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

CLSA.TO vs. XCS.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) and iShares S&P/TSX SmallCap Index ETF (XCS.TO).

CLSA.TO and XCS.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CLSA.TO is an actively managed fund by Brompton Funds. It was launched on Mar 20, 2025. XCS.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada Sml GR CAD. It was launched on May 14, 2007.

Performance

CLSA.TO vs. XCS.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 iShares S&P/TSX SmallCap Index ETF (XCS.TO). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025
CLSA.TO
Brompton Split Corp. Enhanced Equity Income ETF		-2.42%56.35%
XCS.TO
iShares S&P/TSX SmallCap Index ETF		11.18%41.95%

Returns By Period

In the year-to-date period, CLSA.TO achieves a -2.42% return, which is significantly lower than XCS.TO's 11.18% return.

CLSA.TO

1D
0.04%
1M
-7.65%
YTD
-2.42%
6M
14.55%
1Y
53.49%
3Y*
—
5Y*
—
10Y*
—

XCS.TO

1D
3.12%
1M
-9.03%
YTD
11.18%
6M
17.78%
1Y
58.25%
3Y*
23.53%
5Y*
11.40%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Brompton Split Corp. Enhanced Equity Income ETF

iShares S&P/TSX SmallCap Index ETF

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Often compared with XCS.TO:
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CLSA.TO vs. XCS.TO - Expense Ratio Comparison

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

CLSA.TO
Brompton Split Corp. Enhanced Equity Income ETF
XCS.TO
iShares S&P/TSX SmallCap Index ETF

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CLSA.TO
CLSA.TO Risk / Return Rank: 9797
Overall Rank
CLSA.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CLSA.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CLSA.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CLSA.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLSA.TO Martin Ratio Rank: 9797
Martin Ratio Rank
XCS.TO
XCS.TO Risk / Return Rank: 9494
Overall Rank
XCS.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XCS.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
XCS.TO Omega Ratio Rank: 9494
Omega Ratio Rank
XCS.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
XCS.TO Martin Ratio Rank: 9494
Martin Ratio Rank
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.

CLSA.TO vs. XCS.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 iShares S&P/TSX SmallCap Index ETF (XCS.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.

CLSA.TOXCS.TODifference

Sharpe ratio

Return per unit of total volatility

3.16

2.41

+0.75

Sortino ratio

Return per unit of downside risk

3.73

2.84

+0.89

Omega ratio

Gain probability vs. loss probability

1.63

1.44

+0.19

Calmar ratio

Return relative to maximum drawdown

4.90

4.03

+0.87

Martin ratio

Return relative to average drawdown

19.65

14.05

+5.60

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current CLSA.TO Sharpe Ratio is 3.16, which is higher than the XCS.TO Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of CLSA.TO and XCS.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

CLSA.TOXCS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

2.41

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.56

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.51

—

Sharpe Ratio (All Time)

Calculated using the full available price history

3.02

0.21

+2.81

Correlation

The correlation between CLSA.TO and XCS.TO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CLSA.TO vs. XCS.TO - Dividend Comparison

CLSA.TO's dividend yield for the trailing twelve months is around 10.32%, more than XCS.TO's 1.14% yield.

TTM20252024202320222021202020192018201720162015
CLSA.TO
Brompton Split Corp. Enhanced Equity Income ETF		10.32%7.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XCS.TO
iShares S&P/TSX SmallCap Index ETF		1.14%1.36%1.73%2.59%2.07%1.51%1.78%2.27%2.12%1.81%1.46%2.34%

Drawdowns

CLSA.TO vs. XCS.TO - Drawdown Comparison

The maximum CLSA.TO drawdown since its inception was -11.73%, smaller than the maximum XCS.TO drawdown of -61.18%. Use the drawdown chart below to compare losses from any high point for CLSA.TO and XCS.TO.

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Drawdown Indicators

CLSA.TOXCS.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.73%

-61.18%

+49.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-14.58%

+3.80%

Max Drawdown (5Y)

Largest decline over 5 years

—

-34.63%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-50.44%

—

Current Drawdown

Current decline from peak

-8.62%

-9.66%

+1.04%

Average Drawdown

Average peak-to-trough decline

-1.45%

-17.08%

+15.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

4.18%

-1.49%

Volatility

CLSA.TO vs. XCS.TO - Volatility Comparison

Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) and iShares S&P/TSX SmallCap Index ETF (XCS.TO) have volatilities of 9.01% and 8.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CLSA.TOXCS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

8.78%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

19.82%

-7.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

24.32%

-7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

20.42%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

20.49%

-3.48%