HIG.TO vs. TLF.TO
HIG.TO (Brompton Global Healthcare Income & Growth ETF) and TLF.TO (Brompton Tech Leaders Income ETF) are both exchange-traded funds - HIG.TO is a Health & Biotech Equities fund actively managed by Brompton, while TLF.TO is a Technology Equities fund actively managed by Brompton. Both are actively managed. Over the past 10 years, HIG.TO returned 5.29%/yr vs 21.23%/yr for TLF.TO. At a 0.32 correlation, their price movements are largely independent.
Performance
HIG.TO vs. TLF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HIG.TO achieves a -2.76% return, which is significantly lower than TLF.TO's 21.68% return. Over the past 10 years, HIG.TO has underperformed TLF.TO with an annualized return of 5.29%, while TLF.TO has yielded a comparatively higher 21.23% annualized return.
HIG.TO
- 1D
- -0.40%
- 1M
- 4.72%
- 6M
- -3.73%
- YTD
- -2.76%
- 1Y
- 9.53%
- 3Y*
- 3.98%
- 5Y*
- 0.81%
- 10Y*
- 5.29%
TLF.TO
- 1D
- -1.10%
- 1M
- -5.97%
- 6M
- 18.82%
- YTD
- 21.68%
- 1Y
- 32.76%
- 3Y*
- 23.48%
- 5Y*
- 16.03%
- 10Y*
- 21.23%
HIG.TO vs. TLF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HIG.TO Brompton Global Healthcare Income & Growth ETF | -2.76% | 13.94% | -0.33% | -1.53% | -14.75% | 24.68% | 5.06% | 24.08% | 5.65% | 7.03% |
TLF.TO Brompton Tech Leaders Income ETF | 21.68% | 18.20% | 21.45% | 49.36% | -30.09% | 31.51% | 38.89% | 37.12% | 3.76% | 37.68% |
Correlation
The correlation between HIG.TO and TLF.TO is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2015 | 0.32 |
The correlation between HIG.TO and TLF.TO shifts across timeframes, from -0.02 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HIG.TO vs. TLF.TO — Risk / Return Rank
HIG.TO
TLF.TO
HIG.TO vs. TLF.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 Tech Leaders Income ETF (TLF.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.TO | TLF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.23 | -1.56 |
| Martin ratioReturn relative to average drawdown | 1.58 | 7.57 | -5.99 |
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Drawdowns
HIG.TO vs. TLF.TO - Drawdown Comparison
The maximum HIG.TO drawdown since its inception was -31.83%, smaller than the maximum TLF.TO drawdown of -37.19%. Use the drawdown chart below to compare losses from any high point for HIG.TO and TLF.TO.
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Drawdown Indicators
| HIG.TO | TLF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -37.19% | +5.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -14.73% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -14.18% | -24.99% | +10.81% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -37.19% | +12.61% |
Max Drawdown (10Y)Largest decline over 10 years | -31.83% | -37.19% | +5.36% |
Current DrawdownCurrent decline from peak | -7.35% | -10.89% | +3.54% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -7.35% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 4.34% | +1.70% |
Volatility
HIG.TO vs. TLF.TO - Volatility Comparison
The current volatility for Brompton Global Healthcare Income & Growth ETF (HIG.TO) is 6.07%, while Brompton Tech Leaders Income ETF (TLF.TO) has a volatility of 13.70%. This indicates that HIG.TO experiences smaller price fluctuations and is considered to be less risky than TLF.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.TO | TLF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 13.70% | -7.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 21.97% | -10.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.79% | 24.65% | -9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 25.84% | -10.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 24.22% | -6.85% |
Dividends
HIG.TO vs. TLF.TO - Dividend Comparison
HIG.TO's dividend yield for the trailing twelve months is around 8.94%, more than TLF.TO's 5.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIG.TO Brompton Global Healthcare Income & Growth ETF | 8.94% | 8.32% | 8.71% | 8.03% | 6.97% | 5.29% | 6.22% | 6.12% | 7.11% | 6.43% | 6.47% | 1.80% |
TLF.TO Brompton Tech Leaders Income ETF | 5.66% | 5.90% | 5.86% | 5.31% | 6.97% | 3.40% | 3.49% | 4.64% | 6.05% | 5.94% | 7.67% | 7.63% |
Frequently Asked Questions
HIG.TO and TLF.TO have a correlation of -0.02, 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 TLF.TO is Technology Equities.
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