CLSA.TO vs. BLOV.TO
CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds from Brompton. Both are actively managed. Over the past year, CLSA.TO returned 88.08% vs 17.74% for BLOV.TO. Their 0.15 correlation means their historical movements had little consistent relationship. CLSA.TO charges 0.60%/yr vs 0.76%/yr for BLOV.TO.
Performance
CLSA.TO vs. BLOV.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CLSA.TO achieves a 40.42% return, which is significantly higher than BLOV.TO's 12.67% return.
CLSA.TO
- 1D
- 0.03%
- 1M
- 3.42%
- 6M
- 37.13%
- YTD
- 40.42%
- 1Y
- 88.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 78.89%
BLOV.TO
- 1D
- -0.58%
- 1M
- -2.04%
- 6M
- 9.76%
- YTD
- 12.67%
- 1Y
- 17.74%
- 3Y*
- 12.20%
- 5Y*
- 7.68%
- 10Y*
- —
- ALL TIME*
- 9.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$3.57K | CA$12.15K | CA$11.07K | |
| CA$729.28K | CA$519.46K | CA$344.99K |
CLSA.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 40.42% | 57.14% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 12.67% | 8.36% |
Correlation
The correlation between CLSA.TO and BLOV.TO is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025 | 0.15 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CLSA.TO vs. BLOV.TO — Risk / Return Rank
CLSA.TO
BLOV.TO
CLSA.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CLSA.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.71 | ||
| Sortino ratioReturn per unit of downside risk | +3.47 | ||
| Omega ratioGain probability vs. loss probability | 2.07 | 1.39 | +0.68 |
| Calmar ratioReturn relative to maximum drawdown | 7.90 | 3.39 | +4.50 |
| Martin ratioReturn relative to average drawdown | 34.28 | 10.93 | +23.35 |
Loading charts...
Drawdowns
CLSA.TO vs. BLOV.TO - Drawdown Comparison
The maximum CLSA.TO drawdown since its inception was -11.73%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for CLSA.TO and BLOV.TO.
Loading charts...
Drawdown Indicators
| CLSA.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.73% | -46.98% | +35.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -5.23% | -5.55% |
Max Drawdown (3Y)Largest decline over 3 years | — | -40.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.98% | — |
Current DrawdownCurrent decline from peak | -1.67% | -2.04% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -4.46% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 1.62% | +0.86% |
Volatility
CLSA.TO vs. BLOV.TO - Volatility Comparison
Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) has a higher volatility of 5.66% compared to Brompton North American Low Volatility Dividend ETF (BLOV.TO) at 3.82%. This indicates that CLSA.TO's price experiences larger fluctuations and is considered to be riskier than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CLSA.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 3.82% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.42% | 7.91% | +5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 9.22% | +5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 33.20% | -16.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 30.07% | -13.60% |
CLSA.TO vs. BLOV.TO - Expense Ratio Comparison
CLSA.TO has a 0.60% expense ratio, which is lower than BLOV.TO's 0.76% expense ratio.
Dividends
CLSA.TO vs. BLOV.TO - Dividend Comparison
CLSA.TO's dividend yield for the trailing twelve months is around 10.55%, more than BLOV.TO's 3.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.42% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% |
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 10.55% | 7.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CLSA.TO and BLOV.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CLSA.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CLSA.TO is cheaper with a 0.60% expense ratio, compared with 0.76% for BLOV.TO.
Their fees differ too: 0.60% for CLSA.TO and 0.76% for BLOV.TO.
Find the right allocation for CLSA.TO and BLOV.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer