SMVP.TO vs. ESGY.TO
SMVP.TO (HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged)) and ESGY.TO (BMO MSCI USA Selection Equity Index ETF) are both Large Cap Blend Equities funds. Over the past year, SMVP.TO returned 13.19% vs 23.62% for ESGY.TO. At a 0.33 correlation, their price movements are largely independent.
Performance
SMVP.TO vs. ESGY.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SMVP.TO achieves a 10.65% return, which is significantly lower than ESGY.TO's 11.92% return.
SMVP.TO
- 1D
- 1.32%
- 1M
- 3.46%
- 6M
- 5.13%
- YTD
- 10.65%
- 1Y
- 13.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGY.TO
- 1D
- -0.25%
- 1M
- 0.99%
- 6M
- 8.99%
- YTD
- 11.92%
- 1Y
- 23.62%
- 3Y*
- 22.30%
- 5Y*
- 15.28%
- 10Y*
- —
SMVP.TO vs. ESGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SMVP.TO HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) | 10.65% | 3.24% |
ESGY.TO BMO MSCI USA Selection Equity Index ETF | 11.92% | 9.53% |
Correlation
The correlation between SMVP.TO and ESGY.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2025 | 0.33 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SMVP.TO vs. ESGY.TO — Risk / Return Rank
SMVP.TO
ESGY.TO
SMVP.TO vs. ESGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.TO) and BMO MSCI USA Selection Equity Index ETF (ESGY.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.
| SMVP.TO | ESGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.47 | -0.41 |
| Martin ratioReturn relative to average drawdown | 4.69 | 8.92 | -4.23 |
Loading charts...
Drawdowns
SMVP.TO vs. ESGY.TO - Drawdown Comparison
The maximum SMVP.TO drawdown since its inception was -12.11%, smaller than the maximum ESGY.TO drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for SMVP.TO and ESGY.TO.
Loading charts...
Drawdown Indicators
| SMVP.TO | ESGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.11% | -26.36% | +14.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.44% | -10.62% | +4.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.83% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.89% | — |
Current DrawdownCurrent decline from peak | -1.72% | -1.47% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -5.25% | +2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.93% | -0.11% |
Volatility
SMVP.TO vs. ESGY.TO - Volatility Comparison
HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.TO) has a higher volatility of 4.79% compared to BMO MSCI USA Selection Equity Index ETF (ESGY.TO) at 2.85%. This indicates that SMVP.TO's price experiences larger fluctuations and is considered to be riskier than ESGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SMVP.TO | ESGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 2.85% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 9.94% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.43% | 12.80% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 15.61% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.30% | 16.82% | -3.52% |
Dividends
SMVP.TO vs. ESGY.TO - Dividend Comparison
SMVP.TO's dividend yield for the trailing twelve months is around 2.17%, more than ESGY.TO's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ESGY.TO BMO MSCI USA Selection Equity Index ETF | 0.62% | 0.66% | 0.79% | 1.16% | 1.34% | 1.12% | 1.44% |
SMVP.TO HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) | 2.17% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SMVP.TO and ESGY.TO have a correlation of 0.23, 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: Hamilton Capital and BMO.
Find the right allocation for SMVP.TO and ESGY.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer