IYLD vs. BMAX.TO
Compare and contrast key facts about iShares Morningstar Multi-Asset Income ETF (IYLD) and Brompton Enhanced Multi-Asset Income ETF (BMAX.TO).
IYLD and BMAX.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYLD is a passively managed fund by iShares that tracks the performance of the Morningstar Multi-Asset High Income Index. It was launched on Apr 5, 2012. BMAX.TO is managed by Brompton Funds.
Performance
IYLD vs. BMAX.TO - Performance Comparison
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IYLD vs. BMAX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IYLD iShares Morningstar Multi-Asset Income ETF | 2.35% | 15.44% | 2.00% | 12.55% | 6.90% |
BMAX.TO Brompton Enhanced Multi-Asset Income ETF | -1.58% | 23.53% | 9.98% | 14.10% | 7.81% |
Different Trading Currencies
IYLD is traded in USD, while BMAX.TO is traded in CAD. To make them comparable, the BMAX.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IYLD achieves a 2.35% return, which is significantly higher than BMAX.TO's -1.58% return.
IYLD
- 1D
- -0.10%
- 1M
- -1.10%
- YTD
- 2.35%
- 6M
- 5.11%
- 1Y
- 13.57%
- 3Y*
- 9.89%
- 5Y*
- 3.47%
- 10Y*
- 4.06%
BMAX.TO
- 1D
- -0.13%
- 1M
- -4.72%
- YTD
- -1.58%
- 6M
- 3.07%
- 1Y
- 18.43%
- 3Y*
- 14.20%
- 5Y*
- —
- 10Y*
- —
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IYLD vs. BMAX.TO - Expense Ratio Comparison
IYLD has a 0.60% expense ratio, which is lower than BMAX.TO's 2.62% expense ratio.
Return for Risk
IYLD vs. BMAX.TO — Risk / Return Rank
IYLD
BMAX.TO
IYLD vs. BMAX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Multi-Asset Income ETF (IYLD) and Brompton Enhanced Multi-Asset Income ETF (BMAX.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.
| IYLD | BMAX.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 1.05 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.58 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.23 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.91 | 1.71 | +1.21 |
Martin ratioReturn relative to average drawdown | 10.88 | 7.27 | +3.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYLD | BMAX.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.05 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.97 | -0.48 |
Correlation
The correlation between IYLD and BMAX.TO is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IYLD vs. BMAX.TO - Dividend Comparison
IYLD's dividend yield for the trailing twelve months is around 4.64%, less than BMAX.TO's 10.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYLD iShares Morningstar Multi-Asset Income ETF | 4.64% | 4.72% | 5.32% | 5.76% | 5.45% | 3.47% | 4.38% | 5.25% | 5.78% | 4.22% | 4.84% | 5.26% |
BMAX.TO Brompton Enhanced Multi-Asset Income ETF | 10.18% | 9.70% | 9.64% | 9.55% | 2.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IYLD vs. BMAX.TO - Drawdown Comparison
The maximum IYLD drawdown since its inception was -30.23%, which is greater than BMAX.TO's maximum drawdown of -15.63%. Use the drawdown chart below to compare losses from any high point for IYLD and BMAX.TO.
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Drawdown Indicators
| IYLD | BMAX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.23% | -15.42% | -14.81% |
Max Drawdown (1Y)Largest decline over 1 year | -4.63% | -9.35% | +4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -22.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.23% | — | — |
Current DrawdownCurrent decline from peak | -3.02% | -5.71% | +2.69% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -1.93% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 2.63% | -1.39% |
Volatility
IYLD vs. BMAX.TO - Volatility Comparison
The current volatility for iShares Morningstar Multi-Asset Income ETF (IYLD) is 2.72%, while Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) has a volatility of 5.87%. This indicates that IYLD experiences smaller price fluctuations and is considered to be less risky than BMAX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYLD | BMAX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 5.87% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 4.55% | 9.87% | -5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.80% | 17.56% | -10.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.83% | 16.13% | -8.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.56% | 16.13% | -6.57% |