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SPLT.TO vs. TPRF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPLT.TO vs. TPRF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Split Corp. Preferred Share ETF (SPLT.TO) and TD Active Preferred Share ETF (TPRF.TO). The values are adjusted to include any dividend payments, if applicable.

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SPLT.TO vs. TPRF.TO - Yearly Performance Comparison


2026 (YTD)202520242023
SPLT.TO
Brompton Split Corp. Preferred Share ETF
0.10%5.80%14.11%5.46%
TPRF.TO
TD Active Preferred Share ETF
0.64%18.21%28.68%4.83%

Returns By Period

In the year-to-date period, SPLT.TO achieves a 0.10% return, which is significantly lower than TPRF.TO's 0.64% return.


SPLT.TO

1D
-0.27%
1M
0.00%
YTD
0.10%
6M
0.51%
1Y
3.55%
3Y*
5Y*
10Y*

TPRF.TO

1D
0.64%
1M
-0.94%
YTD
0.64%
6M
5.56%
1Y
17.19%
3Y*
16.64%
5Y*
11.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPLT.TO vs. TPRF.TO - Expense Ratio Comparison

Both SPLT.TO and TPRF.TO have an expense ratio of 0.50%.


Return for Risk

SPLT.TO vs. TPRF.TO — Risk / Return Rank

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

SPLT.TO
SPLT.TO Risk / Return Rank: 3737
Overall Rank
SPLT.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SPLT.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPLT.TO Omega Ratio Rank: 3939
Omega Ratio Rank
SPLT.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
SPLT.TO Martin Ratio Rank: 4242
Martin Ratio Rank

TPRF.TO
TPRF.TO Risk / Return Rank: 9090
Overall Rank
TPRF.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
TPRF.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
TPRF.TO Omega Ratio Rank: 9797
Omega Ratio Rank
TPRF.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
TPRF.TO Martin Ratio Rank: 8989
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.

SPLT.TO vs. TPRF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Split Corp. Preferred Share ETF (SPLT.TO) and TD Active Preferred Share ETF (TPRF.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.


SPLT.TOTPRF.TODifference

Sharpe ratio

Return per unit of total volatility

0.65

2.36

-1.71

Sortino ratio

Return per unit of downside risk

0.86

2.76

-1.90

Omega ratio

Gain probability vs. loss probability

1.16

1.62

-0.46

Calmar ratio

Return relative to maximum drawdown

1.05

2.17

-1.12

Martin ratio

Return relative to average drawdown

4.10

11.61

-7.51

SPLT.TO vs. TPRF.TO - Sharpe Ratio Comparison

The current SPLT.TO Sharpe Ratio is 0.65, which is lower than the TPRF.TO Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of SPLT.TO and TPRF.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPLT.TOTPRF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

2.36

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.91

0.74

+1.17

Correlation

The correlation between SPLT.TO and TPRF.TO is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPLT.TO vs. TPRF.TO - Dividend Comparison

SPLT.TO's dividend yield for the trailing twelve months is around 5.56%, more than TPRF.TO's 4.55% yield.


TTM2025202420232022202120202019
SPLT.TO
Brompton Split Corp. Preferred Share ETF
5.56%6.01%5.99%3.54%0.00%0.00%0.00%0.00%
TPRF.TO
TD Active Preferred Share ETF
4.55%4.36%4.56%5.74%10.25%8.28%10.46%9.90%

Drawdowns

SPLT.TO vs. TPRF.TO - Drawdown Comparison

The maximum SPLT.TO drawdown since its inception was -5.36%, smaller than the maximum TPRF.TO drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for SPLT.TO and TPRF.TO.


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Drawdown Indicators


SPLT.TOTPRF.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.36%

-43.12%

+37.76%

Max Drawdown (1Y)

Largest decline over 1 year

-3.88%

-7.93%

+4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.45%

Current Drawdown

Current decline from peak

-0.27%

-0.94%

+0.67%

Average Drawdown

Average peak-to-trough decline

-0.53%

-6.01%

+5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.48%

-0.47%

Volatility

SPLT.TO vs. TPRF.TO - Volatility Comparison

The current volatility for Brompton Split Corp. Preferred Share ETF (SPLT.TO) is 0.79%, while TD Active Preferred Share ETF (TPRF.TO) has a volatility of 1.51%. This indicates that SPLT.TO experiences smaller price fluctuations and is considered to be less risky than TPRF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPLT.TOTPRF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

1.51%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

3.09%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.49%

7.31%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.77%

9.69%

-4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

15.58%

-10.81%