CLSA.TO vs. INOC.TO
CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) and INOC.TO (Global X Inovestor Canadian Equity Index ETF) are both Canada Equities funds. CLSA.TO is actively managed, while INOC.TO is passively managed. Over the past year, CLSA.TO returned 86.83% vs 22.10% for INOC.TO. At a 0.20 correlation, their price movements are largely independent. CLSA.TO charges 0.60%/yr vs 0.76%/yr for INOC.TO.
Performance
CLSA.TO vs. INOC.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CLSA.TO achieves a 33.52% return, which is significantly higher than INOC.TO's 10.08% return.
CLSA.TO
- 1D
- -0.22%
- 1M
- 10.67%
- YTD
- 33.52%
- 6M
- 35.17%
- 1Y
- 86.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
INOC.TO
- 1D
- -0.37%
- 1M
- 2.31%
- YTD
- 10.08%
- 6M
- 10.50%
- 1Y
- 22.10%
- 3Y*
- 16.77%
- 5Y*
- 10.99%
- 10Y*
- —
CLSA.TO vs. INOC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 33.52% | 57.14% |
INOC.TO Global X Inovestor Canadian Equity Index ETF | 10.08% | 17.61% |
Correlation
The correlation between CLSA.TO and INOC.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025 | 0.20 |
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Return for Risk
CLSA.TO vs. INOC.TO — Risk / Return Rank
CLSA.TO
INOC.TO
CLSA.TO vs. INOC.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 Global X Inovestor Canadian Equity Index ETF (INOC.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 | INOC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.05 | ||
| Sortino ratioReturn per unit of downside risk | +3.96 | ||
| Omega ratioGain probability vs. loss probability | 2.15 | 1.36 | +0.79 |
| Calmar ratioReturn relative to maximum drawdown | 8.10 | 2.41 | +5.69 |
| Martin ratioReturn relative to average drawdown | 34.68 | 8.25 | +26.43 |
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Drawdowns
CLSA.TO vs. INOC.TO - Drawdown Comparison
The maximum CLSA.TO drawdown since its inception was -11.73%, smaller than the maximum INOC.TO drawdown of -39.65%. Use the drawdown chart below to compare losses from any high point for CLSA.TO and INOC.TO.
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Drawdown Indicators
| CLSA.TO | INOC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.73% | -39.65% | +27.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -9.22% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.53% | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.93% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -1.31% | -4.15% | +2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.69% | -0.18% |
Volatility
CLSA.TO vs. INOC.TO - Volatility Comparison
Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) has a higher volatility of 3.83% compared to Global X Inovestor Canadian Equity Index ETF (INOC.TO) at 3.17%. This indicates that CLSA.TO's price experiences larger fluctuations and is considered to be riskier than INOC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLSA.TO | INOC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.17% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.63% | 8.86% | +3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.75% | 11.87% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 13.41% | +3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 15.52% | +0.89% |
CLSA.TO vs. INOC.TO - Expense Ratio Comparison
CLSA.TO has a 0.60% expense ratio, which is lower than INOC.TO's 0.76% expense ratio.
Dividends
CLSA.TO vs. INOC.TO - Dividend Comparison
CLSA.TO's dividend yield for the trailing twelve months is around 9.73%, more than INOC.TO's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 9.73% | 7.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INOC.TO Global X Inovestor Canadian Equity Index ETF | 1.17% | 1.66% | 1.61% | 2.04% | 1.82% | 1.81% | 2.03% | 1.89% | 2.06% |
Frequently Asked Questions
CLSA.TO and INOC.TO have a correlation of 0.13, 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 INOC.TO.
They also come from different issuers: Brompton Funds and Global X. Their fees differ too: 0.60% for CLSA.TO and 0.76% for INOC.TO.
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