BLOV.TO vs. FCUD.TO
BLOV.TO (Brompton North American Low Volatility Dividend ETF) and FCUD.TO (Fidelity U.S. High Dividend ETF) are both Dividend funds. Both are actively managed. Over the past 5 years, BLOV.TO returned 8.17%/yr vs 10.12%/yr for FCUD.TO. At a 0.17 correlation, their price movements are largely independent.
Performance
BLOV.TO vs. FCUD.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BLOV.TO achieves a 13.33% return, which is significantly lower than FCUD.TO's 15.45% return.
BLOV.TO
- 1D
- 0.15%
- 1M
- 2.36%
- 6M
- 11.57%
- YTD
- 13.33%
- 1Y
- 20.35%
- 3Y*
- 12.86%
- 5Y*
- 8.17%
- 10Y*
- —
FCUD.TO
- 1D
- 0.61%
- 1M
- 1.19%
- 6M
- 10.71%
- YTD
- 15.45%
- 1Y
- 6.61%
- 3Y*
- 11.93%
- 5Y*
- 10.12%
- 10Y*
- —
BLOV.TO vs. FCUD.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.33% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
FCUD.TO Fidelity U.S. High Dividend ETF | 15.45% | -5.65% | 22.63% | 8.12% | 0.48% | 31.54% | 18.00% |
Correlation
The correlation between BLOV.TO and FCUD.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.17 |
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Return for Risk
BLOV.TO vs. FCUD.TO — Risk / Return Rank
BLOV.TO
FCUD.TO
BLOV.TO vs. FCUD.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 Fidelity U.S. High Dividend ETF (FCUD.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 | FCUD.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.12 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 0.47 | +3.44 |
| Martin ratioReturn relative to average drawdown | 13.07 | 1.08 | +11.99 |
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Drawdowns
BLOV.TO vs. FCUD.TO - Drawdown Comparison
The maximum BLOV.TO drawdown since its inception was -46.98%, which is greater than FCUD.TO's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for BLOV.TO and FCUD.TO.
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Drawdown Indicators
| BLOV.TO | FCUD.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.98% | -38.79% | -8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -5.23% | -14.19% | +8.96% |
Max Drawdown (3Y)Largest decline over 3 years | -41.86% | -16.13% | -25.73% |
Max Drawdown (5Y)Largest decline over 5 years | -46.98% | -16.13% | -30.85% |
Current DrawdownCurrent decline from peak | -1.47% | -0.94% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -4.69% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 6.12% | -4.56% |
Volatility
BLOV.TO vs. FCUD.TO - Volatility Comparison
Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a higher volatility of 4.85% compared to Fidelity U.S. High Dividend ETF (FCUD.TO) at 1.90%. This indicates that BLOV.TO's price experiences larger fluctuations and is considered to be riskier than FCUD.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 | FCUD.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 1.90% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 6.36% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.18% | 12.39% | -3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.19% | 13.10% | +20.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.16% | 17.82% | +12.34% |
Dividends
BLOV.TO vs. FCUD.TO - Dividend Comparison
BLOV.TO's dividend yield for the trailing twelve months is around 3.71%, more than FCUD.TO's 2.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% |
FCUD.TO Fidelity U.S. High Dividend ETF | 2.44% | 3.13% | 2.15% | 2.45% | 2.72% | 2.16% | 4.10% | 2.90% | 1.01% |
Frequently Asked Questions
BLOV.TO and FCUD.TO have a correlation of 0.18, 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 Fidelity.
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