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HIG.TO vs. BEPR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HIG.TO vs. BEPR.TO

Last updated Jul 16, 2026
Documentation

HIG.TO (Brompton Global Healthcare Income & Growth ETF) and BEPR.TO (Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF) are both exchange-traded funds - HIG.TO is a Health & Biotech Equities fund actively managed by Brompton, while BEPR.TO is a Preferred Stock/Convertible Bonds fund actively managed by Brompton. Both are actively managed. Over the past 10 years, HIG.TO returned 5.22%/yr vs 4.80%/yr for BEPR.TO. At a 0.14 correlation, their price movements are largely independent.

Performance

HIG.TO vs. BEPR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Global Healthcare Income & Growth ETF (HIG.TO) and Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HIG.TO achieves a -3.42% return, which is significantly lower than BEPR.TO's 0.27% return. Over the past 10 years, HIG.TO has outperformed BEPR.TO with an annualized return of 5.22%, while BEPR.TO has yielded a comparatively lower 4.80% annualized return.

HIG.TO

1D
0.55%
1M
2.42%
6M
-5.56%
YTD
-3.42%
1Y
8.20%
3Y*
3.66%
5Y*
0.67%
10Y*
5.22%

BEPR.TO

1D
0.83%
1M
0.12%
6M
0.49%
YTD
0.27%
1Y
4.79%
3Y*
10.18%
5Y*
1.47%
10Y*
4.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIG.TO vs. BEPR.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HIG.TO
Brompton Global Healthcare Income & Growth ETF		-3.42%13.94%-0.33%-1.53%-14.75%24.68%5.06%24.08%5.65%7.03%
BEPR.TO
Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF		0.27%6.68%14.36%6.62%-19.22%8.37%0.94%32.29%-12.67%14.60%

Correlation

The correlation between HIG.TO and BEPR.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.16

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

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2015

0.14

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Brompton Global Healthcare Income & Growth ETF

Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF

Return for Risk

HIG.TO vs. BEPR.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HIG.TO
HIG.TO Risk / Return Rank: 1818
Overall Rank
HIG.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HIG.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
HIG.TO Omega Ratio Rank: 1818
Omega Ratio Rank
HIG.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
HIG.TO Martin Ratio Rank: 1717
Martin Ratio Rank
BEPR.TO
BEPR.TO Risk / Return Rank: 2222
Overall Rank
BEPR.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BEPR.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
BEPR.TO Omega Ratio Rank: 1919
Omega Ratio Rank
BEPR.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
BEPR.TO Martin Ratio Rank: 2828
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.

HIG.TO vs. BEPR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Healthcare Income & Growth ETF (HIG.TO) and Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.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.

HIG.TOBEPR.TODifference
Sharpe ratioReturn per unit of total volatility
0.56
0.59

-0.03

Sortino ratioReturn per unit of downside risk
0.92
0.90

+0.03

Omega ratioGain probability vs. loss probability

1.10

1.11

-0.01

Calmar ratioReturn relative to maximum drawdown

0.58

0.99

-0.41

Martin ratioReturn relative to average drawdown

1.37

3.26

-1.89

HIG.TO vs. BEPR.TO - Sharpe Ratio Comparison

The current HIG.TO Sharpe Ratio is 0.56, which is comparable to the BEPR.TO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of HIG.TO and BEPR.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.

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Drawdowns

HIG.TO vs. BEPR.TO - Drawdown Comparison

The maximum HIG.TO drawdown since its inception was -31.83%, smaller than the maximum BEPR.TO drawdown of -69.85%. Use the drawdown chart below to compare losses from any high point for HIG.TO and BEPR.TO.

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Drawdown Indicators

HIG.TOBEPR.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-69.85%

+38.02%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-4.84%

-9.34%

Max Drawdown (3Y)

Largest decline over 3 years

-14.18%

-6.15%

-8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

-27.03%

+2.45%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

-51.41%

+19.58%

Current Drawdown

Current decline from peak

-7.98%

-0.97%

-7.01%

Average Drawdown

Average peak-to-trough decline

-8.17%

-12.44%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.01%

1.48%

+4.53%

Volatility

HIG.TO vs. BEPR.TO - Volatility Comparison

Brompton Global Healthcare Income & Growth ETF (HIG.TO) has a higher volatility of 6.30% compared to Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO) at 2.03%. This indicates that HIG.TO's price experiences larger fluctuations and is considered to be riskier than BEPR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HIG.TOBEPR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

2.03%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

6.57%

+4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

8.13%

+6.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

11.70%

+3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

16.11%

+1.26%

Dividends

HIG.TO vs. BEPR.TO - Dividend Comparison

HIG.TO's dividend yield for the trailing twelve months is around 9.00%, which matches BEPR.TO's 8.95% yield.

PositionTTM20252024202320222021202020192018201720162015
BEPR.TO
Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF		8.95%9.28%9.19%9.58%9.26%6.87%6.37%6.70%9.17%7.43%8.31%9.40%
HIG.TO
Brompton Global Healthcare Income & Growth ETF		9.00%8.32%8.71%8.03%6.97%5.29%6.22%6.12%7.11%6.43%6.47%1.80%

Frequently Asked Questions

HIG.TO and BEPR.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIG.TO is categorized as Health & Biotech Equities, while BEPR.TO is Preferred Stock/Convertible Bonds.

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