PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FIE.TO vs. SPLT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FIE.TO vs. SPLT.TO

Last updated Jun 4, 2026

FIE.TO (iShares Canadian Financial Monthly Income ETF) and SPLT.TO (Brompton Split Corp. Preferred Share ETF) are both exchange-traded funds - FIE.TO is a Canada Equities fund tracking the Morningstar Can Equity Tgt Alloc NR CAD, while SPLT.TO is a Preferred Stock/Convertible Bonds fund actively managed by Brompton Funds. FIE.TO is passively managed, while SPLT.TO is actively managed. Over the past year, FIE.TO returned 31.11% vs 5.81% for SPLT.TO. At a 0.22 correlation, their price movements are largely independent. FIE.TO charges 0.85%/yr vs 0.50%/yr for SPLT.TO.

Performance

FIE.TO vs. SPLT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Financial Monthly Income ETF (FIE.TO) and Brompton Split Corp. Preferred Share ETF (SPLT.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FIE.TO achieves a 8.54% return, which is significantly higher than SPLT.TO's 2.84% return.

FIE.TO

1D
-0.37%
1M
2.99%
YTD
8.54%
6M
12.57%
1Y
31.11%
3Y*
24.63%
5Y*
12.71%
10Y*
11.90%

SPLT.TO

1D
-0.09%
1M
1.89%
YTD
2.84%
6M
3.64%
1Y
5.81%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIE.TO vs. SPLT.TO - Yearly Performance Comparison

2026 (YTD)202520242023
FIE.TO
iShares Canadian Financial Monthly Income ETF		8.54%28.28%27.54%7.86%
SPLT.TO
Brompton Split Corp. Preferred Share ETF		2.84%5.80%14.11%5.46%

Correlation

The correlation between FIE.TO and SPLT.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2023

0.22

The correlation between FIE.TO and SPLT.TO shifts across timeframes, from 0.12 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

FIE.TO vs. SPLT.TO - Sectors Allocation Comparison

Sectors
FIE.TO
SPLT.TO

Financial Services

94.1%
100.0%

Real Estate

5.9%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Financial Services

FIE.TO
94.1%
SPLT.TO
100.0%

Real Estate

FIE.TO
5.9%
SPLT.TO

-

Basic Materials

FIE.TO

-

SPLT.TO

-

Communication Services

FIE.TO

-

SPLT.TO

-

Consumer Cyclical

FIE.TO

-

SPLT.TO

-

Consumer Defensive

FIE.TO

-

SPLT.TO

-

Energy

FIE.TO

-

SPLT.TO

-

Healthcare

FIE.TO

-

SPLT.TO

-

Industrials

FIE.TO

-

SPLT.TO

-

Technology

FIE.TO

-

SPLT.TO

-

Utilities

FIE.TO

-

SPLT.TO

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Canadian Financial Monthly Income ETF

Brompton Split Corp. Preferred Share ETF

Often compared with FIE.TO:
FIE.TO vs. XEI.TOFIE.TO vs. XEQT.TOFIE.TO vs. XDIV.TOFIE.TO vs. XFN.TOFIE.TO vs. HMAX.TOFIE.TO vs. VDY.TOFIE.TO vs. FTN.TO
Often compared with SPLT.TO:
SPLT.TO vs. ZPR.TOSPLT.TO vs. CLSA.TOSPLT.TO vs. HLPR.TOSPLT.TO vs. BMAX.TOSPLT.TO vs. HBIL.TOSPLT.TO vs. ZCS.TOSPLT.TO vs. TPRF.TO

Return for Risk

FIE.TO vs. SPLT.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FIE.TO
FIE.TO Risk / Return Rank: 9393
Overall Rank
FIE.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9494
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
FIE.TO Martin Ratio Rank: 9191
Martin Ratio Rank
SPLT.TO
SPLT.TO Risk / Return Rank: 5454
Overall Rank
SPLT.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SPLT.TO Sortino Ratio Rank: 5252
Sortino Ratio Rank
SPLT.TO Omega Ratio Rank: 5555
Omega Ratio Rank
SPLT.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPLT.TO Martin Ratio Rank: 5151
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.

FIE.TO vs. SPLT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Financial Monthly Income ETF (FIE.TO) and Brompton Split Corp. Preferred Share ETF (SPLT.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.

FIE.TOSPLT.TODifference
Sharpe ratioReturn per unit of total volatility
3.73
1.74

+1.99

Sortino ratioReturn per unit of downside risk
5.46
2.51

+2.95

Omega ratioGain probability vs. loss probability

1.71

1.34

+0.37

Calmar ratioReturn relative to maximum drawdown

5.48

3.21

+2.27

Martin ratioReturn relative to average drawdown

22.60

8.60

+14.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIE.TO vs. SPLT.TO - Sharpe Ratio Comparison

The current FIE.TO Sharpe Ratio is 3.73, which is higher than the SPLT.TO Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FIE.TO and SPLT.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.

Loading charts...

Sharpe Ratios by Period

FIE.TOSPLT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.73

1.74

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

2.05

-1.29

Drawdowns

FIE.TO vs. SPLT.TO - Drawdown Comparison

The maximum FIE.TO drawdown since its inception was -42.24%, which is greater than SPLT.TO's maximum drawdown of -5.36%. Use the drawdown chart below to compare losses from any high point for FIE.TO and SPLT.TO.

Loading charts...

Drawdown Indicators

FIE.TOSPLT.TODifference

Max Drawdown

Largest peak-to-trough decline

-42.24%

-5.36%

-36.88%

Max Drawdown (1Y)

Largest decline over 1 year

-5.70%

-1.82%

-3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-10.70%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-42.24%

—

—

Current Drawdown

Current decline from peak

-1.30%

-0.14%

-1.16%

Average Drawdown

Average peak-to-trough decline

-4.87%

-0.51%

-4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

0.68%

+0.70%

Volatility

FIE.TO vs. SPLT.TO - Volatility Comparison

iShares Canadian Financial Monthly Income ETF (FIE.TO) has a higher volatility of 2.87% compared to Brompton Split Corp. Preferred Share ETF (SPLT.TO) at 0.74%. This indicates that FIE.TO's price experiences larger fluctuations and is considered to be riskier than SPLT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

FIE.TOSPLT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

0.74%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

2.25%

+4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

8.37%

3.36%

+5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.44%

4.67%

+5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.04%

4.67%

+9.37%

FIE.TO vs. SPLT.TO - Expense Ratio Comparison

FIE.TO has a 0.85% expense ratio, which is higher than SPLT.TO's 0.50% expense ratio.

Dividends

FIE.TO vs. SPLT.TO - Dividend Comparison

FIE.TO's dividend yield for the trailing twelve months is around 4.52%, less than SPLT.TO's 5.99% yield.

PositionTTM20252024202320222021202020192018201720162015
FIE.TO
iShares Canadian Financial Monthly Income ETF		4.52%4.81%5.84%6.98%7.31%5.85%7.10%6.65%7.38%6.28%6.59%7.43%
SPLT.TO
Brompton Split Corp. Preferred Share ETF		5.99%6.01%5.99%3.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

FIE.TO and SPLT.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPLT.TO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPLT.TO is cheaper with a 0.50% expense ratio, compared with 0.85% for FIE.TO.

FIE.TO is categorized as Canada Equities, while SPLT.TO is Preferred Stock/Convertible Bonds. They also come from different issuers: iShares and Brompton Funds. Their fees differ too: 0.85% for FIE.TO and 0.50% for SPLT.TO.

Portfolio Optimizer

Find the right allocation for FIE.TO and SPLT.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer