TBNK.TO vs. BLOV.TO
TBNK.TO (TD Canadian Bank Dividend Index ETF) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. TBNK.TO is passively managed, while BLOV.TO is actively managed. Over the past 3 years, TBNK.TO returned 36.27%/yr vs 12.86%/yr for BLOV.TO. At a 0.20 correlation, their price movements are largely independent.
Performance
TBNK.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, TBNK.TO achieves a 36.43% return, which is significantly higher than BLOV.TO's 13.33% return.
TBNK.TO
- 1D
- -0.55%
- 1M
- 7.68%
- 6M
- 34.97%
- YTD
- 36.43%
- 1Y
- 71.86%
- 3Y*
- 36.27%
- 5Y*
- —
- 10Y*
- —
BLOV.TO
- 1D
- 0.15%
- 1M
- 2.36%
- 6M
- 11.57%
- YTD
- 13.33%
- 1Y
- 20.35%
- 3Y*
- 12.86%
- 5Y*
- 8.17%
- 10Y*
- —
TBNK.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TBNK.TO TD Canadian Bank Dividend Index ETF | 36.43% | 44.62% | 20.33% | 7.99% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.33% | 14.08% | 11.35% | -3.72% |
Correlation
The correlation between TBNK.TO and BLOV.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2023 | 0.20 |
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Return for Risk
TBNK.TO vs. BLOV.TO — Risk / Return Rank
TBNK.TO
BLOV.TO
TBNK.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TD Canadian Bank Dividend Index ETF (TBNK.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
| TBNK.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.17 | ||
| Sortino ratioReturn per unit of downside risk | +4.00 | ||
| Omega ratioGain probability vs. loss probability | 1.96 | 1.45 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 8.75 | 3.91 | +4.84 |
| Martin ratioReturn relative to average drawdown | 37.85 | 13.07 | +24.77 |
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Drawdowns
TBNK.TO vs. BLOV.TO - Drawdown Comparison
The maximum TBNK.TO drawdown since its inception was -15.03%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for TBNK.TO and BLOV.TO.
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Drawdown Indicators
| TBNK.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.03% | -46.98% | +31.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.25% | -5.23% | -3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -41.86% | +26.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.98% | — |
Current DrawdownCurrent decline from peak | -0.55% | -1.47% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -4.48% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.56% | +0.34% |
Volatility
TBNK.TO vs. BLOV.TO - Volatility Comparison
The current volatility for TD Canadian Bank Dividend Index ETF (TBNK.TO) is 4.29%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.85%. This indicates that TBNK.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TBNK.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 4.85% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 7.78% | +3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 9.18% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.90% | 33.19% | -20.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.90% | 30.16% | -17.26% |
Dividends
TBNK.TO vs. BLOV.TO - Dividend Comparison
TBNK.TO's dividend yield for the trailing twelve months is around 2.15%, less than BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% |
TBNK.TO TD Canadian Bank Dividend Index ETF | 2.15% | 2.89% | 4.03% | 3.10% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TBNK.TO and BLOV.TO have a correlation of 0.18, 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: TD and Brompton.
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