26%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.56%

16.74%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

13.23%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

14.61%

+0.64%