IQD.TO vs. BLOV.TO
IQD.TO (CI International Quality Dividend Growth Index ETF) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. Over the past 5 years, IQD.TO returned 6.40%/yr vs 8.17%/yr for BLOV.TO. At a 0.16 correlation, their price movements are largely independent.
Performance
IQD.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, IQD.TO achieves a 8.04% return, which is significantly lower than BLOV.TO's 13.33% return.
IQD.TO
- 1D
- -0.20%
- 1M
- 0.92%
- 6M
- 3.34%
- YTD
- 8.04%
- 1Y
- 15.87%
- 3Y*
- 10.43%
- 5Y*
- 6.40%
- 10Y*
- —
BLOV.TO
- 1D
- 0.15%
- 1M
- 2.36%
- 6M
- 11.57%
- YTD
- 13.33%
- 1Y
- 20.35%
- 3Y*
- 12.86%
- 5Y*
- 8.17%
- 10Y*
- —
IQD.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IQD.TO CI International Quality Dividend Growth Index ETF | 8.04% | 12.84% | 4.33% | 18.05% | -12.63% | 18.47% | 25.12% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.33% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
Correlation
The correlation between IQD.TO and BLOV.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.16 |
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Return for Risk
IQD.TO vs. BLOV.TO — Risk / Return Rank
IQD.TO
BLOV.TO
IQD.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI International Quality Dividend Growth Index ETF (IQD.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
| IQD.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.45 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 3.91 | -2.36 |
| Martin ratioReturn relative to average drawdown | 5.49 | 13.07 | -7.59 |
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Drawdowns
IQD.TO vs. BLOV.TO - Drawdown Comparison
The maximum IQD.TO drawdown since its inception was -30.69%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for IQD.TO and BLOV.TO.
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Drawdown Indicators
| IQD.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.69% | -46.98% | +16.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.31% | -5.23% | -5.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.94% | -41.86% | +22.92% |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | -46.98% | +26.46% |
Current DrawdownCurrent decline from peak | -2.00% | -1.47% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.48% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 1.56% | +1.34% |
Volatility
IQD.TO vs. BLOV.TO - Volatility Comparison
The current volatility for CI International Quality Dividend Growth Index ETF (IQD.TO) is 3.81%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.85%. This indicates that IQD.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQD.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 4.85% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 7.78% | +4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.53% | 9.18% | +5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 33.19% | -18.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 30.16% | -14.77% |
Dividends
IQD.TO vs. BLOV.TO - Dividend Comparison
IQD.TO's dividend yield for the trailing twelve months is around 2.38%, less than BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% | 0.00% | 0.00% |
IQD.TO CI International Quality Dividend Growth Index ETF | 2.38% | 3.08% | 1.38% | 1.66% | 4.21% | 2.19% | 1.24% | 1.79% | 2.10% | 1.12% | 0.48% |
Frequently Asked Questions
IQD.TO and BLOV.TO have a correlation of 0.11, 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: CI and Brompton.
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