PREF.TO vs. BEPR.TO
PREF.TO (Quadravest Preferred Split Share ETF) and BEPR.TO (Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF) are both Preferred Stock/Convertible Bonds funds. Both are actively managed. Over the past year, PREF.TO returned 6.22% vs 3.50% for BEPR.TO. At a 0.12 correlation, their price movements are largely independent.
Performance
PREF.TO vs. BEPR.TO - Performance Comparison
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Returns By Period
In the year-to-date period, PREF.TO achieves a 3.47% return, which is significantly higher than BEPR.TO's -0.09% return.
PREF.TO
- 1D
- 0.09%
- 1M
- 0.08%
- 6M
- 4.76%
- YTD
- 3.47%
- 1Y
- 6.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BEPR.TO
- 1D
- 0.24%
- 1M
- 0.47%
- 6M
- 0.03%
- YTD
- -0.09%
- 1Y
- 3.50%
- 3Y*
- 10.09%
- 5Y*
- 1.40%
- 10Y*
- 4.71%
PREF.TO vs. BEPR.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PREF.TO Quadravest Preferred Split Share ETF | 3.47% | 6.77% | 9.28% |
BEPR.TO Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF | -0.09% | 6.68% | 7.63% |
Correlation
The correlation between PREF.TO and BEPR.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2024 | 0.12 |
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Return for Risk
PREF.TO vs. BEPR.TO — Risk / Return Rank
PREF.TO
BEPR.TO
PREF.TO vs. BEPR.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quadravest Preferred Split Share ETF (PREF.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.
| PREF.TO | BEPR.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.08 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 4.16 | 0.73 | +3.43 |
| Martin ratioReturn relative to average drawdown | 9.83 | 2.37 | +7.46 |
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Drawdowns
PREF.TO vs. BEPR.TO - Drawdown Comparison
The maximum PREF.TO drawdown since its inception was -6.24%, smaller than the maximum BEPR.TO drawdown of -69.85%. Use the drawdown chart below to compare losses from any high point for PREF.TO and BEPR.TO.
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Drawdown Indicators
| PREF.TO | BEPR.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.24% | -69.85% | +63.61% |
Max Drawdown (1Y)Largest decline over 1 year | -1.50% | -4.84% | +3.34% |
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 DrawdownCurrent decline from peak | -0.30% | -1.32% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -0.75% | -12.44% | +11.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 1.49% | -0.86% |
Volatility
PREF.TO vs. BEPR.TO - Volatility Comparison
The current volatility for Quadravest Preferred Split Share ETF (PREF.TO) is 1.23%, while Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO) has a volatility of 1.94%. This indicates that PREF.TO experiences smaller price fluctuations and is considered to be less risky 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
| PREF.TO | BEPR.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.23% | 1.94% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 6.58% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.05% | 8.16% | -4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.19% | 11.70% | -6.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.19% | 16.10% | -10.91% |
Dividends
PREF.TO vs. BEPR.TO - Dividend Comparison
PREF.TO's dividend yield for the trailing twelve months is around 6.59%, less than BEPR.TO's 8.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEPR.TO Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF | 8.98% | 9.28% | 9.19% | 9.58% | 9.26% | 6.87% | 6.37% | 6.70% | 9.17% | 7.43% | 8.31% | 9.40% |
PREF.TO Quadravest Preferred Split Share ETF | 6.59% | 6.60% | 3.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PREF.TO and BEPR.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Quadravest and Brompton.
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