KNGC.TO vs. CLU.NEO

Last updated Jun 4, 2026

KNGC.TO (Brompton Canadian Cash Flow Kings ETF) and CLU.NEO (iShares US Fundamental Index ETF (CAD-Hedged) Common Class) are both Large Cap Blend Equities funds - KNGC.TO tracks the Brompton Index One Canadian Cash Flow Kings Index while CLU.NEO tracks the FTSE RAFI US 1000 Canadian Dollar Hedged Index. Both are passively managed. Over the past year, KNGC.TO returned 55.50% vs 25.16% for CLU.NEO. At a 0.24 correlation, their price movements are largely independent. KNGC.TO charges 0.17%/yr vs 0.72%/yr for CLU.NEO.

Performance

KNGC.TO vs. CLU.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Canadian Cash Flow Kings ETF (KNGC.TO) and iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KNGC.TO achieves a 18.75% return, which is significantly higher than CLU.NEO's 8.69% return.

KNGC.TO

• 1D: -0.75%
• 1M: 1.71%
• YTD: 18.75%
• 6M: 19.23%
• 1Y: 55.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CLU.NEO

• 1D: -0.17%
• 1M: 1.48%
• YTD: 8.69%
• 6M: 10.24%
• 1Y: 25.16%
• 3Y*: 16.95%
• 5Y*: 9.30%
• 10Y*: 11.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KNGC.TO vs. CLU.NEO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
KNGC.TO Brompton Canadian Cash Flow Kings ETF	18.75%	41.07%	176,983.84%
CLU.NEO iShares US Fundamental Index ETF (CAD-Hedged) Common Class	8.69%	15.20%	7.03%

Correlation

The correlation between KNGC.TO and CLU.NEO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024	0.24

The correlation between KNGC.TO and CLU.NEO shifts across timeframes, from 0.13 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KNGC.TO vs. CLU.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KNGC.TO

KNGC.TO Risk / Return Rank: 97
KNGC.TO Sharpe Ratio Rank: 97
KNGC.TO Sortino Ratio Rank: 97
KNGC.TO Omega Ratio Rank: 97
KNGC.TO Calmar Ratio Rank: 98
KNGC.TO Martin Ratio Rank: 97

CLU.NEO

CLU.NEO Risk / Return Rank: 81
CLU.NEO Sharpe Ratio Rank: 78
CLU.NEO Sortino Ratio Rank: 84
CLU.NEO Omega Ratio Rank: 87
CLU.NEO Calmar Ratio Rank: 77
CLU.NEO Martin Ratio Rank: 78

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.

KNGC.TO vs. CLU.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Canadian Cash Flow Kings ETF (KNGC.TO) and iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO). 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.

	KNGC.TO	CLU.NEO	Difference
Sharpe ratio: Return per unit of total volatility	4.54	2.50	+2.03
Sortino ratio: Return per unit of downside risk	6.34	3.77	+2.57
Omega ratio: Gain probability vs. loss probability	1.92	1.54	+0.38
Calmar ratio: Return relative to maximum drawdown	14.41	3.86	+10.55
Martin ratio: Return relative to average drawdown	52.56	14.84	+37.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KNGC.TO vs. CLU.NEO - Sharpe Ratio Comparison

The current KNGC.TO Sharpe Ratio is 4.54, which is higher than the CLU.NEO Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of KNGC.TO and CLU.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KNGC.TO	CLU.NEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.54	2.50	+2.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.61	-0.57

Drawdowns

KNGC.TO vs. CLU.NEO - Drawdown Comparison

The maximum KNGC.TO drawdown since its inception was -20.25%, smaller than the maximum CLU.NEO drawdown of -39.93%. Use the drawdown chart below to compare losses from any high point for KNGC.TO and CLU.NEO.

Drawdown Indicators

	KNGC.TO	CLU.NEO	Difference
Max Drawdown Largest peak-to-trough decline	-20.25%	-39.93%	+19.68%
Max Drawdown (1Y) Largest decline over 1 year	-3.87%	-6.55%	+2.68%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.57%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.93%	—
Current Drawdown Current decline from peak	-0.75%	-0.70%	-0.05%
Average Drawdown Average peak-to-trough decline	-3.09%	-4.74%	+1.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.06%	1.70%	-0.64%

Volatility

KNGC.TO vs. CLU.NEO - Volatility Comparison

Brompton Canadian Cash Flow Kings ETF (KNGC.TO) and iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) have volatilities of 2.31% and 2.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KNGC.TO	CLU.NEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.31%	2.30%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	9.01%	7.24%	+1.77%
Volatility (1Y) Calculated over the trailing 1-year period	12.30%	10.11%	+2.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	123,156.10%	14.54%	+123,141.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	123,156.10%	18.08%	+123,138.02%

KNGC.TO vs. CLU.NEO - Expense Ratio Comparison

KNGC.TO has a 0.17% expense ratio, which is lower than CLU.NEO's 0.72% expense ratio.

Dividends

KNGC.TO vs. CLU.NEO - Dividend Comparison

KNGC.TO's dividend yield for the trailing twelve months is around 1.62%, more than CLU.NEO's 1.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CLU.NEO iShares US Fundamental Index ETF (CAD-Hedged) Common Class	1.20%	1.31%	1.32%	1.35%	1.63%	1.19%	1.66%	1.46%	1.77%	1.46%	1.63%	1.87%
KNGC.TO Brompton Canadian Cash Flow Kings ETF	1.62%	1.69%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KNGC.TO and CLU.NEO in my portfolio?

KNGC.TO and CLU.NEO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KNGC.TO or CLU.NEO?

On fees, KNGC.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KNGC.TO or CLU.NEO?

KNGC.TO is cheaper with a 0.17% expense ratio, compared with 0.72% for CLU.NEO.

What is the main difference between KNGC.TO and CLU.NEO?

KNGC.TO tracks Brompton Index One Canadian Cash Flow Kings Index, while CLU.NEO tracks FTSE RAFI US 1000 Canadian Dollar Hedged Index. They also come from different issuers: Brompton and iShares. Their fees differ too: 0.17% for KNGC.TO and 0.72% for CLU.NEO.