EVO.TO vs. BREA.TO
EVO.TO (Evovest Global Equity ETF) and BREA.TO (Brompton Sustainable Real Assets Dividend ETF) are both Global Equities funds. Both are actively managed. Over the past year, EVO.TO returned 10.06% vs 26.76% for BREA.TO. At a 0.46 correlation, their price movements are largely independent. EVO.TO charges 1.15%/yr vs 0.96%/yr for BREA.TO.
Performance
EVO.TO vs. BREA.TO - Performance Comparison
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Returns By Period
In the year-to-date period, EVO.TO achieves a 8.74% return, which is significantly lower than BREA.TO's 14.61% return.
EVO.TO
- 1D
- 0.33%
- 1M
- 3.77%
- YTD
- 8.74%
- 6M
- -0.44%
- 1Y
- 10.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BREA.TO
- 1D
- 0.99%
- 1M
- 0.38%
- YTD
- 14.61%
- 6M
- 14.48%
- 1Y
- 26.76%
- 3Y*
- 23.21%
- 5Y*
- 14.53%
- 10Y*
- —
EVO.TO vs. BREA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVO.TO Evovest Global Equity ETF | 8.74% | 14.20% | 6.29% |
BREA.TO Brompton Sustainable Real Assets Dividend ETF | 14.61% | 21.56% | 14.24% |
Correlation
The correlation between EVO.TO and BREA.TO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2024 | 0.46 |
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Return for Risk
EVO.TO vs. BREA.TO — Risk / Return Rank
EVO.TO
BREA.TO
EVO.TO vs. BREA.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evovest Global Equity ETF (EVO.TO) and Brompton Sustainable Real Assets Dividend ETF (BREA.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.
| EVO.TO | BREA.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.36 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 3.25 | -2.39 |
| Martin ratioReturn relative to average drawdown | 2.48 | 11.21 | -8.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVO.TO | BREA.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.92 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.96 | -0.14 |
Drawdowns
EVO.TO vs. BREA.TO - Drawdown Comparison
The maximum EVO.TO drawdown since its inception was -12.72%, smaller than the maximum BREA.TO drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for EVO.TO and BREA.TO.
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Drawdown Indicators
| EVO.TO | BREA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.72% | -19.15% | +6.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -8.35% | -3.42% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.15% | — |
Current DrawdownCurrent decline from peak | -1.51% | -2.33% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -4.40% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 2.42% | +1.64% |
Volatility
EVO.TO vs. BREA.TO - Volatility Comparison
The current volatility for Evovest Global Equity ETF (EVO.TO) is 3.45%, while Brompton Sustainable Real Assets Dividend ETF (BREA.TO) has a volatility of 4.70%. This indicates that EVO.TO experiences smaller price fluctuations and is considered to be less risky than BREA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVO.TO | BREA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 4.70% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 13.42% | 11.30% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 14.19% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 16.34% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 15.68% | +1.01% |
EVO.TO vs. BREA.TO - Expense Ratio Comparison
EVO.TO has a 1.15% expense ratio, which is higher than BREA.TO's 0.96% expense ratio.
Dividends
EVO.TO vs. BREA.TO - Dividend Comparison
EVO.TO's dividend yield for the trailing twelve months is around 0.56%, less than BREA.TO's 4.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BREA.TO Brompton Sustainable Real Assets Dividend ETF | 4.85% | 4.95% | 4.89% | 5.17% | 4.81% | 4.12% | 3.08% |
EVO.TO Evovest Global Equity ETF | 0.56% | 0.61% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVO.TO and BREA.TO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BREA.TO is cheaper at 0.96% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BREA.TO is cheaper with a 0.96% expense ratio, compared with 1.15% for EVO.TO.
They also come from different issuers: National Bank Investments and Brompton Funds. Their fees differ too: 1.15% for EVO.TO and 0.96% for BREA.TO.
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