KNGC.TO vs. XEG.TO
KNGC.TO (Brompton Canadian Cash Flow Kings ETF) and XEG.TO (iShares S&P/TSX Capped Energy Index ETF) are both exchange-traded funds - KNGC.TO is a Canada Equities fund tracking the Brompton Index One Canadian Cash Flow Kings Index, while XEG.TO is a Energy Equities fund tracking the S&P/TSX Capped Energy Index. Both are passively managed. Over the past year, KNGC.TO returned 40.06% vs 57.22% for XEG.TO. At a 0.28 correlation, their price movements are largely independent. KNGC.TO charges 0.17%/yr vs 0.60%/yr for XEG.TO.
Performance
KNGC.TO vs. XEG.TO - Performance Comparison
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Returns By Period
In the year-to-date period, KNGC.TO achieves a 14.94% return, which is significantly lower than XEG.TO's 37.71% return.
KNGC.TO
- 1D
- 0.79%
- 1M
- -1.79%
- 6M
- 8.54%
- YTD
- 14.94%
- 1Y
- 40.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XEG.TO
- 1D
- 1.79%
- 1M
- 5.60%
- 6M
- 30.71%
- YTD
- 37.71%
- 1Y
- 57.22%
- 3Y*
- 24.91%
- 5Y*
- 30.84%
- 10Y*
- 11.12%
KNGC.TO vs. XEG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
KNGC.TO Brompton Canadian Cash Flow Kings ETF | 14.94% | 41.07% | -4.91% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 37.71% | 16.72% | -2.83% |
Correlation
The correlation between KNGC.TO and XEG.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024 | 0.28 |
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Return for Risk
KNGC.TO vs. XEG.TO — Risk / Return Rank
KNGC.TO
XEG.TO
KNGC.TO vs. XEG.TO - 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 S&P/TSX Capped Energy Index ETF (XEG.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.
| KNGC.TO | XEG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.39 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 7.09 | 3.49 | +3.60 |
| Martin ratioReturn relative to average drawdown | 23.44 | 10.66 | +12.78 |
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Drawdowns
KNGC.TO vs. XEG.TO - Drawdown Comparison
The maximum KNGC.TO drawdown since its inception was -25.52%, smaller than the maximum XEG.TO drawdown of -87.51%. Use the drawdown chart below to compare losses from any high point for KNGC.TO and XEG.TO.
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Drawdown Indicators
| KNGC.TO | XEG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -87.51% | +61.99% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -16.47% | +10.80% |
Max Drawdown (3Y)Largest decline over 3 years | — | -25.67% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -79.66% | — |
Current DrawdownCurrent decline from peak | -4.21% | -8.41% | +4.20% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -34.53% | +29.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 5.38% | -3.67% |
Volatility
KNGC.TO vs. XEG.TO - Volatility Comparison
The current volatility for Brompton Canadian Cash Flow Kings ETF (KNGC.TO) is 3.23%, while iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a volatility of 7.73%. This indicates that KNGC.TO experiences smaller price fluctuations and is considered to be less risky than XEG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KNGC.TO | XEG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 7.73% | -4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 19.84% | -10.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 23.94% | -11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 28.63% | -11.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 33.41% | -15.83% |
KNGC.TO vs. XEG.TO - Expense Ratio Comparison
KNGC.TO has a 0.17% expense ratio, which is lower than XEG.TO's 0.60% expense ratio.
Dividends
KNGC.TO vs. XEG.TO - Dividend Comparison
KNGC.TO's dividend yield for the trailing twelve months is around 1.62%, less than XEG.TO's 2.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KNGC.TO Brompton Canadian Cash Flow Kings ETF | 1.62% | 1.69% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 2.68% | 3.63% | 3.46% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% |
Frequently Asked Questions
KNGC.TO and XEG.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
KNGC.TO is cheaper with a 0.17% expense ratio, compared with 0.60% for XEG.TO.
KNGC.TO is categorized as Canada Equities, while XEG.TO is Energy Equities. KNGC.TO tracks Brompton Index One Canadian Cash Flow Kings Index, while XEG.TO tracks S&P/TSX Capped Energy Index. They also come from different issuers: Brompton and iShares. Their fees differ too: 0.17% for KNGC.TO and 0.60% for XEG.TO.
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