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

CLSA.TO vs. XEG.TO

Last updated Jun 24, 2026

CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) and XEG.TO (iShares S&P/TSX Capped Energy Index ETF) are both exchange-traded funds - CLSA.TO is a Canada Equities fund actively managed by Brompton Funds, while XEG.TO is a Energy Equities fund tracking the S&P/TSX Capped Energy Index. CLSA.TO is actively managed, while XEG.TO is passively managed. Over the past year, CLSA.TO returned 86.83% vs 46.85% for XEG.TO. At a 0.01 correlation, their price movements are largely independent. Both charge a 0.60% expense ratio.

Performance

CLSA.TO vs. XEG.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 Capped Energy Index ETF (XEG.TO). The values are adjusted to include any dividend payments, if applicable.

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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 XEG.TO's 30.47% return.

CLSA.TO

1D
-0.22%
1M
10.67%
YTD
33.52%
6M
35.17%
1Y
86.83%
3Y*
—
5Y*
—
10Y*
—

XEG.TO

1D
0.20%
1M
-11.00%
YTD
30.47%
6M
33.01%
1Y
46.85%
3Y*
25.76%
5Y*
26.37%
10Y*
10.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025
CLSA.TO
Brompton Split Corp. Enhanced Equity Income ETF		33.52%57.14%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		30.47%14.78%

Correlation

The correlation between CLSA.TO and XEG.TO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2025

0.01

Compare stocks, funds, or ETFs

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Brompton Split Corp. Enhanced Equity Income ETF

iShares S&P/TSX Capped Energy Index ETF

Often compared with CLSA.TO:
CLSA.TO vs. HDIV.TOCLSA.TO vs. HBNK.TOCLSA.TO vs. LBS.TOCLSA.TO vs. HEQL.TOCLSA.TO vs. BMAX.TOCLSA.TO vs. SPLT.TOCLSA.TO vs. BANK.TO
Often compared with XEG.TO:
XEG.TO vs. XLEXEG.TO vs. XEQT.TOXEG.TO vs. CNQ.TOXEG.TO vs. HXE.TOXEG.TO vs. ZEO.TOXEG.TO vs. XDIV.TOXEG.TO vs. XCG.TO

Return for Risk

CLSA.TO vs. XEG.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: 9898
Sortino Ratio Rank
CLSA.TO Omega Ratio Rank: 9898
Omega Ratio Rank
CLSA.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLSA.TO Martin Ratio Rank: 9696
Martin Ratio Rank
XEG.TO
XEG.TO Risk / Return Rank: 6262
Overall Rank
XEG.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XEG.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XEG.TO Omega Ratio Rank: 5656
Omega Ratio Rank
XEG.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
XEG.TO Martin Ratio Rank: 6666
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. XEG.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 Capped Energy Index ETF (XEG.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.TOXEG.TODifference
Sharpe ratioReturn per unit of total volatility
5.92
2.03

+3.89

Sortino ratioReturn per unit of downside risk
6.63
2.54

+4.09

Omega ratioGain probability vs. loss probability

2.15

1.33

+0.82

Calmar ratioReturn relative to maximum drawdown

8.10

3.14

+4.95

Martin ratioReturn relative to average drawdown

34.68

11.48

+23.20

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

The current CLSA.TO Sharpe Ratio is 5.92, which is higher than the XEG.TO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of CLSA.TO and XEG.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CLSA.TO vs. XEG.TO - Drawdown Comparison

The maximum CLSA.TO drawdown since its inception was -11.73%, smaller than the maximum XEG.TO drawdown of -87.51%. Use the drawdown chart below to compare losses from any high point for CLSA.TO and XEG.TO.

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Drawdown Indicators

CLSA.TOXEG.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.73%

-87.51%

+75.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-14.97%

+4.19%

Max Drawdown (3Y)

Largest decline over 3 years

—

-25.67%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-28.42%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-79.66%

—

Current Drawdown

Current decline from peak

-0.22%

-13.23%

+13.01%

Average Drawdown

Average peak-to-trough decline

-1.31%

-34.56%

+33.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

4.11%

-1.60%

Volatility

CLSA.TO vs. XEG.TO - Volatility Comparison

The current volatility for Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) is 3.83%, while iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a volatility of 8.45%. This indicates that CLSA.TO experiences smaller price fluctuations and is considered to be less risky than XEG.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.TOXEG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

8.45%

-4.62%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

19.59%

-6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

23.43%

-8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

28.65%

-12.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

33.40%

-16.99%

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

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

Dividends

CLSA.TO vs. XEG.TO - Dividend Comparison

CLSA.TO's dividend yield for the trailing twelve months is around 9.73%, more than XEG.TO's 2.93% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		2.93%3.63%3.46%4.26%3.31%1.64%2.96%2.70%2.25%1.41%1.40%3.58%

Frequently Asked Questions

CLSA.TO and XEG.TO have a correlation of -0.05, 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 XEG.TO have the same expense ratio: 0.60% per year.

CLSA.TO is categorized as Canada Equities, while XEG.TO is Energy Equities. They also come from different issuers: Brompton Funds and iShares.

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