ETP.TO vs. BDIV.TO
ETP.TO (First Trust Global Risk Managed Income Index ETF) and BDIV.TO (Brompton Global Dividend Growth ETF) are both Global Equity Income funds. ETP.TO is passively managed, while BDIV.TO is actively managed. Over the past 5 years, ETP.TO returned 3.80%/yr vs 10.85%/yr for BDIV.TO. At a 0.26 correlation, their price movements are largely independent.
Performance
ETP.TO vs. BDIV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ETP.TO achieves a 5.10% return, which is significantly lower than BDIV.TO's 10.93% return.
ETP.TO
- 1D
- 0.05%
- 1M
- 0.74%
- 6M
- 4.76%
- YTD
- 5.10%
- 1Y
- 10.42%
- 3Y*
- 9.87%
- 5Y*
- 3.80%
- 10Y*
- 3.70%
BDIV.TO
- 1D
- 0.35%
- 1M
- 0.13%
- 6M
- 8.69%
- YTD
- 10.93%
- 1Y
- 20.16%
- 3Y*
- 20.02%
- 5Y*
- 10.85%
- 10Y*
- —
ETP.TO vs. BDIV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ETP.TO First Trust Global Risk Managed Income Index ETF | 5.10% | 9.03% | 11.18% | 5.68% | -10.84% | 6.08% | -0.95% | 11.41% | -2.59% |
BDIV.TO Brompton Global Dividend Growth ETF | 10.93% | 18.14% | 25.34% | 11.23% | -16.24% | 22.15% | -0.56% | 22.02% | -6.67% |
Correlation
The correlation between ETP.TO and BDIV.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2018 | 0.26 |
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Return for Risk
ETP.TO vs. BDIV.TO — Risk / Return Rank
ETP.TO
BDIV.TO
ETP.TO vs. BDIV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Global Risk Managed Income Index ETF (ETP.TO) and Brompton Global Dividend Growth ETF (BDIV.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.
| ETP.TO | BDIV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.31 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 2.22 | +1.67 |
| Martin ratioReturn relative to average drawdown | 16.53 | 9.64 | +6.89 |
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Drawdowns
ETP.TO vs. BDIV.TO - Drawdown Comparison
The maximum ETP.TO drawdown since its inception was -26.38%, smaller than the maximum BDIV.TO drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for ETP.TO and BDIV.TO.
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Drawdown Indicators
| ETP.TO | BDIV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.38% | -36.44% | +10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -9.11% | +6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -5.73% | -13.65% | +7.92% |
Max Drawdown (5Y)Largest decline over 5 years | -15.30% | -24.34% | +9.04% |
Max Drawdown (10Y)Largest decline over 10 years | -26.38% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.36% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -6.57% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 2.10% | -1.44% |
Volatility
ETP.TO vs. BDIV.TO - Volatility Comparison
The current volatility for First Trust Global Risk Managed Income Index ETF (ETP.TO) is 0.70%, while Brompton Global Dividend Growth ETF (BDIV.TO) has a volatility of 3.94%. This indicates that ETP.TO experiences smaller price fluctuations and is considered to be less risky than BDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETP.TO | BDIV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 3.94% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 2.90% | 10.00% | -7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 11.89% | -8.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.86% | 14.72% | -8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.13% | 18.70% | -11.57% |
Dividends
ETP.TO vs. BDIV.TO - Dividend Comparison
ETP.TO's dividend yield for the trailing twelve months is around 3.62%, less than BDIV.TO's 5.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDIV.TO Brompton Global Dividend Growth ETF | 5.74% | 6.05% | 6.43% | 7.21% | 7.11% | 5.30% | 6.12% | 5.23% | 0.00% | 0.00% | 0.00% | 0.00% |
ETP.TO First Trust Global Risk Managed Income Index ETF | 3.62% | 4.03% | 3.73% | 4.15% | 3.25% | 2.93% | 3.78% | 3.76% | 4.33% | 4.08% | 3.84% | 4.28% |
Frequently Asked Questions
ETP.TO and BDIV.TO have a correlation of 0.19, 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: First Trust and Brompton.
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