CWIN.TO vs. BLOV.TO
CWIN.TO (HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. CWIN.TO is passively managed, while BLOV.TO is actively managed. Over the past year, CWIN.TO returned 41.24% vs 20.35% for BLOV.TO. At a 0.20 correlation, their price movements are largely independent.
Performance
CWIN.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CWIN.TO achieves a 22.37% return, which is significantly higher than BLOV.TO's 13.33% return.
CWIN.TO
- 1D
- 0.56%
- 1M
- 2.36%
- 6M
- 17.78%
- YTD
- 22.37%
- 1Y
- 41.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BLOV.TO
- 1D
- 0.15%
- 1M
- 2.36%
- 6M
- 11.57%
- YTD
- 13.33%
- 1Y
- 20.35%
- 3Y*
- 12.86%
- 5Y*
- 8.17%
- 10Y*
- —
CWIN.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CWIN.TO HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units | 22.37% | 24.29% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.33% | 10.36% |
Correlation
The correlation between CWIN.TO and BLOV.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2025 | 0.20 |
The correlation between CWIN.TO and BLOV.TO shifts across timeframes, from 0.20 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CWIN.TO vs. BLOV.TO — Risk / Return Rank
CWIN.TO
BLOV.TO
CWIN.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
| CWIN.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.45 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 5.79 | 3.91 | +1.89 |
| Martin ratioReturn relative to average drawdown | 21.44 | 13.07 | +8.37 |
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Drawdowns
CWIN.TO vs. BLOV.TO - Drawdown Comparison
The maximum CWIN.TO drawdown since its inception was -10.87%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for CWIN.TO and BLOV.TO.
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Drawdown Indicators
| CWIN.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.87% | -46.98% | +36.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -5.23% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | — | -41.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.98% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.47% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -1.34% | -4.48% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.56% | +0.37% |
Volatility
CWIN.TO vs. BLOV.TO - Volatility Comparison
The current volatility for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) is 2.64%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.85%. This indicates that CWIN.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWIN.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 4.85% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 7.78% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 9.18% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.72% | 33.19% | -19.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.72% | 30.16% | -16.44% |
Dividends
CWIN.TO vs. BLOV.TO - Dividend Comparison
CWIN.TO's dividend yield for the trailing twelve months is around 3.07%, less than BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% |
CWIN.TO HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units | 3.07% | 3.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CWIN.TO and BLOV.TO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Hamilton and Brompton.
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