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

CLSA.TO vs. XEQT.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) and iShares Core Equity ETF Portfolio (XEQT.TO).

CLSA.TO and XEQT.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. XEQT.TO is an actively managed fund by iShares. It was launched on Aug 7, 2019.

Performance

CLSA.TO vs. XEQT.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 Core Equity ETF Portfolio (XEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025
CLSA.TO
Brompton Split Corp. Enhanced Equity Income ETF		-2.42%56.35%
XEQT.TO
iShares Core Equity ETF Portfolio		0.66%17.96%

Returns By Period

In the year-to-date period, CLSA.TO achieves a -2.42% return, which is significantly lower than XEQT.TO's 0.66% return.

CLSA.TO

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

XEQT.TO

1D
2.80%
1M
-4.49%
YTD
0.66%
6M
2.68%
1Y
20.05%
3Y*
18.11%
5Y*
11.80%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Brompton Split Corp. Enhanced Equity Income ETF

iShares Core Equity ETF Portfolio

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Often compared with XEQT.TO:
XEQT.TO vs. VFV.TOXEQT.TO vs. VEQT.TOXEQT.TO vs. XGRO.TOXEQT.TO vs. ZEQT.TOXEQT.TO vs. VGRO.TOXEQT.TO vs. XEI.TOXEQT.TO vs. XAW.TO

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

CLSA.TO has a 0.60% expense ratio, which is higher than XEQT.TO's 0.20% expense ratio.

CLSA.TO
Brompton Split Corp. Enhanced Equity Income ETF
XEQT.TO
iShares Core Equity ETF Portfolio

Return for Risk

CLSA.TO vs. XEQT.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
XEQT.TO
XEQT.TO Risk / Return Rank: 7575
Overall Rank
XEQT.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 7676
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 7979
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. XEQT.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 Core Equity ETF Portfolio (XEQT.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.TOXEQT.TODifference

Sharpe ratio

Return per unit of total volatility

3.16

1.26

+1.90

Sortino ratio

Return per unit of downside risk

3.73

1.76

+1.97

Omega ratio

Gain probability vs. loss probability

1.63

1.27

+0.36

Calmar ratio

Return relative to maximum drawdown

4.90

1.75

+3.15

Martin ratio

Return relative to average drawdown

19.65

7.85

+11.80

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. XEQT.TO - Sharpe Ratio Comparison

The current CLSA.TO Sharpe Ratio is 3.16, which is higher than the XEQT.TO Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of CLSA.TO and XEQT.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.TOXEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

1.26

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.91

—

Sharpe Ratio (All Time)

Calculated using the full available price history

3.02

0.85

+2.17

Correlation

The correlation between CLSA.TO and XEQT.TO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CLSA.TO vs. XEQT.TO - Dividend Comparison

CLSA.TO's dividend yield for the trailing twelve months is around 10.32%, more than XEQT.TO's 1.66% yield.

TTM2025202420232022202120202019
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%
XEQT.TO
iShares Core Equity ETF Portfolio		1.66%1.66%2.01%2.07%2.12%1.64%1.66%1.19%

Drawdowns

CLSA.TO vs. XEQT.TO - Drawdown Comparison

The maximum CLSA.TO drawdown since its inception was -11.73%, smaller than the maximum XEQT.TO drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for CLSA.TO and XEQT.TO.

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Drawdown Indicators

CLSA.TOXEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.73%

-29.74%

+18.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-11.78%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

—

-19.56%

—

Current Drawdown

Current decline from peak

-8.62%

-5.08%

-3.54%

Average Drawdown

Average peak-to-trough decline

-1.45%

-4.20%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.63%

+0.06%

Volatility

CLSA.TO vs. XEQT.TO - Volatility Comparison

Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) has a higher volatility of 9.01% compared to iShares Core Equity ETF Portfolio (XEQT.TO) at 6.01%. This indicates that CLSA.TO's price experiences larger fluctuations and is considered to be riskier than XEQT.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.TOXEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

6.01%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

9.46%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

15.98%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

13.03%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

15.63%

+1.38%