BMAX.TO vs. IYLD
Compare and contrast key facts about Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and iShares Morningstar Multi-Asset Income ETF (IYLD).
BMAX.TO and IYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BMAX.TO is managed by Brompton Funds. IYLD is a passively managed fund by iShares that tracks the performance of the Morningstar Multi-Asset High Income Index. It was launched on Apr 5, 2012.
Performance
BMAX.TO vs. IYLD - Performance Comparison
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BMAX.TO vs. IYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BMAX.TO Brompton Enhanced Multi-Asset Income ETF | -2.51% | 17.88% | 19.42% | 11.56% | 6.10% |
IYLD iShares Morningstar Multi-Asset Income ETF | 3.36% | 10.14% | 10.76% | 10.07% | 5.18% |
Different Trading Currencies
BMAX.TO is traded in CAD, while IYLD is traded in USD. To make them comparable, the IYLD values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BMAX.TO achieves a -2.51% return, which is significantly lower than IYLD's 3.36% return.
BMAX.TO
- 1D
- 1.60%
- 1M
- -6.63%
- YTD
- -2.51%
- 6M
- 0.67%
- 1Y
- 13.77%
- 3Y*
- 14.86%
- 5Y*
- —
- 10Y*
- —
IYLD
- 1D
- 0.96%
- 1M
- -1.06%
- YTD
- 3.36%
- 6M
- 4.51%
- 1Y
- 9.71%
- 3Y*
- 10.88%
- 5Y*
- 5.55%
- 10Y*
- 4.69%
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BMAX.TO vs. IYLD - Expense Ratio Comparison
BMAX.TO has a 2.62% expense ratio, which is higher than IYLD's 0.60% expense ratio.
Return for Risk
BMAX.TO vs. IYLD — Risk / Return Rank
BMAX.TO
IYLD
BMAX.TO vs. IYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and iShares Morningstar Multi-Asset Income ETF (IYLD). 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.
| BMAX.TO | IYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.40 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.83 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.61 | -0.37 |
Martin ratioReturn relative to average drawdown | 5.41 | 5.80 | -0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BMAX.TO | IYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.40 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.82 | +0.33 |
Correlation
The correlation between BMAX.TO and IYLD is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BMAX.TO vs. IYLD - Dividend Comparison
BMAX.TO's dividend yield for the trailing twelve months is around 9.43%, more than IYLD's 4.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMAX.TO Brompton Enhanced Multi-Asset Income ETF | 9.43% | 9.70% | 9.64% | 9.55% | 2.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYLD iShares Morningstar Multi-Asset Income ETF | 4.61% | 4.72% | 5.32% | 5.76% | 5.45% | 3.47% | 4.38% | 5.25% | 5.78% | 4.22% | 4.84% | 5.26% |
Drawdowns
BMAX.TO vs. IYLD - Drawdown Comparison
The maximum BMAX.TO drawdown since its inception was -15.42%, smaller than the maximum IYLD drawdown of -24.43%. Use the drawdown chart below to compare losses from any high point for BMAX.TO and IYLD.
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Drawdown Indicators
| BMAX.TO | IYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.42% | -30.23% | +14.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -4.63% | -6.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.57% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.23% | — |
Current DrawdownCurrent decline from peak | -7.89% | -3.36% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -4.58% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 1.22% | +1.37% |
Volatility
BMAX.TO vs. IYLD - Volatility Comparison
Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) has a higher volatility of 4.71% compared to iShares Morningstar Multi-Asset Income ETF (IYLD) at 2.94%. This indicates that BMAX.TO's price experiences larger fluctuations and is considered to be riskier than IYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMAX.TO | IYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 2.94% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 4.73% | +3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 7.00% | +8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 6.80% | +6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.14% | 8.42% | +4.72% |