PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
HPR.TO vs. BEPR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HPR.TO vs. BEPR.TO

Last updated Jul 18, 2026
Documentation

HPR.TO (Global X Active Preferred Share ETF) and BEPR.TO (Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF) are both Preferred Stock/Convertible Bonds funds. Both are actively managed. Over the past 10 years, HPR.TO returned 7.95%/yr vs 4.71%/yr for BEPR.TO. At a 0.10 correlation, their price movements are largely independent.

Performance

HPR.TO vs. BEPR.TO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, HPR.TO achieves a 6.50% return, which is significantly higher than BEPR.TO's -0.09% return. Over the past 10 years, HPR.TO has outperformed BEPR.TO with an annualized return of 7.95%, while BEPR.TO has yielded a comparatively lower 4.71% annualized return.

HPR.TO

1D
0.28%
1M
1.72%
6M
5.79%
YTD
6.50%
1Y
14.67%
3Y*
19.49%
5Y*
7.86%
10Y*
7.95%

BEPR.TO

1D
0.24%
1M
0.47%
6M
0.03%
YTD
-0.09%
1Y
3.50%
3Y*
10.09%
5Y*
1.40%
10Y*
4.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
HPR.TO
Global X Active Preferred Share ETF		6.50%17.78%27.79%8.31%-19.54%24.30%6.34%2.42%-10.18%15.68%
BEPR.TO
Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF		-0.09%6.68%14.36%6.62%-19.22%8.37%0.94%32.29%-12.67%14.60%

Correlation

The correlation between HPR.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

0.16

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

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2010

0.10

Compare stocks, funds, or ETFs

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

Global X Active Preferred Share ETF

Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF

Often compared with HPR.TO:
HPR.TO vs. TPRF.TOHPR.TO vs. ZPR.TOHPR.TO vs. HLPR.TOHPR.TO vs. TINF.TOHPR.TO vs. RPF.TOHPR.TO vs. CPD.TOHPR.TO vs. HSAV.TO
Often compared with BEPR.TO:
BEPR.TO vs. BLOV.TOBEPR.TO vs. BDIV.TOBEPR.TO vs. BFIN.TOBEPR.TO vs. BGIE.TOBEPR.TO vs. BPRF.TOBEPR.TO vs. EDGF.TOBEPR.TO vs. KNGC.TO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HPR.TO
HPR.TO Risk / Return Rank: 9797
Overall Rank
HPR.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HPR.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
HPR.TO Omega Ratio Rank: 9797
Omega Ratio Rank
HPR.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
HPR.TO Martin Ratio Rank: 9797
Martin Ratio Rank
BEPR.TO
BEPR.TO Risk / Return Rank: 2020
Overall Rank
BEPR.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BEPR.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
BEPR.TO Omega Ratio Rank: 1717
Omega Ratio Rank
BEPR.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
BEPR.TO Martin Ratio Rank: 2525
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Active Preferred Share ETF (HPR.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.

HPR.TOBEPR.TODifference
Sharpe ratioReturn per unit of total volatility
3.59
0.43

+3.16

Sortino ratioReturn per unit of downside risk
5.28
0.67

+4.61

Omega ratioGain probability vs. loss probability

1.76

1.08

+0.68

Calmar ratioReturn relative to maximum drawdown

6.63

0.73

+5.90

Martin ratioReturn relative to average drawdown

34.06

2.37

+31.69

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

The current HPR.TO Sharpe Ratio is 3.59, which is higher than the BEPR.TO Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of HPR.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.

Loading charts...

Drawdowns

HPR.TO vs. BEPR.TO - Drawdown Comparison

The maximum HPR.TO drawdown since its inception was -45.02%, smaller than the maximum BEPR.TO drawdown of -69.85%. Use the drawdown chart below to compare losses from any high point for HPR.TO and BEPR.TO.

Loading charts...

Drawdown Indicators

HPR.TOBEPR.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.02%

-69.85%

+24.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-4.84%

+2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-7.83%

-6.15%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

-27.03%

+4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-45.02%

-51.41%

+6.39%

Current Drawdown

Current decline from peak

-0.09%

-1.32%

+1.23%

Average Drawdown

Average peak-to-trough decline

-6.14%

-12.44%

+6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

1.49%

-1.06%

Volatility

HPR.TO vs. BEPR.TO - Volatility Comparison

The current volatility for Global X Active Preferred Share ETF (HPR.TO) is 0.94%, while Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO) has a volatility of 1.94%. This indicates that HPR.TO experiences smaller price fluctuations and is considered to be less risky than BEPR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

HPR.TOBEPR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

1.94%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

6.58%

-3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

8.16%

-4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.43%

11.70%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.75%

16.10%

-4.35%

Dividends

HPR.TO vs. BEPR.TO - Dividend Comparison

HPR.TO's dividend yield for the trailing twelve months is around 4.72%, less than BEPR.TO's 8.98% yield.

PositionTTM20252024202320222021202020192018201720162015
BEPR.TO
Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF		8.98%9.28%9.19%9.58%9.26%6.87%6.37%6.70%9.17%7.43%8.31%9.40%
HPR.TO
Global X Active Preferred Share ETF		4.72%4.34%4.28%5.56%5.96%4.01%5.11%4.87%4.39%3.88%4.32%4.60%

Frequently Asked Questions

HPR.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.

They also come from different issuers: Global X and Brompton.

Portfolio Optimizer

Find the right allocation for HPR.TO and BEPR.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