CLSA.TO vs. VDY.TO
CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) and VDY.TO (Vanguard FTSE Canadian High Dividend Yield Index ETF) are both Dividend funds. CLSA.TO is actively managed, while VDY.TO is passively managed. Over the past year, CLSA.TO returned 88.08% vs 52.46% for VDY.TO. Their 0.60 correlation means they have sometimes moved together and sometimes differently. CLSA.TO charges 0.60%/yr vs 0.22%/yr for VDY.TO.
Performance
CLSA.TO vs. VDY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CLSA.TO achieves a 40.42% return, which is significantly higher than VDY.TO's 28.99% 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%
VDY.TO
- 1D
- -0.14%
- 1M
- 3.60%
- 6M
- 25.35%
- YTD
- 28.99%
- 1Y
- 52.46%
- 3Y*
- 28.21%
- 5Y*
- 19.25%
- 10Y*
- 14.82%
- ALL TIME*
- 13.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$729.28K | CA$519.46K | CA$344.99K | |
| CA$16.58M | CA$18.51M | CA$18.79M |
CLSA.TO vs. VDY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 40.42% | 57.14% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 28.99% | 27.79% |
Correlation
The correlation between CLSA.TO and VDY.TO is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025 | 0.60 |
The correlation between CLSA.TO and VDY.TO has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.
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Return for Risk
CLSA.TO vs. VDY.TO — Risk / Return Rank
CLSA.TO
VDY.TO
CLSA.TO vs. VDY.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 Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.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 | VDY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 2.07 | 2.13 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 7.90 | 16.61 | -8.71 |
| Martin ratioReturn relative to average drawdown | 34.28 | 66.25 | -31.97 |
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Drawdowns
CLSA.TO vs. VDY.TO - Drawdown Comparison
The maximum CLSA.TO drawdown since its inception was -11.73%, smaller than the maximum VDY.TO drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for CLSA.TO and VDY.TO.
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Drawdown Indicators
| CLSA.TO | VDY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.73% | -39.21% | +27.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -3.12% | -7.66% |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.38% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.21% | — |
Current DrawdownCurrent decline from peak | -1.67% | -0.47% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -4.43% | +3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 0.78% | +1.70% |
Volatility
CLSA.TO vs. VDY.TO - Volatility Comparison
Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) has a higher volatility of 5.66% compared to Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) at 3.18%. This indicates that CLSA.TO's price experiences larger fluctuations and is considered to be riskier than VDY.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 | VDY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 3.18% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 13.42% | 7.08% | +6.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 8.86% | +6.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 11.57% | +4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 15.92% | +0.55% |
CLSA.TO vs. VDY.TO - Expense Ratio Comparison
CLSA.TO has a 0.60% expense ratio, which is higher than VDY.TO's 0.22% expense ratio.
Dividends
CLSA.TO vs. VDY.TO - Dividend Comparison
CLSA.TO's dividend yield for the trailing twelve months is around 10.55%, more than VDY.TO's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 10.55% | 7.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 2.79% | 3.59% | 4.37% | 4.64% | 4.42% | 3.46% | 4.59% | 4.25% | 4.44% | 3.42% | 3.25% | 4.11% |
Frequently Asked Questions
CLSA.TO and VDY.TO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDY.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDY.TO is cheaper with a 0.22% expense ratio, compared with 0.60% for CLSA.TO.
They also come from different issuers: Brompton and Vanguard. Their fees differ too: 0.60% for CLSA.TO and 0.22% for VDY.TO.
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