CLU.NEO vs. KNGC.TO

Last updated Jun 5, 2026

CLU.NEO (iShares US Fundamental Index ETF (CAD-Hedged) Common Class) and KNGC.TO (Brompton Canadian Cash Flow Kings ETF) are both Large Cap Blend Equities funds - CLU.NEO tracks the FTSE RAFI US 1000 Canadian Dollar Hedged Index while KNGC.TO tracks the Brompton Index One Canadian Cash Flow Kings Index. Both are passively managed. Over the past year, CLU.NEO returned 24.65% vs 55.20% for KNGC.TO. At a 0.24 correlation, their price movements are largely independent. CLU.NEO charges 0.72%/yr vs 0.17%/yr for KNGC.TO.

Performance

CLU.NEO vs. KNGC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) and Brompton Canadian Cash Flow Kings ETF (KNGC.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CLU.NEO achieves a 8.69% return, which is significantly lower than KNGC.TO's 19.99% return.

CLU.NEO

• 1D: -0.17%
• 1M: 1.57%
• YTD: 8.69%
• 6M: 10.48%
• 1Y: 24.65%
• 3Y*: 16.95%
• 5Y*: 9.30%
• 10Y*: 11.02%

KNGC.TO

• 1D: 1.04%
• 1M: 2.17%
• YTD: 19.99%
• 6M: 20.47%
• 1Y: 55.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CLU.NEO vs. KNGC.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CLU.NEO iShares US Fundamental Index ETF (CAD-Hedged) Common Class	8.69%	15.20%	7.03%
KNGC.TO Brompton Canadian Cash Flow Kings ETF	19.99%	41.07%	176,983.84%

Correlation

The correlation between CLU.NEO and KNGC.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024	0.24

The correlation between CLU.NEO and KNGC.TO shifts across timeframes, from 0.13 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CLU.NEO vs. KNGC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLU.NEO

CLU.NEO Risk / Return Rank: 81
CLU.NEO Sharpe Ratio Rank: 79
CLU.NEO Sortino Ratio Rank: 85
CLU.NEO Omega Ratio Rank: 88
CLU.NEO Calmar Ratio Rank: 77
CLU.NEO Martin Ratio Rank: 78

KNGC.TO

KNGC.TO Risk / Return Rank: 97
KNGC.TO Sharpe Ratio Rank: 97
KNGC.TO Sortino Ratio Rank: 97
KNGC.TO Omega Ratio Rank: 97
KNGC.TO Calmar Ratio Rank: 98
KNGC.TO Martin Ratio Rank: 98

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.

CLU.NEO vs. KNGC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) and Brompton Canadian Cash Flow Kings ETF (KNGC.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.

	CLU.NEO	KNGC.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.50	4.52	-2.02
Sortino ratio: Return per unit of downside risk	3.77	6.31	-2.54
Omega ratio: Gain probability vs. loss probability	1.54	1.92	-0.38
Calmar ratio: Return relative to maximum drawdown	3.86	14.33	-10.47
Martin ratio: Return relative to average drawdown	14.84	52.37	-37.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLU.NEO vs. KNGC.TO - Sharpe Ratio Comparison

The current CLU.NEO Sharpe Ratio is 2.50, which is lower than the KNGC.TO Sharpe Ratio of 4.52. The chart below compares the historical Sharpe Ratios of CLU.NEO and KNGC.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.

Sharpe Ratios by Period

	CLU.NEO	KNGC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	4.52	-2.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.04	+0.57

Drawdowns

CLU.NEO vs. KNGC.TO - Drawdown Comparison

The maximum CLU.NEO drawdown since its inception was -39.93%, which is greater than KNGC.TO's maximum drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for CLU.NEO and KNGC.TO.

Drawdown Indicators

	CLU.NEO	KNGC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-39.93%	-20.25%	-19.68%
Max Drawdown (1Y) Largest decline over 1 year	-6.55%	-3.87%	-2.68%
Max Drawdown (3Y) Largest decline over 3 years	-16.57%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.66%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.93%	—	—
Current Drawdown Current decline from peak	-0.70%	0.00%	-0.70%
Average Drawdown Average peak-to-trough decline	-4.74%	-3.08%	-1.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.70%	1.06%	+0.64%

Volatility

CLU.NEO vs. KNGC.TO - Volatility Comparison

The current volatility for iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) is 2.30%, while Brompton Canadian Cash Flow Kings ETF (KNGC.TO) has a volatility of 2.45%. This indicates that CLU.NEO experiences smaller price fluctuations and is considered to be less risky than KNGC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLU.NEO	KNGC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.30%	2.45%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	7.24%	9.06%	-1.82%
Volatility (1Y) Calculated over the trailing 1-year period	10.11%	12.33%	-2.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.54%	123,033.37%	-123,018.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.08%	123,033.37%	-123,015.29%

CLU.NEO vs. KNGC.TO - Expense Ratio Comparison

CLU.NEO has a 0.72% expense ratio, which is higher than KNGC.TO's 0.17% expense ratio.

Dividends

CLU.NEO vs. KNGC.TO - Dividend Comparison

CLU.NEO's dividend yield for the trailing twelve months is around 1.20%, less than KNGC.TO's 1.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CLU.NEO iShares US Fundamental Index ETF (CAD-Hedged) Common Class	1.20%	1.31%	1.32%	1.35%	1.63%	1.19%	1.66%	1.46%	1.77%	1.46%	1.63%	1.87%
KNGC.TO Brompton Canadian Cash Flow Kings ETF	1.60%	1.69%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CLU.NEO and KNGC.TO in my portfolio?

CLU.NEO and KNGC.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CLU.NEO or KNGC.TO?

On fees, KNGC.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CLU.NEO or KNGC.TO?

KNGC.TO is cheaper with a 0.17% expense ratio, compared with 0.72% for CLU.NEO.

What is the main difference between CLU.NEO and KNGC.TO?

CLU.NEO tracks FTSE RAFI US 1000 Canadian Dollar Hedged Index, while KNGC.TO tracks Brompton Index One Canadian Cash Flow Kings Index. They also come from different issuers: iShares and Brompton. Their fees differ too: 0.72% for CLU.NEO and 0.17% for KNGC.TO.