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TLF.TO vs. BEPR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLF.TO vs. BEPR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Tech Leaders Income ETF (TLF.TO) and Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLF.TO achieves a 27.21% return, which is significantly higher than BEPR.TO's 0.27% return. Over the past 10 years, TLF.TO has outperformed BEPR.TO with an annualized return of 21.83%, while BEPR.TO has yielded a comparatively lower 4.80% annualized return.


TLF.TO

1D
-1.40%
1M
-3.87%
6M
25.65%
YTD
27.21%
1Y
38.85%
3Y*
26.00%
5Y*
17.07%
10Y*
21.83%

BEPR.TO

1D
0.83%
1M
0.12%
6M
0.49%
YTD
0.27%
1Y
4.79%
3Y*
10.18%
5Y*
1.47%
10Y*
4.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLF.TO vs. BEPR.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLF.TO
Brompton Tech Leaders Income ETF
27.21%18.20%21.45%49.36%-30.09%31.51%38.89%37.12%3.76%37.68%
BEPR.TO
Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF
0.27%6.68%14.36%6.62%-19.22%8.37%0.94%32.29%-12.67%14.60%

Correlation

The correlation between TLF.TO and BEPR.TO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 20, 2011

0.19

Over the past year, TLF.TO and BEPR.TO have become more correlated (0.42) than their long-term average of 0.19, meaning their price movements have been converging.

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Return for Risk

TLF.TO vs. BEPR.TO — Risk / Return Rank

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

TLF.TO
TLF.TO Risk / Return Rank: 5959
Overall Rank
TLF.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TLF.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
TLF.TO Omega Ratio Rank: 5656
Omega Ratio Rank
TLF.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
TLF.TO Martin Ratio Rank: 6464
Martin Ratio Rank

BEPR.TO
BEPR.TO Risk / Return Rank: 2222
Overall Rank
BEPR.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BEPR.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
BEPR.TO Omega Ratio Rank: 1919
Omega Ratio Rank
BEPR.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
BEPR.TO Martin Ratio Rank: 2828
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.

TLF.TO vs. BEPR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Tech Leaders Income ETF (TLF.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.


TLF.TOBEPR.TODifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.29

1.11

+0.18

Calmar ratioReturn relative to maximum drawdown

2.65

0.99

+1.66

Martin ratioReturn relative to average drawdown

9.20

3.26

+5.94

TLF.TO vs. BEPR.TO - Sharpe Ratio Comparison

The current TLF.TO Sharpe Ratio is 1.60, which is higher than the BEPR.TO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of TLF.TO and BEPR.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TLF.TO vs. BEPR.TO - Drawdown Comparison

The maximum TLF.TO drawdown since its inception was -37.19%, smaller than the maximum BEPR.TO drawdown of -69.85%. Use the drawdown chart below to compare losses from any high point for TLF.TO and BEPR.TO.


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Drawdown Indicators


TLF.TOBEPR.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.19%

-69.85%

+32.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.73%

-4.84%

-9.89%

Max Drawdown (3Y)

Largest decline over 3 years

-24.99%

-6.15%

-18.84%

Max Drawdown (5Y)

Largest decline over 5 years

-37.19%

-27.03%

-10.16%

Max Drawdown (10Y)

Largest decline over 10 years

-37.19%

-51.41%

+14.22%

Current Drawdown

Current decline from peak

-6.84%

-0.97%

-5.87%

Average Drawdown

Average peak-to-trough decline

-7.35%

-12.44%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

1.48%

+2.76%

Volatility

TLF.TO vs. BEPR.TO - Volatility Comparison

Brompton Tech Leaders Income ETF (TLF.TO) has a higher volatility of 13.38% compared to Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF (BEPR.TO) at 2.03%. This indicates that TLF.TO's price experiences larger fluctuations and is considered to be riskier 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


TLF.TOBEPR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.38%

2.03%

+11.35%

Volatility (6M)

Calculated over the trailing 6-month period

21.66%

6.57%

+15.09%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

8.13%

+16.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.80%

11.70%

+14.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

16.11%

+8.09%

Dividends

TLF.TO vs. BEPR.TO - Dividend Comparison

TLF.TO's dividend yield for the trailing twelve months is around 5.41%, less than BEPR.TO's 8.95% yield.


PositionTTM20252024202320222021202020192018201720162015
BEPR.TO
Brompton Flaherty & Crumrine Enhanced Investment Grade Preferred ETF
8.95%9.28%9.19%9.58%9.26%6.87%6.37%6.70%9.17%7.43%8.31%9.40%
TLF.TO
Brompton Tech Leaders Income ETF
5.41%5.90%5.86%5.31%6.97%3.40%3.49%4.64%6.05%5.94%7.67%7.63%

Frequently Asked Questions


TLF.TO and BEPR.TO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLF.TO is categorized as Technology Equities, while BEPR.TO is Preferred Stock/Convertible Bonds.

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