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CLSA.TO vs. PAYG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLSA.TO vs. PAYG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) and Brompton Global Equity HighPay ETF (PAYG.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CLSA.TO

1D
0.03%
1M
3.42%
6M
37.13%
YTD
40.42%
1Y
88.08%
3Y*
5Y*
10Y*
ALL TIME*
78.89%

PAYG.TO

1D
1.85%
1M
3.17%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$729.28KCA$519.46KCA$344.99K
CA$336.87KCA$382.16KCA$484.60K

CLSA.TO vs. PAYG.TO - Yearly Performance Comparison


Correlation

The correlation between CLSA.TO and PAYG.TO is 0.50, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 2, 2026

0.50

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Return for Risk

CLSA.TO vs. PAYG.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CLSA.TO
CLSA.TO Risk / Return Rank: 9898
Overall Rank
CLSA.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CLSA.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
CLSA.TO Omega Ratio Rank: 9898
Omega Ratio Rank
CLSA.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLSA.TO Martin Ratio Rank: 9797
Martin Ratio Rank

PAYG.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CLSA.TO vs. PAYG.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 Global Equity HighPay ETF (PAYG.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.TOPAYG.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.07

Calmar ratioReturn relative to maximum drawdown

7.90

Martin ratioReturn relative to average drawdown

34.28

CLSA.TO vs. PAYG.TO - Sharpe Ratio Comparison


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Drawdowns

CLSA.TO vs. PAYG.TO - Drawdown Comparison

The maximum CLSA.TO drawdown since its inception was -11.73%, which is greater than PAYG.TO's maximum drawdown of -7.64%. Use the drawdown chart below to compare losses from any high point for CLSA.TO and PAYG.TO.


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Drawdown Indicators


CLSA.TOPAYG.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.73%

-7.64%

-4.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

Current Drawdown

Current decline from peak

-1.67%

-3.31%

+1.64%

Average Drawdown

Average peak-to-trough decline

-1.25%

-2.84%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

Volatility

CLSA.TO vs. PAYG.TO - Volatility Comparison


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Volatility by Period


CLSA.TOPAYG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.12%

21.12%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

21.12%

-4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.47%

21.12%

-4.65%

CLSA.TO vs. PAYG.TO - Expense Ratio Comparison

Both CLSA.TO and PAYG.TO have an expense ratio of 0.60%.


Dividends

CLSA.TO vs. PAYG.TO - Dividend Comparison

CLSA.TO's dividend yield for the trailing twelve months is around 10.55%, more than PAYG.TO's 6.06% yield.


Frequently Asked Questions


CLSA.TO and PAYG.TO have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.60% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CLSA.TO and PAYG.TO have the same expense ratio: 0.60% per year.

CLSA.TO is categorized as Dividend, while PAYG.TO is Global Equity Income.

Portfolio Optimizer

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