BLOV.TO vs. CWIN.TO
BLOV.TO (Brompton North American Low Volatility Dividend ETF) and CWIN.TO (HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units) are both Dividend funds. BLOV.TO is actively managed, while CWIN.TO is passively managed. Over the past year, BLOV.TO returned 19.69% vs 40.37% for CWIN.TO. At a 0.20 correlation, their price movements are largely independent.
Performance
BLOV.TO vs. CWIN.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BLOV.TO achieves a 13.38% return, which is significantly lower than CWIN.TO's 21.69% return.
BLOV.TO
- 1D
- 0.22%
- 1M
- 1.49%
- 6M
- 12.19%
- YTD
- 13.38%
- 1Y
- 19.69%
- 3Y*
- 12.75%
- 5Y*
- 8.19%
- 10Y*
- —
CWIN.TO
- 1D
- 0.04%
- 1M
- 2.88%
- 6M
- 17.48%
- YTD
- 21.69%
- 1Y
- 40.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BLOV.TO vs. CWIN.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.38% | 10.36% |
CWIN.TO HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units | 21.69% | 24.29% |
Correlation
The correlation between BLOV.TO and CWIN.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2025 | 0.20 |
The correlation between BLOV.TO and CWIN.TO shifts across timeframes, from 0.20 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BLOV.TO vs. CWIN.TO — Risk / Return Rank
BLOV.TO
CWIN.TO
BLOV.TO vs. CWIN.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton North American Low Volatility Dividend ETF (BLOV.TO) and HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.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.
| BLOV.TO | CWIN.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.60 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 5.53 | -1.59 |
| Martin ratioReturn relative to average drawdown | 13.24 | 20.47 | -7.23 |
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Drawdowns
BLOV.TO vs. CWIN.TO - Drawdown Comparison
The maximum BLOV.TO drawdown since its inception was -46.98%, which is greater than CWIN.TO's maximum drawdown of -10.87%. Use the drawdown chart below to compare losses from any high point for BLOV.TO and CWIN.TO.
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Drawdown Indicators
| BLOV.TO | CWIN.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.98% | -10.87% | -36.11% |
Max Drawdown (1Y)Largest decline over 1 year | -5.23% | -7.15% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -41.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -46.98% | — | — |
Current DrawdownCurrent decline from peak | -1.43% | -0.09% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -1.35% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.93% | -0.37% |
Volatility
BLOV.TO vs. CWIN.TO - Volatility Comparison
Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a higher volatility of 4.96% compared to HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) at 2.77%. This indicates that BLOV.TO's price experiences larger fluctuations and is considered to be riskier than CWIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLOV.TO | CWIN.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 2.77% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 9.81% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.20% | 12.49% | -3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.19% | 13.75% | +19.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 13.75% | +16.43% |
Dividends
BLOV.TO vs. CWIN.TO - Dividend Comparison
BLOV.TO's dividend yield for the trailing twelve months is around 3.71%, more than CWIN.TO's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% |
CWIN.TO HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units | 3.08% | 3.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BLOV.TO and CWIN.TO have a correlation of 0.32, 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 Hamilton.
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