TQGD.TO vs. BDIV.TO
TQGD.TO (TD Q Global Dividend ETF) and BDIV.TO (Brompton Global Dividend Growth ETF) are both Global Equity Income funds. TQGD.TO is passively managed, while BDIV.TO is actively managed. Over the past 5 years, TQGD.TO returned 14.15%/yr vs 10.60%/yr for BDIV.TO. At a 0.33 correlation, their price movements are largely independent.
Performance
TQGD.TO vs. BDIV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, TQGD.TO achieves a 16.14% return, which is significantly higher than BDIV.TO's 9.72% return.
TQGD.TO
- 1D
- -0.87%
- 1M
- 1.95%
- 6M
- 12.06%
- YTD
- 16.14%
- 1Y
- 26.74%
- 3Y*
- 19.10%
- 5Y*
- 14.15%
- 10Y*
- —
BDIV.TO
- 1D
- -1.09%
- 1M
- -0.66%
- 6M
- 7.02%
- YTD
- 9.72%
- 1Y
- 19.43%
- 3Y*
- 19.52%
- 5Y*
- 10.60%
- 10Y*
- —
TQGD.TO vs. BDIV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TQGD.TO TD Q Global Dividend ETF | 16.14% | 16.45% | 17.67% | 15.06% | -2.95% | 26.09% | -9.55% | 5.90% |
BDIV.TO Brompton Global Dividend Growth ETF | 9.72% | 18.14% | 25.34% | 11.23% | -16.24% | 22.15% | -0.56% | 3.82% |
Correlation
The correlation between TQGD.TO and BDIV.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2019 | 0.33 |
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Return for Risk
TQGD.TO vs. BDIV.TO — Risk / Return Rank
TQGD.TO
BDIV.TO
TQGD.TO vs. BDIV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TD Q Global Dividend ETF (TQGD.TO) and Brompton Global Dividend Growth ETF (BDIV.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.
| TQGD.TO | BDIV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.30 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 2.14 | +2.30 |
| Martin ratioReturn relative to average drawdown | 16.96 | 9.24 | +7.72 |
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Drawdowns
TQGD.TO vs. BDIV.TO - Drawdown Comparison
The maximum TQGD.TO drawdown since its inception was -32.60%, smaller than the maximum BDIV.TO drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for TQGD.TO and BDIV.TO.
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Drawdown Indicators
| TQGD.TO | BDIV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.60% | -36.44% | +3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -9.11% | +3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -15.51% | -13.65% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -15.51% | -24.34% | +8.83% |
Current DrawdownCurrent decline from peak | -1.43% | -3.43% | +2.00% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -6.57% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 2.11% | -0.53% |
Volatility
TQGD.TO vs. BDIV.TO - Volatility Comparison
The current volatility for TD Q Global Dividend ETF (TQGD.TO) is 3.44%, while Brompton Global Dividend Growth ETF (BDIV.TO) has a volatility of 4.08%. This indicates that TQGD.TO experiences smaller price fluctuations and is considered to be less risky than BDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TQGD.TO | BDIV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 4.08% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 10.06% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 11.94% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.77% | 14.73% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.52% | 18.70% | +5.82% |
Dividends
TQGD.TO vs. BDIV.TO - Dividend Comparison
TQGD.TO's dividend yield for the trailing twelve months is around 2.64%, less than BDIV.TO's 5.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BDIV.TO Brompton Global Dividend Growth ETF | 5.80% | 6.05% | 6.43% | 7.21% | 7.11% | 5.30% | 6.12% | 5.23% |
TQGD.TO TD Q Global Dividend ETF | 2.64% | 2.89% | 3.39% | 3.65% | 3.89% | 3.26% | 4.85% | 0.35% |
Frequently Asked Questions
TQGD.TO and BDIV.TO have a correlation of 0.35, 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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