TDI vs. BEP

Last updated Apr 1, 2026

Compare and contrast key facts about Touchstone Dynamic International ETF (TDI) and Brookfield Renewable Partners L.P. (BEP).

TDI is an actively managed fund by Touchstone. It was launched on Dec 11, 2023.

Performance

TDI vs. BEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Dynamic International ETF (TDI) and Brookfield Renewable Partners L.P. (BEP). The values are adjusted to include any dividend payments, if applicable.

TDI vs. BEP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TDI Touchstone Dynamic International ETF	6.61%	43.12%	6.39%	4.12%
BEP Brookfield Renewable Partners L.P.	22.51%	25.65%	-8.23%	3.26%

Returns By Period

In the year-to-date period, TDI achieves a 6.61% return, which is significantly lower than BEP's 22.51% return.

TDI

• 1D: 3.82%
• 1M: -8.05%
• YTD: 6.61%
• 6M: 12.80%
• 1Y: 40.45%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BEP

• 1D: 2.80%
• 1M: 2.71%
• YTD: 22.51%
• 6M: 29.83%
• 1Y: 55.72%
• 3Y*: 6.93%
• 5Y*: -0.43%
• 10Y*: 13.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TDI vs. BEP — Risk / Return Rank

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

TDI

TDI Risk / Return Rank: 92
TDI Sharpe Ratio Rank: 92
TDI Sortino Ratio Rank: 92
TDI Omega Ratio Rank: 93
TDI Calmar Ratio Rank: 91
TDI Martin Ratio Rank: 92

BEP

BEP Risk / Return Rank: 88
BEP Sharpe Ratio Rank: 89
BEP Sortino Ratio Rank: 86
BEP Omega Ratio Rank: 85
BEP Calmar Ratio Rank: 91
BEP Martin Ratio Rank: 87

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.

TDI vs. BEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and Brookfield Renewable Partners L.P. (BEP). 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.

	TDI	BEP	Difference
Sharpe ratio Return per unit of total volatility	2.13	1.80	+0.33
Sortino ratio Return per unit of downside risk	2.74	2.47	+0.26
Omega ratio Gain probability vs. loss probability	1.42	1.32	+0.10
Calmar ratio Return relative to maximum drawdown	3.20	3.86	-0.67
Martin ratio Return relative to average drawdown	12.78	8.80	+3.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TDI vs. BEP - Sharpe Ratio Comparison

The current TDI Sharpe Ratio is 2.13, which is comparable to the BEP Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of TDI and BEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TDI	BEP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.13	1.80	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.01	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.44	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.57	0.53	+1.04

Correlation

The correlation between TDI and BEP is 0.40, 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

TDI vs. BEP - Dividend Comparison

TDI's dividend yield for the trailing twelve months is around 1.82%, less than BEP's 4.63% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TDI Touchstone Dynamic International ETF	1.82%	1.94%	3.39%	0.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BEP Brookfield Renewable Partners L.P.	4.63%	5.53%	6.23%	5.14%	5.05%	4.42%	2.68%	4.42%	7.57%	5.36%	5.99%	6.34%

Drawdowns

TDI vs. BEP - Drawdown Comparison

The maximum TDI drawdown since its inception was -14.99%, smaller than the maximum BEP drawdown of -53.85%. Use the drawdown chart below to compare losses from any high point for TDI and BEP.

Drawdown Indicators

	TDI	BEP	Difference
Max Drawdown Largest peak-to-trough decline	-14.99%	-53.85%	+38.86%
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	-14.25%	+1.84%
Max Drawdown (5Y) Largest decline over 5 years	—	-48.29%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-53.85%	—
Current Drawdown Current decline from peak	-8.36%	-14.58%	+6.22%
Average Drawdown Average peak-to-trough decline	-2.20%	-13.66%	+11.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	6.26%	-3.16%

Volatility

TDI vs. BEP - Volatility Comparison

Touchstone Dynamic International ETF (TDI) has a higher volatility of 9.68% compared to Brookfield Renewable Partners L.P. (BEP) at 7.73%. This indicates that TDI's price experiences larger fluctuations and is considered to be riskier than BEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TDI	BEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.68%	7.73%	+1.95%
Volatility (6M) Calculated over the trailing 6-month period	13.67%	21.02%	-7.35%
Volatility (1Y) Calculated over the trailing 1-year period	19.07%	31.03%	-11.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.48%	30.84%	-14.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.48%	29.77%	-13.29%