BLOV.TO vs. TUED.TO
BLOV.TO (Brompton North American Low Volatility Dividend ETF) and TUED.TO (TD Active U.S. Enhanced Dividend ETF) are both Dividend funds. Both are actively managed. Over the past 5 years, BLOV.TO returned 8.17%/yr vs 12.12%/yr for TUED.TO. At a 0.14 correlation, their price movements are largely independent.
Performance
BLOV.TO vs. TUED.TO - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with BLOV.TO having a 13.33% return and TUED.TO slightly higher at 13.35%.
BLOV.TO
- 1D
- 0.15%
- 1M
- 2.36%
- 6M
- 11.57%
- YTD
- 13.33%
- 1Y
- 20.35%
- 3Y*
- 12.86%
- 5Y*
- 8.17%
- 10Y*
- —
TUED.TO
- 1D
- -2.68%
- 1M
- -3.05%
- 6M
- 8.47%
- YTD
- 13.35%
- 1Y
- 20.24%
- 3Y*
- 21.49%
- 5Y*
- 12.12%
- 10Y*
- —
BLOV.TO vs. TUED.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% | 7.59% |
TUED.TO TD Active U.S. Enhanced Dividend ETF | 13.35% | 8.11% | 34.84% | 13.55% | -5.96% | 27.46% | 16.94% |
Correlation
The correlation between BLOV.TO and TUED.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2020 | 0.14 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BLOV.TO vs. TUED.TO — Risk / Return Rank
BLOV.TO
TUED.TO
BLOV.TO vs. TUED.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 TD Active U.S. Enhanced Dividend ETF (TUED.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 | TUED.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.20 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 1.93 | +1.98 |
| Martin ratioReturn relative to average drawdown | 13.07 | 6.85 | +6.23 |
Loading charts...
Drawdowns
BLOV.TO vs. TUED.TO - Drawdown Comparison
The maximum BLOV.TO drawdown since its inception was -46.98%, which is greater than TUED.TO's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for BLOV.TO and TUED.TO.
Loading charts...
Drawdown Indicators
| BLOV.TO | TUED.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.98% | -27.76% | -19.22% |
Max Drawdown (1Y)Largest decline over 1 year | -5.23% | -10.55% | +5.32% |
Max Drawdown (3Y)Largest decline over 3 years | -41.86% | -27.76% | -14.10% |
Max Drawdown (5Y)Largest decline over 5 years | -46.98% | -27.76% | -19.22% |
Current DrawdownCurrent decline from peak | -1.47% | -6.62% | +5.15% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -6.63% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.96% | -1.40% |
Volatility
BLOV.TO vs. TUED.TO - Volatility Comparison
The current volatility for Brompton North American Low Volatility Dividend ETF (BLOV.TO) is 4.85%, while TD Active U.S. Enhanced Dividend ETF (TUED.TO) has a volatility of 7.05%. This indicates that BLOV.TO experiences smaller price fluctuations and is considered to be less risky than TUED.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BLOV.TO | TUED.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 7.05% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 15.18% | -7.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.18% | 18.39% | -9.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.19% | 25.53% | +7.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.16% | 34.85% | -4.69% |
Dividends
BLOV.TO vs. TUED.TO - Dividend Comparison
BLOV.TO's dividend yield for the trailing twelve months is around 3.71%, more than TUED.TO's 2.63% 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% |
TUED.TO TD Active U.S. Enhanced Dividend ETF | 2.63% | 2.89% | 2.27% | 2.84% | 3.13% | 2.45% | 1.53% |
Frequently Asked Questions
BLOV.TO and TUED.TO have a correlation of 0.19, 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 TD.
Find the right allocation for BLOV.TO and TUED.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer