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BGRT.NEO vs. MREL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGRT.NEO vs. MREL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Global REIT Fund Active ETF Series (BGRT.NEO) and Middlefield Real Estate Dividend ETF (MREL.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BGRT.NEO achieves a 6.70% return, which is significantly lower than MREL.TO's 8.56% return.


BGRT.NEO

1D
0.00%
1M
-0.56%
YTD
6.70%
6M
5.55%
1Y
6.97%
3Y*
5Y*
10Y*

MREL.TO

1D
-0.30%
1M
0.56%
YTD
8.56%
6M
8.95%
1Y
14.93%
3Y*
11.21%
5Y*
5.94%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGRT.NEO vs. MREL.TO - Yearly Performance Comparison


2026 (YTD)202520242023
BGRT.NEO
BMO Global REIT Fund Active ETF Series
6.70%1.51%5.79%8.18%
MREL.TO
Middlefield Real Estate Dividend ETF
8.56%13.13%6.12%8.80%

Correlation

The correlation between BGRT.NEO and MREL.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2023

0.21

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Return for Risk

BGRT.NEO vs. MREL.TO — Risk / Return Rank

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

BGRT.NEO
BGRT.NEO Risk / Return Rank: 3030
Overall Rank
BGRT.NEO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BGRT.NEO Sortino Ratio Rank: 1919
Sortino Ratio Rank
BGRT.NEO Omega Ratio Rank: 5858
Omega Ratio Rank
BGRT.NEO Calmar Ratio Rank: 2525
Calmar Ratio Rank
BGRT.NEO Martin Ratio Rank: 2424
Martin Ratio Rank

MREL.TO
MREL.TO Risk / Return Rank: 3737
Overall Rank
MREL.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MREL.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
MREL.TO Omega Ratio Rank: 3131
Omega Ratio Rank
MREL.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
MREL.TO Martin Ratio Rank: 4848
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.

BGRT.NEO vs. MREL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Global REIT Fund Active ETF Series (BGRT.NEO) and Middlefield Real Estate Dividend ETF (MREL.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.


BGRT.NEOMREL.TODifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.35

1.21

+0.14

Calmar ratioReturn relative to maximum drawdown

1.13

1.98

-0.84

Martin ratioReturn relative to average drawdown

3.09

7.94

-4.85

BGRT.NEO vs. MREL.TO - Sharpe Ratio Comparison

The current BGRT.NEO Sharpe Ratio is 0.72, which is lower than the MREL.TO Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BGRT.NEO and MREL.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BGRT.NEOMREL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.16

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.57

-0.03

Drawdowns

BGRT.NEO vs. MREL.TO - Drawdown Comparison

The maximum BGRT.NEO drawdown since its inception was -16.06%, smaller than the maximum MREL.TO drawdown of -35.00%. Use the drawdown chart below to compare losses from any high point for BGRT.NEO and MREL.TO.


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Drawdown Indicators


BGRT.NEOMREL.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.06%

-35.00%

+18.94%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-7.59%

+1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-15.18%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-2.24%

-1.45%

-0.79%

Average Drawdown

Average peak-to-trough decline

-4.02%

-6.55%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.89%

+0.37%

Volatility

BGRT.NEO vs. MREL.TO - Volatility Comparison

The current volatility for BMO Global REIT Fund Active ETF Series (BGRT.NEO) is 2.59%, while Middlefield Real Estate Dividend ETF (MREL.TO) has a volatility of 3.40%. This indicates that BGRT.NEO experiences smaller price fluctuations and is considered to be less risky than MREL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGRT.NEOMREL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

3.40%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

9.06%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

12.93%

-3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

15.14%

-0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

15.46%

-1.29%

Dividends

BGRT.NEO vs. MREL.TO - Dividend Comparison

BGRT.NEO's dividend yield for the trailing twelve months is around 3.94%, less than MREL.TO's 6.79% yield.


PositionTTM20252024202320222021202020192018201720162015
BGRT.NEO
BMO Global REIT Fund Active ETF Series
3.94%4.14%4.03%1.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MREL.TO
Middlefield Real Estate Dividend ETF
6.79%7.16%7.53%7.42%8.66%5.43%6.97%6.06%6.29%6.27%6.50%6.35%

Frequently Asked Questions


BGRT.NEO and MREL.TO have a correlation of 0.14, 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: BMO and Middlefield.

Portfolio Optimizer

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