FLUS.TO vs. BIGY.TO

Last updated Jun 25, 2026

FLUS.TO (Franklin U.S. Large Cap Multifactor Index ETF) and BIGY.TO (Evolve US Equity UltraYield ETF) are both Large Cap Blend Equities funds. FLUS.TO is passively managed, while BIGY.TO is actively managed. At a 0.49 correlation, their price movements are largely independent. FLUS.TO charges 0.29%/yr vs 0.40%/yr for BIGY.TO.

Performance

FLUS.TO vs. BIGY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) and Evolve US Equity UltraYield ETF (BIGY.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLUS.TO achieves a 14.64% return, which is significantly higher than BIGY.TO's -14.53% return.

FLUS.TO

• 1D: 0.08%
• 1M: 1.24%
• YTD: 14.64%
• 6M: 9.84%
• 1Y: 25.43%
• 3Y*: 23.56%
• 5Y*: 16.46%
• 10Y*: —

BIGY.TO

• 1D: -1.97%
• 1M: -15.15%
• YTD: -14.53%
• 6M: -17.17%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLUS.TO vs. BIGY.TO - Yearly Performance Comparison

	2026 (YTD)	2025
FLUS.TO Franklin U.S. Large Cap Multifactor Index ETF	14.64%	0.40%
BIGY.TO Evolve US Equity UltraYield ETF	-14.53%	-1.05%

Correlation

The correlation between FLUS.TO and BIGY.TO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025	0.49

Return for Risk

FLUS.TO vs. BIGY.TO — Risk / Return Rank

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

FLUS.TO

FLUS.TO Risk / Return Rank: 62
FLUS.TO Sharpe Ratio Rank: 61
FLUS.TO Sortino Ratio Rank: 62
FLUS.TO Omega Ratio Rank: 70
FLUS.TO Calmar Ratio Rank: 60
FLUS.TO Martin Ratio Rank: 59

BIGY.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FLUS.TO vs. BIGY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) and Evolve US Equity UltraYield ETF (BIGY.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.

	FLUS.TO	BIGY.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.76	—	—
Sortino ratio: Return per unit of downside risk	2.51	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	2.59	—	—
Martin ratio: Return relative to average drawdown	9.05	—	—

Drawdowns

FLUS.TO vs. BIGY.TO - Drawdown Comparison

The maximum FLUS.TO drawdown since its inception was -28.24%, roughly equal to the maximum BIGY.TO drawdown of -27.81%. Use the drawdown chart below to compare losses from any high point for FLUS.TO and BIGY.TO.

Drawdown Indicators

	FLUS.TO	BIGY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-28.24%	-27.81%	-0.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.85%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.11%	—	—
Current Drawdown Current decline from peak	-1.17%	-23.33%	+22.16%
Average Drawdown Average peak-to-trough decline	-3.70%	-11.78%	+8.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	—	—

Volatility

Volatility by Period

	FLUS.TO	BIGY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.48%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.53%	29.16%	-14.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.91%	29.16%	-14.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.94%	29.16%	-13.22%

FLUS.TO vs. BIGY.TO - Expense Ratio Comparison

FLUS.TO has a 0.29% expense ratio, which is lower than BIGY.TO's 0.40% expense ratio.

Dividends

FLUS.TO vs. BIGY.TO - Dividend Comparison

FLUS.TO's dividend yield for the trailing twelve months is around 0.57%, less than BIGY.TO's 34.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BIGY.TO Evolve US Equity UltraYield ETF	34.25%	9.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FLUS.TO Franklin U.S. Large Cap Multifactor Index ETF	0.57%	0.74%	0.94%	1.24%	1.77%	1.80%	1.67%	1.89%	1.72%	0.60%

Frequently Asked Questions

Can I hold both FLUS.TO and BIGY.TO in my portfolio?

FLUS.TO and BIGY.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.

Which ETF is better, FLUS.TO or BIGY.TO?

On fees, FLUS.TO is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FLUS.TO or BIGY.TO?

FLUS.TO is cheaper with a 0.29% expense ratio, compared with 0.40% for BIGY.TO.

What is the main difference between FLUS.TO and BIGY.TO?

They also come from different issuers: Franklin and Evolve. Their fees differ too: 0.29% for FLUS.TO and 0.40% for BIGY.TO.