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BRE.TO vs. VUAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRE.TO vs. VUAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Bridgemarq Real Estate Services Inc. (BRE.TO) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BRE.TO is traded in CAD, while VUAA.L is traded in USD. To make them comparable, the VUAA.L values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRE.TO achieves a 2.75% return, which is significantly lower than VUAA.L's 10.86% return.


BRE.TO

1D
0.54%
1M
-5.59%
YTD
2.75%
6M
8.32%
1Y
-4.12%
3Y*
6.93%
5Y*
3.75%
10Y*
7.87%

VUAA.L

1D
-0.86%
1M
4.40%
YTD
10.86%
6M
10.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRE.TO vs. VUAA.L - Yearly Performance Comparison


Correlation

The correlation between BRE.TO and VUAA.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.01

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Return for Risk

BRE.TO vs. VUAA.L — Risk / Return Rank

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

BRE.TO
BRE.TO Risk / Return Rank: 3131
Overall Rank
BRE.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BRE.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRE.TO Omega Ratio Rank: 2828
Omega Ratio Rank
BRE.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
BRE.TO Martin Ratio Rank: 3333
Martin Ratio Rank

VUAA.L
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.

BRE.TO vs. VUAA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgemarq Real Estate Services Inc. (BRE.TO) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). 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.


BRE.TOVUAA.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.98

Calmar ratioReturn relative to maximum drawdown

-0.21

Martin ratioReturn relative to average drawdown

-0.49

BRE.TO vs. VUAA.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BRE.TOVUAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

2.35

-1.97

Drawdowns

BRE.TO vs. VUAA.L - Drawdown Comparison

The maximum BRE.TO drawdown since its inception was -63.50%, which is greater than VUAA.L's maximum drawdown of -7.79%. Use the drawdown chart below to compare losses from any high point for BRE.TO and VUAA.L.


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Drawdown Indicators


BRE.TOVUAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.50%

-7.79%

-55.71%

Max Drawdown (1Y)

Largest decline over 1 year

-16.32%

Max Drawdown (3Y)

Largest decline over 3 years

-27.98%

Max Drawdown (5Y)

Largest decline over 5 years

-27.98%

Max Drawdown (10Y)

Largest decline over 10 years

-63.50%

Current Drawdown

Current decline from peak

-8.28%

-0.91%

-7.37%

Average Drawdown

Average peak-to-trough decline

-8.47%

-1.39%

-7.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.99%

2.22%

+4.77%

Volatility

BRE.TO vs. VUAA.L - Volatility Comparison


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Volatility by Period


BRE.TOVUAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

12.13%

+6.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.97%

12.13%

+9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.52%

12.13%

+19.39%

Dividends

BRE.TO vs. VUAA.L - Dividend Comparison

BRE.TO's dividend yield for the trailing twelve months is around 10.40%, while VUAA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRE.TO
Bridgemarq Real Estate Services Inc.
10.40%10.26%9.02%10.30%10.56%8.31%9.16%9.21%9.31%8.00%8.24%8.41%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BRE.TO and VUAA.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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