KNGC.TO vs. XEI.TO
KNGC.TO (Brompton Canadian Cash Flow Kings ETF) and XEI.TO (iShares S&P/TSX Composite High Dividend Index ETF) are both Canada Equities funds - KNGC.TO tracks the Brompton Index One Canadian Cash Flow Kings Index while XEI.TO tracks the S&P/TSX Composite High Dividend Index. Both are passively managed. Over the past year, KNGC.TO returned 37.43% vs 39.57% for XEI.TO. At a 0.33 correlation, their price movements are largely independent. KNGC.TO charges 0.17%/yr vs 0.22%/yr for XEI.TO.
Performance
KNGC.TO vs. XEI.TO - Performance Comparison
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Returns By Period
In the year-to-date period, KNGC.TO achieves a 14.18% return, which is significantly lower than XEI.TO's 27.27% return.
KNGC.TO
- 1D
- -0.12%
- 1M
- -3.40%
- 6M
- 9.46%
- YTD
- 14.18%
- 1Y
- 37.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XEI.TO
- 1D
- 0.75%
- 1M
- 2.77%
- 6M
- 23.90%
- YTD
- 27.27%
- 1Y
- 39.57%
- 3Y*
- 22.45%
- 5Y*
- 15.70%
- 10Y*
- 11.99%
KNGC.TO vs. XEI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
KNGC.TO Brompton Canadian Cash Flow Kings ETF | 14.18% | 41.07% | -4.91% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 27.27% | 20.86% | 10.12% |
Correlation
The correlation between KNGC.TO and XEI.TO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024 | 0.33 |
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Return for Risk
KNGC.TO vs. XEI.TO — Risk / Return Rank
KNGC.TO
XEI.TO
KNGC.TO vs. XEI.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 Composite High Dividend Index ETF (XEI.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 | XEI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.99 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 6.63 | 9.43 | -2.80 |
| Martin ratioReturn relative to average drawdown | 22.55 | 41.44 | -18.89 |
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Drawdowns
KNGC.TO vs. XEI.TO - Drawdown Comparison
The maximum KNGC.TO drawdown since its inception was -25.52%, smaller than the maximum XEI.TO drawdown of -45.52%. Use the drawdown chart below to compare losses from any high point for KNGC.TO and XEI.TO.
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Drawdown Indicators
| KNGC.TO | XEI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -45.52% | +20.00% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -4.22% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.35% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.52% | — |
Current DrawdownCurrent decline from peak | -4.84% | 0.00% | -4.84% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -5.07% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 0.96% | +0.71% |
Volatility
KNGC.TO vs. XEI.TO - Volatility Comparison
Brompton Canadian Cash Flow Kings ETF (KNGC.TO) has a higher volatility of 3.19% compared to iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) at 2.21%. This indicates that KNGC.TO's price experiences larger fluctuations and is considered to be riskier than XEI.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 | XEI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 2.21% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 6.00% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 8.03% | +4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.60% | 11.30% | +6.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.60% | 16.00% | +1.60% |
KNGC.TO vs. XEI.TO - Expense Ratio Comparison
KNGC.TO has a 0.17% expense ratio, which is lower than XEI.TO's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
KNGC.TO vs. XEI.TO - Dividend Comparison
KNGC.TO's dividend yield for the trailing twelve months is around 1.63%, less than XEI.TO's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KNGC.TO Brompton Canadian Cash Flow Kings ETF | 1.63% | 1.69% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 3.41% | 4.47% | 5.45% | 4.97% | 4.68% | 3.58% | 5.03% | 4.62% | 5.42% | 4.29% | 4.41% | 5.64% |
Frequently Asked Questions
KNGC.TO and XEI.TO have a correlation of 0.36, 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 0.22% for XEI.TO.
KNGC.TO tracks Brompton Index One Canadian Cash Flow Kings Index, while XEI.TO tracks S&P/TSX Composite High Dividend Index. They also come from different issuers: Brompton and iShares. Their fees differ too: 0.17% for KNGC.TO and 0.22% for XEI.TO.
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