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FLUS.TO vs. BRKY.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FLUS.TO vs. BRKY.NEO

Last updated Jul 16, 2026
Documentation

FLUS.TO (Franklin U.S. Large Cap Multifactor Index ETF) and BRKY.NEO (Berkshire Hathaway Yield Shares Purpose ETF) are both Large Cap Blend Equities funds. FLUS.TO is passively managed, while BRKY.NEO is actively managed. Over the past 3 years, FLUS.TO returned 22.24%/yr vs 13.62%/yr for BRKY.NEO. At a 0.18 correlation, their price movements are largely independent. FLUS.TO charges 0.29%/yr vs 0.40%/yr for BRKY.NEO.

Performance

FLUS.TO vs. BRKY.NEO - 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 Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLUS.TO achieves a 15.43% return, which is significantly higher than BRKY.NEO's -3.97% return.

FLUS.TO

1D
-0.09%
1M
-0.12%
6M
12.31%
YTD
15.43%
1Y
23.07%
3Y*
22.24%
5Y*
15.53%
10Y*
—

BRKY.NEO

1D
-0.90%
1M
-1.04%
6M
-2.05%
YTD
-3.97%
1Y
1.75%
3Y*
13.62%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLUS.TO vs. BRKY.NEO - Yearly Performance Comparison

2026 (YTD)2025202420232022
FLUS.TO
Franklin U.S. Large Cap Multifactor Index ETF		15.43%10.51%34.62%20.97%-2.29%
BRKY.NEO
Berkshire Hathaway Yield Shares Purpose ETF		-3.97%9.36%34.10%15.48%2.16%

Correlation

The correlation between FLUS.TO and BRKY.NEO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2022

0.18

The correlation between FLUS.TO and BRKY.NEO shifts across timeframes, from 0.03 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

FLUS.TO vs. BRKY.NEO - Sectors Allocation Comparison

Sectors
FLUS.TO
BRKY.NEO

Technology

37.0%

-

Communication Services

11.7%

-

Consumer Cyclical

11.3%

-

Healthcare

10.1%

-

Financial Services

9.6%
100.0%

Industrials

9.5%

-

Consumer Defensive

4.1%

-

Real Estate

2.7%

-

Basic Materials

1.7%

-

Utilities

1.4%

-

Energy

0.9%

-

Technology

FLUS.TO
37.0%
BRKY.NEO

-

Communication Services

FLUS.TO
11.7%
BRKY.NEO

-

Consumer Cyclical

FLUS.TO
11.3%
BRKY.NEO

-

Healthcare

FLUS.TO
10.1%
BRKY.NEO

-

Financial Services

FLUS.TO
9.6%
BRKY.NEO
100.0%

Industrials

FLUS.TO
9.5%
BRKY.NEO

-

Consumer Defensive

FLUS.TO
4.1%
BRKY.NEO

-

Real Estate

FLUS.TO
2.7%
BRKY.NEO

-

Basic Materials

FLUS.TO
1.7%
BRKY.NEO

-

Utilities

FLUS.TO
1.4%
BRKY.NEO

-

Energy

FLUS.TO
0.9%
BRKY.NEO

-

Compare stocks, funds, or ETFs

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Franklin U.S. Large Cap Multifactor Index ETF

Berkshire Hathaway Yield Shares Purpose ETF

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Often compared with BRKY.NEO:
BRKY.NEO vs. CNCL.TOBRKY.NEO vs. BTCC-B.TOBRKY.NEO vs. ETSX.TOBRKY.NEO vs. PMM.TOBRKY.NEO vs. PSA.TOBRKY.NEO vs. YAMZ.NEOBRKY.NEO vs. BTCY.TO

Return for Risk

FLUS.TO vs. BRKY.NEO — 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: 5858
Overall Rank
FLUS.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FLUS.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
FLUS.TO Omega Ratio Rank: 6363
Omega Ratio Rank
FLUS.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
FLUS.TO Martin Ratio Rank: 5757
Martin Ratio Rank
BRKY.NEO
BRKY.NEO Risk / Return Rank: 1111
Overall Rank
BRKY.NEO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BRKY.NEO Sortino Ratio Rank: 1010
Sortino Ratio Rank
BRKY.NEO Omega Ratio Rank: 1010
Omega Ratio Rank
BRKY.NEO Calmar Ratio Rank: 1111
Calmar Ratio Rank
BRKY.NEO Martin Ratio Rank: 1111
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.

FLUS.TO vs. BRKY.NEO - 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 Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO). 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.TOBRKY.NEODifference
Sharpe ratioReturn per unit of total volatility
1.54
0.12

+1.43

Sortino ratioReturn per unit of downside risk
2.22
0.27

+1.95

Omega ratioGain probability vs. loss probability

1.31

1.03

+0.28

Calmar ratioReturn relative to maximum drawdown

2.35

0.17

+2.18

Martin ratioReturn relative to average drawdown

8.15

0.35

+7.80

FLUS.TO vs. BRKY.NEO - Sharpe Ratio Comparison

The current FLUS.TO Sharpe Ratio is 1.54, which is higher than the BRKY.NEO Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of FLUS.TO and BRKY.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

FLUS.TO vs. BRKY.NEO - Drawdown Comparison

The maximum FLUS.TO drawdown since its inception was -28.24%, which is greater than BRKY.NEO's maximum drawdown of -17.42%. Use the drawdown chart below to compare losses from any high point for FLUS.TO and BRKY.NEO.

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Drawdown Indicators

FLUS.TOBRKY.NEODifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-17.42%

-10.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.85%

-10.55%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-18.82%

-17.42%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.11%

—

—

Current Drawdown

Current decline from peak

-1.57%

-13.01%

+11.44%

Average Drawdown

Average peak-to-trough decline

-3.68%

-5.85%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

5.01%

-2.17%

Volatility

FLUS.TO vs. BRKY.NEO - Volatility Comparison

Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) has a higher volatility of 4.56% compared to Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) at 4.06%. This indicates that FLUS.TO's price experiences larger fluctuations and is considered to be riskier than BRKY.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FLUS.TOBRKY.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

4.06%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.48%

11.51%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.02%

15.14%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

18.02%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

18.02%

-2.07%

FLUS.TO vs. BRKY.NEO - Expense Ratio Comparison

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

Dividends

FLUS.TO vs. BRKY.NEO - Dividend Comparison

FLUS.TO's dividend yield for the trailing twelve months is around 0.57%, less than BRKY.NEO's 7.70% yield.

PositionTTM202520242023202220212020201920182017
BRKY.NEO
Berkshire Hathaway Yield Shares Purpose ETF		7.70%5.58%10.93%5.41%0.49%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

FLUS.TO and BRKY.NEO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

They also come from different issuers: Franklin and Purpose Investments. Their fees differ too: 0.29% for FLUS.TO and 0.40% for BRKY.NEO.

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