ESGA.TO vs. CLSA.TO
ESGA.TO (BMO MSCI Canada Selection Equity Index ETF) and CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) are both Canada Equities funds. Over the past year, ESGA.TO returned 28.36% vs 81.98% for CLSA.TO. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
ESGA.TO vs. CLSA.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ESGA.TO achieves a 8.01% return, which is significantly lower than CLSA.TO's 33.89% return.
ESGA.TO
- 1D
- 0.16%
- 1M
- 2.81%
- YTD
- 8.01%
- 6M
- 7.25%
- 1Y
- 28.36%
- 3Y*
- 22.99%
- 5Y*
- 12.40%
- 10Y*
- —
CLSA.TO
- 1D
- -1.00%
- 1M
- 10.84%
- YTD
- 33.89%
- 6M
- 34.17%
- 1Y
- 81.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGA.TO vs. CLSA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESGA.TO BMO MSCI Canada Selection Equity Index ETF | 8.01% | 29.28% |
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 33.89% | 57.14% |
Correlation
The correlation between ESGA.TO and CLSA.TO is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025 | 0.50 |
The correlation between ESGA.TO and CLSA.TO has been stable across timeframes, ranging from 0.50 to 0.50 - a consistent structural relationship.
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Return for Risk
ESGA.TO vs. CLSA.TO — Risk / Return Rank
ESGA.TO
CLSA.TO
ESGA.TO vs. CLSA.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO MSCI Canada Selection Equity Index ETF (ESGA.TO) and Brompton Split Corp. Enhanced Equity Income ETF (CLSA.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.
| ESGA.TO | CLSA.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 2.08 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 7.64 | -4.30 |
| Martin ratioReturn relative to average drawdown | 11.99 | 32.73 | -20.74 |
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Drawdowns
ESGA.TO vs. CLSA.TO - Drawdown Comparison
The maximum ESGA.TO drawdown since its inception was -32.68%, which is greater than CLSA.TO's maximum drawdown of -11.73%. Use the drawdown chart below to compare losses from any high point for ESGA.TO and CLSA.TO.
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Drawdown Indicators
| ESGA.TO | CLSA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.68% | -11.73% | -20.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -10.78% | +2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -12.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | -0.26% | -1.05% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -1.29% | -5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.51% | -0.14% |
Volatility
ESGA.TO vs. CLSA.TO - Volatility Comparison
The current volatility for BMO MSCI Canada Selection Equity Index ETF (ESGA.TO) is 3.14%, while Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) has a volatility of 3.51%. This indicates that ESGA.TO experiences smaller price fluctuations and is considered to be less risky than CLSA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGA.TO | CLSA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.51% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 12.72% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 14.82% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.84% | 16.35% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 16.35% | -0.12% |
Dividends
ESGA.TO vs. CLSA.TO - Dividend Comparison
ESGA.TO's dividend yield for the trailing twelve months is around 1.87%, less than CLSA.TO's 9.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 9.14% | 7.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGA.TO BMO MSCI Canada Selection Equity Index ETF | 1.87% | 1.93% | 2.50% | 2.98% | 3.42% | 2.66% | 3.23% |
Frequently Asked Questions
ESGA.TO and CLSA.TO have a correlation of 0.50, 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: BMO and Brompton Funds.
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