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BLOV.TO vs. IDIV-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLOV.TO vs. IDIV-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton North American Low Volatility Dividend ETF (BLOV.TO) and Manulife Smart International Dividend ETF Unhedged Units (IDIV-B.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, BLOV.TO achieves a 13.00% return, which is significantly lower than IDIV-B.TO's 14.72% return.


BLOV.TO

1D
-0.29%
1M
3.33%
6M
11.25%
YTD
13.00%
1Y
19.70%
3Y*
12.63%
5Y*
8.11%
10Y*

IDIV-B.TO

1D
-0.58%
1M
-0.11%
6M
9.38%
YTD
14.72%
1Y
22.50%
3Y*
19.50%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLOV.TO vs. IDIV-B.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
BLOV.TO
Brompton North American Low Volatility Dividend ETF
13.00%14.08%11.35%-1.53%0.51%
IDIV-B.TO
Manulife Smart International Dividend ETF Unhedged Units
14.72%30.89%11.95%12.28%7.59%

Correlation

The correlation between BLOV.TO and IDIV-B.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

0.21

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2022

0.19

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Return for Risk

BLOV.TO vs. IDIV-B.TO — Risk / Return Rank

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

BLOV.TO
BLOV.TO Risk / Return Rank: 8787
Overall Rank
BLOV.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BLOV.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
BLOV.TO Omega Ratio Rank: 9090
Omega Ratio Rank
BLOV.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BLOV.TO Martin Ratio Rank: 8585
Martin Ratio Rank

IDIV-B.TO
IDIV-B.TO Risk / Return Rank: 5656
Overall Rank
IDIV-B.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IDIV-B.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
IDIV-B.TO Omega Ratio Rank: 5858
Omega Ratio Rank
IDIV-B.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
IDIV-B.TO Martin Ratio Rank: 6565
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.

BLOV.TO vs. IDIV-B.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 Manulife Smart International Dividend ETF Unhedged Units (IDIV-B.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.TOIDIV-B.TODifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.44

1.27

+0.16

Calmar ratioReturn relative to maximum drawdown

3.78

2.25

+1.53

Martin ratioReturn relative to average drawdown

12.62

8.70

+3.93

BLOV.TO vs. IDIV-B.TO - Sharpe Ratio Comparison

The current BLOV.TO Sharpe Ratio is 2.16, which is higher than the IDIV-B.TO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BLOV.TO and IDIV-B.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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Drawdowns

BLOV.TO vs. IDIV-B.TO - Drawdown Comparison

The maximum BLOV.TO drawdown since its inception was -46.98%, which is greater than IDIV-B.TO's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for BLOV.TO and IDIV-B.TO.


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Drawdown Indicators


BLOV.TOIDIV-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-46.98%

-13.62%

-33.36%

Max Drawdown (1Y)

Largest decline over 1 year

-5.23%

-10.03%

+4.80%

Max Drawdown (3Y)

Largest decline over 3 years

-41.86%

-13.62%

-28.24%

Max Drawdown (5Y)

Largest decline over 5 years

-46.98%

Current Drawdown

Current decline from peak

-1.76%

-1.82%

+0.06%

Average Drawdown

Average peak-to-trough decline

-4.47%

-1.77%

-2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

2.59%

-1.03%

Volatility

BLOV.TO vs. IDIV-B.TO - Volatility Comparison

Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a higher volatility of 4.67% compared to Manulife Smart International Dividend ETF Unhedged Units (IDIV-B.TO) at 3.38%. This indicates that BLOV.TO's price experiences larger fluctuations and is considered to be riskier than IDIV-B.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.TOIDIV-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

3.38%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

13.18%

-5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

9.16%

16.37%

-7.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.18%

14.32%

+18.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.15%

14.32%

+15.83%

Dividends

BLOV.TO vs. IDIV-B.TO - Dividend Comparison

BLOV.TO's dividend yield for the trailing twelve months is around 3.72%, more than IDIV-B.TO's 2.95% yield.


PositionTTM202520242023202220212020
BLOV.TO
Brompton North American Low Volatility Dividend ETF
3.72%4.13%4.51%4.80%4.25%3.19%2.45%
IDIV-B.TO
Manulife Smart International Dividend ETF Unhedged Units
2.95%3.12%3.52%1.73%0.20%0.00%0.00%

Frequently Asked Questions


BLOV.TO and IDIV-B.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 Manulife.

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