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KNGX.TO vs. BEPR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KNGX.TO vs. BEPR.TO

Last updated Jul 16, 2026
Documentation

KNGX.TO (Brompton International Cash Flow Kings ETF) and BEPR.TO (Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF) are both exchange-traded funds - KNGX.TO is a International Equity fund tracking the Brompton Index One International Cash Flow Kings Index, while BEPR.TO is a Preferred Stock/Convertible Bonds fund actively managed by Brompton. KNGX.TO is passively managed, while BEPR.TO is actively managed. Over the past year, KNGX.TO returned 34.42% vs 4.79% for BEPR.TO. At a 0.12 correlation, their price movements are largely independent.

Performance

KNGX.TO vs. BEPR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton International Cash Flow Kings ETF (KNGX.TO) and Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KNGX.TO achieves a 12.80% return, which is significantly higher than BEPR.TO's 0.27% return.

KNGX.TO

1D
0.00%
1M
-0.19%
6M
9.97%
YTD
12.80%
1Y
34.42%
3Y*
—
5Y*
—
10Y*
—

BEPR.TO

1D
0.83%
1M
0.12%
6M
0.49%
YTD
0.27%
1Y
4.79%
3Y*
10.18%
5Y*
1.47%
10Y*
4.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KNGX.TO vs. BEPR.TO - Yearly Performance Comparison

2026 (YTD)20252024
KNGX.TO
Brompton International Cash Flow Kings ETF		12.80%35.23%-5.77%
BEPR.TO
Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF		0.27%6.68%5.85%

Correlation

The correlation between KNGX.TO and BEPR.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.12

The correlation between KNGX.TO and BEPR.TO shifts across timeframes, from 0.12 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Brompton International Cash Flow Kings ETF

Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF

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Return for Risk

KNGX.TO vs. BEPR.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KNGX.TO
KNGX.TO Risk / Return Rank: 9292
Overall Rank
KNGX.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KNGX.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
KNGX.TO Omega Ratio Rank: 9090
Omega Ratio Rank
KNGX.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
KNGX.TO Martin Ratio Rank: 9090
Martin Ratio Rank
BEPR.TO
BEPR.TO Risk / Return Rank: 2222
Overall Rank
BEPR.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BEPR.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
BEPR.TO Omega Ratio Rank: 1919
Omega Ratio Rank
BEPR.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
BEPR.TO Martin Ratio Rank: 2828
Martin Ratio Rank
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.

KNGX.TO vs. BEPR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton International Cash Flow Kings ETF (KNGX.TO) and Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.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.

KNGX.TOBEPR.TODifference
Sharpe ratioReturn per unit of total volatility
2.54
0.59

+1.95

Sortino ratioReturn per unit of downside risk
3.69
0.90

+2.80

Omega ratioGain probability vs. loss probability

1.46

1.11

+0.35

Calmar ratioReturn relative to maximum drawdown

5.51

0.99

+4.52

Martin ratioReturn relative to average drawdown

16.06

3.26

+12.81

KNGX.TO vs. BEPR.TO - Sharpe Ratio Comparison

The current KNGX.TO Sharpe Ratio is 2.54, which is higher than the BEPR.TO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of KNGX.TO and BEPR.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

KNGX.TO vs. BEPR.TO - Drawdown Comparison

The maximum KNGX.TO drawdown since its inception was -13.51%, smaller than the maximum BEPR.TO drawdown of -69.85%. Use the drawdown chart below to compare losses from any high point for KNGX.TO and BEPR.TO.

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Drawdown Indicators

KNGX.TOBEPR.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.51%

-69.85%

+56.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-4.84%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

—

-6.15%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-27.03%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-51.41%

—

Current Drawdown

Current decline from peak

-1.03%

-0.97%

-0.06%

Average Drawdown

Average peak-to-trough decline

-2.33%

-12.44%

+10.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

1.48%

+0.67%

Volatility

KNGX.TO vs. BEPR.TO - Volatility Comparison

Brompton International Cash Flow Kings ETF (KNGX.TO) has a higher volatility of 2.88% compared to Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO) at 2.03%. This indicates that KNGX.TO's price experiences larger fluctuations and is considered to be riskier than BEPR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KNGX.TOBEPR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

2.03%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

6.57%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

8.13%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

11.70%

+3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

16.11%

-1.14%

Dividends

KNGX.TO vs. BEPR.TO - Dividend Comparison

KNGX.TO's dividend yield for the trailing twelve months is around 2.24%, less than BEPR.TO's 8.95% yield.

PositionTTM20252024202320222021202020192018201720162015
BEPR.TO
Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF		8.95%9.28%9.19%9.58%9.26%6.87%6.37%6.70%9.17%7.43%8.31%9.40%
KNGX.TO
Brompton International Cash Flow Kings ETF		2.24%2.16%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

KNGX.TO and BEPR.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KNGX.TO is categorized as International Equity, while BEPR.TO is Preferred Stock/Convertible Bonds.

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