BREA.TO vs. CIE.NEO
BREA.TO (Brompton Sustainable Real Assets Dividend ETF) and CIE.NEO (iShares International Fundamental Common Class) are both Global Equities funds. BREA.TO is actively managed, while CIE.NEO is passively managed. Over the past 5 years, BREA.TO returned 14.53%/yr vs 15.50%/yr for CIE.NEO. At a 0.34 correlation, their price movements are largely independent. BREA.TO charges 0.96%/yr vs 0.73%/yr for CIE.NEO.
Performance
BREA.TO vs. CIE.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, BREA.TO achieves a 14.61% return, which is significantly lower than CIE.NEO's 17.83% return.
BREA.TO
- 1D
- 0.99%
- 1M
- 0.38%
- YTD
- 14.61%
- 6M
- 14.48%
- 1Y
- 26.76%
- 3Y*
- 23.21%
- 5Y*
- 14.53%
- 10Y*
- —
CIE.NEO
- 1D
- -0.39%
- 1M
- 6.26%
- YTD
- 17.83%
- 6M
- 19.92%
- 1Y
- 39.49%
- 3Y*
- 25.09%
- 5Y*
- 15.50%
- 10Y*
- 11.89%
BREA.TO vs. CIE.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BREA.TO Brompton Sustainable Real Assets Dividend ETF | 14.61% | 21.56% | 23.40% | 6.31% | -2.35% | 18.66% | 10.37% |
CIE.NEO iShares International Fundamental Common Class | 17.83% | 34.92% | 12.83% | 15.59% | -2.83% | 14.42% | 26.24% |
Correlation
The correlation between BREA.TO and CIE.NEO is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.34 |
The correlation between BREA.TO and CIE.NEO shifts across timeframes, from 0.34 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BREA.TO vs. CIE.NEO — Risk / Return Rank
BREA.TO
CIE.NEO
BREA.TO vs. CIE.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Sustainable Real Assets Dividend ETF (BREA.TO) and iShares International Fundamental Common Class (CIE.NEO). 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.
| BREA.TO | CIE.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.54 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 3.57 | -0.33 |
| Martin ratioReturn relative to average drawdown | 11.21 | 14.78 | -3.58 |
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
| BREA.TO | CIE.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.85 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 1.13 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.44 | +0.52 |
Drawdowns
BREA.TO vs. CIE.NEO - Drawdown Comparison
The maximum BREA.TO drawdown since its inception was -19.15%, smaller than the maximum CIE.NEO drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for BREA.TO and CIE.NEO.
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Drawdown Indicators
| BREA.TO | CIE.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.15% | -40.08% | +20.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -11.10% | +2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.36% | -15.44% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -19.15% | -20.55% | +1.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.08% | — |
Current DrawdownCurrent decline from peak | -2.33% | -0.39% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -7.13% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.68% | -0.26% |
Volatility
BREA.TO vs. CIE.NEO - Volatility Comparison
Brompton Sustainable Real Assets Dividend ETF (BREA.TO) and iShares International Fundamental Common Class (CIE.NEO) have volatilities of 4.70% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BREA.TO | CIE.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 4.85% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 11.56% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 13.95% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 13.85% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 18.19% | -2.51% |
BREA.TO vs. CIE.NEO - Expense Ratio Comparison
BREA.TO has a 0.96% expense ratio, which is higher than CIE.NEO's 0.73% expense ratio.
Dividends
BREA.TO vs. CIE.NEO - Dividend Comparison
BREA.TO's dividend yield for the trailing twelve months is around 4.85%, more than CIE.NEO's 2.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BREA.TO Brompton Sustainable Real Assets Dividend ETF | 4.85% | 4.95% | 4.89% | 5.17% | 4.81% | 4.12% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CIE.NEO iShares International Fundamental Common Class | 2.12% | 2.53% | 2.82% | 3.08% | 3.32% | 2.89% | 2.15% | 3.63% | 3.12% | 2.67% | 2.80% | 2.44% |
Frequently Asked Questions
BREA.TO and CIE.NEO have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CIE.NEO is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CIE.NEO is cheaper with a 0.73% expense ratio, compared with 0.96% for BREA.TO.
They also come from different issuers: Brompton Funds and iShares. Their fees differ too: 0.96% for BREA.TO and 0.73% for CIE.NEO.
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