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PAYG.TO vs. GDV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAYG.TO vs. GDV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Global Equity HighPay ETF (PAYG.TO) and Global Dividend Growth Split Corp. (GDV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PAYG.TO

1D
-0.94%
1M
4.25%
YTD
6M
1Y
3Y*
5Y*
10Y*

GDV.TO

1D
-0.50%
1M
2.53%
YTD
17.22%
6M
19.64%
1Y
38.62%
3Y*
26.18%
5Y*
15.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAYG.TO vs. GDV.TO - Yearly Performance Comparison


Correlation

The correlation between PAYG.TO and GDV.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 1, 2026

0.29

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Return for Risk

PAYG.TO vs. GDV.TO — Risk / Return Rank

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

PAYG.TO

GDV.TO
GDV.TO Risk / Return Rank: 8888
Overall Rank
GDV.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GDV.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDV.TO Omega Ratio Rank: 9090
Omega Ratio Rank
GDV.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
GDV.TO Martin Ratio Rank: 9090
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.

PAYG.TO vs. GDV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Equity HighPay ETF (PAYG.TO) and Global Dividend Growth Split Corp. (GDV.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PAYG.TO vs. GDV.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PAYG.TOGDV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

6.88

0.53

+6.34

Drawdowns

PAYG.TO vs. GDV.TO - Drawdown Comparison

The maximum PAYG.TO drawdown since its inception was -3.03%, smaller than the maximum GDV.TO drawdown of -58.09%. Use the drawdown chart below to compare losses from any high point for PAYG.TO and GDV.TO.


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Drawdown Indicators


PAYG.TOGDV.TODifference

Max Drawdown

Largest peak-to-trough decline

-3.03%

-58.09%

+55.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

Max Drawdown (3Y)

Largest decline over 3 years

-24.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

Current Drawdown

Current decline from peak

-2.32%

-1.64%

-0.68%

Average Drawdown

Average peak-to-trough decline

-0.93%

-6.67%

+5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

Volatility

PAYG.TO vs. GDV.TO - Volatility Comparison


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Volatility by Period


PAYG.TOGDV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

Volatility (1Y)

Calculated over the trailing 1-year period

24.17%

15.87%

+8.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.17%

19.62%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

31.20%

-7.03%

Dividends

PAYG.TO vs. GDV.TO - Dividend Comparison

PAYG.TO's dividend yield for the trailing twelve months is around 2.91%, less than GDV.TO's 8.80% yield.


PositionTTM20252024202320222021202020192018
GDV.TO
Global Dividend Growth Split Corp.
8.80%10.41%11.99%15.58%12.90%11.83%13.14%12.30%9.10%
PAYG.TO
Brompton Global Equity HighPay ETF
2.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PAYG.TO and GDV.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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