BGIE.TO vs. XFH.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Brompton Global Infrastructure ETF (BGIE.TO) and iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO).

BGIE.TO and XFH.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BGIE.TO is an actively managed fund by Brompton. It was launched on Apr 30, 2020. XFH.TO is a passively managed fund by iShares that tracks the performance of the Morningstar DM xNA GR CAD. It was launched on Feb 10, 2015.

Performance

BGIE.TO vs. XFH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Global Infrastructure ETF (BGIE.TO) and iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BGIE.TO Brompton Global Infrastructure ETF	7.87%	21.56%	24.37%	5.45%	-2.37%	18.61%	10.30%
XFH.TO iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)	3.63%	21.68%	11.68%	18.28%	-6.60%	12.13%	23.50%

Returns By Period

In the year-to-date period, BGIE.TO achieves a 7.87% return, which is significantly higher than XFH.TO's 3.63% 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*: —

XFH.TO

• 1D: 1.52%
• 1M: -3.60%
• YTD: 3.63%
• 6M: 8.91%
• 1Y: 21.61%
• 3Y*: 15.47%
• 5Y*: 9.80%
• 10Y*: 9.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

BGIE.TO

Brompton Global Infrastructure ETF

XFH.TO

iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)

Return for Risk

BGIE.TO vs. XFH.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: 84
BGIE.TO Sharpe Ratio Rank: 84
BGIE.TO Sortino Ratio Rank: 83
BGIE.TO Omega Ratio Rank: 83
BGIE.TO Calmar Ratio Rank: 85
BGIE.TO Martin Ratio Rank: 86

XFH.TO

XFH.TO Risk / Return Rank: 73
XFH.TO Sharpe Ratio Rank: 72
XFH.TO Sortino Ratio Rank: 72
XFH.TO Omega Ratio Rank: 76
XFH.TO Calmar Ratio Rank: 72
XFH.TO Martin Ratio Rank: 74

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. XFH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Infrastructure ETF (BGIE.TO) and iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.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.TO	XFH.TO	Difference
Sharpe ratio Return per unit of total volatility	1.72	1.33	+0.39
Sortino ratio Return per unit of downside risk	2.24	1.90	+0.33
Omega ratio Gain probability vs. loss probability	1.34	1.30	+0.04
Calmar ratio Return relative to maximum drawdown	2.58	1.94	+0.64
Martin ratio Return relative to average drawdown	10.44	8.22	+2.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current BGIE.TO Sharpe Ratio is 1.72, which is comparable to the XFH.TO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of BGIE.TO and XFH.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.

Sharpe Ratios by Period

	BGIE.TO	XFH.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	1.33	+0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.71	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.48	+0.46

Correlation

The correlation between BGIE.TO and XFH.TO is 0.36, 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. XFH.TO - Dividend Comparison

BGIE.TO's dividend yield for the trailing twelve months is around 4.45%, more than XFH.TO's 2.08% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XFH.TO iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)	2.08%	2.16%	2.47%	2.91%	2.91%	2.29%	1.73%	2.43%	2.66%	2.11%	2.03%	2.45%

Drawdowns

BGIE.TO vs. XFH.TO - Drawdown Comparison

The maximum BGIE.TO drawdown since its inception was -18.24%, smaller than the maximum XFH.TO drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for BGIE.TO and XFH.TO.

Drawdown Indicators

	BGIE.TO	XFH.TO	Difference
Max Drawdown Largest peak-to-trough decline	-18.24%	-33.85%	+15.61%
Max Drawdown (1Y) Largest decline over 1 year	-10.95%	-11.27%	+0.32%
Max Drawdown (5Y) Largest decline over 5 years	-18.24%	-20.59%	+2.35%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.85%	—
Current Drawdown Current decline from peak	-6.75%	-4.89%	-1.86%
Average Drawdown Average peak-to-trough decline	-4.52%	-5.66%	+1.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	2.66%	+0.04%

Volatility

BGIE.TO vs. XFH.TO - Volatility Comparison

Brompton Global Infrastructure ETF (BGIE.TO) and iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO) have volatilities of 6.06% and 5.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGIE.TO	XFH.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.06%	5.92%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	11.55%	9.18%	+2.37%
Volatility (1Y) Calculated over the trailing 1-year period	17.56%	16.32%	+1.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.60%	13.92%	+1.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.25%	16.18%	-0.93%