TLF.TO vs. XCHP.TO
TLF.TO (Brompton Tech Leaders Income ETF) and XCHP.TO (iShares Semiconductor Index ETF) are both exchange-traded funds - TLF.TO is a Technology Equities fund actively managed by Brompton, while XCHP.TO is a Semiconductors fund tracking the NYSE Semiconductor Index. TLF.TO is actively managed, while XCHP.TO is passively managed. Over the past year, TLF.TO returned 38.85% vs 131.02% for XCHP.TO. A 0.75 correlation means they provide meaningful diversification when combined.
Performance
TLF.TO vs. XCHP.TO - Performance Comparison
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Returns By Period
In the year-to-date period, TLF.TO achieves a 27.21% return, which is significantly lower than XCHP.TO's 88.75% 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%
XCHP.TO
- 1D
- -2.39%
- 1M
- -11.18%
- 6M
- 70.16%
- YTD
- 88.75%
- 1Y
- 131.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TLF.TO vs. XCHP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TLF.TO Brompton Tech Leaders Income ETF | 27.21% | 18.20% | 21.45% | 10.01% |
XCHP.TO iShares Semiconductor Index ETF | 88.75% | 32.93% | 21.39% | 15.07% |
Correlation
The correlation between TLF.TO and XCHP.TO is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.75 |
The correlation between TLF.TO and XCHP.TO has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
TLF.TO vs. XCHP.TO — Risk / Return Rank
TLF.TO
XCHP.TO
TLF.TO vs. XCHP.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Tech Leaders Income ETF (TLF.TO) and iShares Semiconductor Index ETF (XCHP.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.TO | XCHP.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.46 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 8.33 | -5.68 |
| Martin ratioReturn relative to average drawdown | 9.20 | 26.14 | -16.95 |
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Drawdowns
TLF.TO vs. XCHP.TO - Drawdown Comparison
The maximum TLF.TO drawdown since its inception was -37.19%, roughly equal to the maximum XCHP.TO drawdown of -39.06%. Use the drawdown chart below to compare losses from any high point for TLF.TO and XCHP.TO.
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Drawdown Indicators
| TLF.TO | XCHP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.19% | -39.06% | +1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -15.82% | +1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -24.99% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -37.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.19% | — | — |
Current DrawdownCurrent decline from peak | -6.84% | -15.82% | +8.98% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -8.23% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 5.03% | -0.79% |
Volatility
TLF.TO vs. XCHP.TO - Volatility Comparison
The current volatility for Brompton Tech Leaders Income ETF (TLF.TO) is 13.38%, while iShares Semiconductor Index ETF (XCHP.TO) has a volatility of 22.39%. This indicates that TLF.TO experiences smaller price fluctuations and is considered to be less risky than XCHP.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.TO | XCHP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.38% | 22.39% | -9.01% |
Volatility (6M)Calculated over the trailing 6-month period | 21.66% | 35.90% | -14.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.42% | 41.78% | -17.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.80% | 39.04% | -13.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.20% | 39.04% | -14.84% |
Dividends
TLF.TO vs. XCHP.TO - Dividend Comparison
TLF.TO's dividend yield for the trailing twelve months is around 5.41%, more than XCHP.TO's 0.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XCHP.TO iShares Semiconductor Index ETF | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TLF.TO and XCHP.TO have a correlation of 0.81, 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 XCHP.TO is Semiconductors. They also come from different issuers: Brompton and iShares.
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