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BREA.TO vs. CIE.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BREA.TO vs. CIE.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Sustainable Real Assets Dividend ETF (BREA.TO) and iShares International Fundamental Common Class (CIE.NEO). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BREA.TO vs. CIE.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

BREA.TO
BREA.TO Risk / Return Rank: 6060
Overall Rank
BREA.TO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BREA.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BREA.TO Omega Ratio Rank: 6060
Omega Ratio Rank
BREA.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
BREA.TO Martin Ratio Rank: 6363
Martin Ratio Rank

CIE.NEO
CIE.NEO Risk / Return Rank: 8282
Overall Rank
CIE.NEO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CIE.NEO Sortino Ratio Rank: 8686
Sortino Ratio Rank
CIE.NEO Omega Ratio Rank: 8787
Omega Ratio Rank
CIE.NEO Calmar Ratio Rank: 7272
Calmar Ratio Rank
CIE.NEO Martin Ratio Rank: 7777
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.

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.TOCIE.NEODifference
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

BREA.TO vs. CIE.NEO - Sharpe Ratio Comparison

The current BREA.TO Sharpe Ratio is 1.92, which is lower than the CIE.NEO Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of BREA.TO and CIE.NEO, 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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Sharpe Ratios by Period


BREA.TOCIE.NEODifference

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.TOCIE.NEODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.33%

-0.39%

-1.94%

Average Drawdown

Average peak-to-trough decline

-4.40%

-7.13%

+2.73%

Ulcer Index

Depth 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.TOCIE.NEODifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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