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CYH.TO vs. BGIE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CYH.TO vs. BGIE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) and Brompton Global Infrastructure ETF (BGIE.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, CYH.TO achieves a 10.22% return, which is significantly lower than BGIE.TO's 14.42% return.


CYH.TO

1D
0.26%
1M
-0.11%
YTD
10.22%
6M
11.20%
1Y
23.68%
3Y*
16.48%
5Y*
8.53%
10Y*
8.21%

BGIE.TO

1D
-0.23%
1M
-0.63%
YTD
14.42%
6M
12.72%
1Y
26.54%
3Y*
23.10%
5Y*
14.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYH.TO vs. BGIE.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)
10.22%18.77%12.29%3.84%-2.47%23.43%21.22%
BGIE.TO
Brompton Global Infrastructure ETF
14.42%21.56%24.37%5.45%-2.37%18.61%10.30%

Correlation

The correlation between CYH.TO and BGIE.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since May 6, 2020

0.35

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Return for Risk

CYH.TO vs. BGIE.TO — Risk / Return Rank

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

CYH.TO
CYH.TO Risk / Return Rank: 7979
Overall Rank
CYH.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CYH.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
CYH.TO Omega Ratio Rank: 7474
Omega Ratio Rank
CYH.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
CYH.TO Martin Ratio Rank: 8484
Martin Ratio Rank

BGIE.TO
BGIE.TO Risk / Return Rank: 5858
Overall Rank
BGIE.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BGIE.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
BGIE.TO Omega Ratio Rank: 5353
Omega Ratio Rank
BGIE.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
BGIE.TO Martin Ratio Rank: 6262
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.

CYH.TO vs. BGIE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) and Brompton Global Infrastructure ETF (BGIE.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.


CYH.TOBGIE.TODifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.43

1.32

+0.11

Calmar ratioReturn relative to maximum drawdown

4.45

3.21

+1.25

Martin ratioReturn relative to average drawdown

17.05

11.04

+6.01

CYH.TO vs. BGIE.TO - Sharpe Ratio Comparison

The current CYH.TO Sharpe Ratio is 2.39, which is higher than the BGIE.TO Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of CYH.TO and BGIE.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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Sharpe Ratios by Period


CYH.TOBGIE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

1.82

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.92

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.98

-0.66

Drawdowns

CYH.TO vs. BGIE.TO - Drawdown Comparison

The maximum CYH.TO drawdown since its inception was -61.48%, which is greater than BGIE.TO's maximum drawdown of -18.24%. Use the drawdown chart below to compare losses from any high point for CYH.TO and BGIE.TO.


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Drawdown Indicators


CYH.TOBGIE.TODifference

Max Drawdown

Largest peak-to-trough decline

-61.48%

-18.24%

-43.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.34%

-8.35%

+3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-12.13%

-17.02%

+4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.67%

-18.24%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

Current Drawdown

Current decline from peak

-1.30%

-2.50%

+1.20%

Average Drawdown

Average peak-to-trough decline

-9.94%

-4.45%

-5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

2.42%

-1.03%

Volatility

CYH.TO vs. BGIE.TO - Volatility Comparison

The current volatility for iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) is 2.62%, while Brompton Global Infrastructure ETF (BGIE.TO) has a volatility of 4.62%. This indicates that CYH.TO experiences smaller price fluctuations and is considered to be less risky than BGIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CYH.TOBGIE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

4.62%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

11.54%

-4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

14.73%

-4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.58%

15.86%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

15.27%

+1.75%

CYH.TO vs. BGIE.TO - Expense Ratio Comparison

CYH.TO has a 0.66% expense ratio, which is lower than BGIE.TO's 0.75% expense ratio.


Dividends

CYH.TO vs. BGIE.TO - Dividend Comparison

CYH.TO's dividend yield for the trailing twelve months is around 3.33%, less than BGIE.TO's 4.86% yield.


PositionTTM20252024202320222021202020192018201720162015
BGIE.TO
Brompton Global Infrastructure ETF
4.86%4.95%4.89%5.19%4.79%4.10%3.07%0.00%0.00%0.00%0.00%0.00%
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)
3.33%3.77%4.33%4.68%4.72%3.89%4.51%4.01%3.98%3.03%3.39%3.84%

Frequently Asked Questions


CYH.TO and BGIE.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CYH.TO is cheaper at 0.66% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CYH.TO is cheaper with a 0.66% expense ratio, compared with 0.75% for BGIE.TO.

They also come from different issuers: iShares and Brompton. Their fees differ too: 0.66% for CYH.TO and 0.75% for BGIE.TO.

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