BREA.TO vs. KNGG.TO

Last updated Jun 4, 2026

BREA.TO (Brompton Sustainable Real Assets Dividend ETF) and KNGG.TO (Brompton Global Cash Flow Kings ETF) are both Global Equities funds. Both are actively managed. At a 0.15 correlation, their price movements are largely independent.

Performance

BREA.TO vs. KNGG.TO - 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 Brompton Global Cash Flow Kings ETF (KNGG.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BREA.TO

• 1D: 0.99%
• 1M: 0.38%
• YTD: 14.61%
• 6M: 14.48%
• 1Y: 26.76%
• 3Y*: 23.21%
• 5Y*: 14.53%
• 10Y*: —

KNGG.TO

• 1D: 0.00%
• 1M: 4.79%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BREA.TO vs. KNGG.TO - Yearly Performance Comparison

	2026 (YTD)
BREA.TO Brompton Sustainable Real Assets Dividend ETF	5.86%
KNGG.TO Brompton Global Cash Flow Kings ETF	6.03%

Correlation

The correlation between BREA.TO and KNGG.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 1, 2026	0.15

Return for Risk

BREA.TO vs. KNGG.TO — 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: 60
BREA.TO Sharpe Ratio Rank: 57
BREA.TO Sortino Ratio Rank: 56
BREA.TO Omega Ratio Rank: 60
BREA.TO Calmar Ratio Rank: 66
BREA.TO Martin Ratio Rank: 63

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. KNGG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Sustainable Real Assets Dividend ETF (BREA.TO) and Brompton Global Cash Flow Kings ETF (KNGG.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.

	BREA.TO	KNGG.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.92	—	—
Sortino ratio: Return per unit of downside risk	2.67	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	3.25	—	—
Martin ratio: Return relative to average drawdown	11.21	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BREA.TO	KNGG.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	2.48	-1.52

Drawdowns

BREA.TO vs. KNGG.TO - Drawdown Comparison

The maximum BREA.TO drawdown since its inception was -19.15%, which is greater than KNGG.TO's maximum drawdown of -3.26%. Use the drawdown chart below to compare losses from any high point for BREA.TO and KNGG.TO.

Drawdown Indicators

	BREA.TO	KNGG.TO	Difference
Max Drawdown Largest peak-to-trough decline	-19.15%	-3.26%	-15.89%
Max Drawdown (1Y) Largest decline over 1 year	-8.35%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.36%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.15%	—	—
Current Drawdown Current decline from peak	-2.33%	-0.56%	-1.77%
Average Drawdown Average peak-to-trough decline	-4.40%	-1.19%	-3.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	—	—

Volatility

Volatility by Period

	BREA.TO	KNGG.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.30%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.19%	16.22%	-2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.34%	16.22%	+0.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.68%	16.22%	-0.54%

Dividends

BREA.TO vs. KNGG.TO - Dividend Comparison

BREA.TO's dividend yield for the trailing twelve months is around 4.85%, while KNGG.TO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
BREA.TO Brompton Sustainable Real Assets Dividend ETF	4.85%	4.95%	4.89%	5.17%	4.81%	4.12%	3.08%
KNGG.TO Brompton Global Cash Flow Kings ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BREA.TO and KNGG.TO in my portfolio?

BREA.TO and KNGG.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

What is the main difference between BREA.TO and KNGG.TO?

They also come from different issuers: Brompton Funds and Brompton.