TUED.TO vs. BLOV.TO
TUED.TO (TD Active U.S. Enhanced Dividend ETF) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. Both are actively managed. Over the past 5 years, TUED.TO returned 12.74%/yr vs 8.19%/yr for BLOV.TO. At a 0.14 correlation, their price movements are largely independent.
Performance
TUED.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, TUED.TO achieves a 16.47% return, which is significantly higher than BLOV.TO's 13.38% return.
TUED.TO
- 1D
- -0.85%
- 1M
- -0.93%
- 6M
- 12.52%
- YTD
- 16.47%
- 1Y
- 23.31%
- 3Y*
- 22.69%
- 5Y*
- 12.74%
- 10Y*
- —
BLOV.TO
- 1D
- 0.22%
- 1M
- 1.49%
- 6M
- 12.19%
- YTD
- 13.38%
- 1Y
- 19.69%
- 3Y*
- 12.75%
- 5Y*
- 8.19%
- 10Y*
- —
TUED.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TUED.TO TD Active U.S. Enhanced Dividend ETF | 16.47% | 8.11% | 34.84% | 13.55% | -5.96% | 27.46% | 16.94% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.38% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 7.59% |
Correlation
The correlation between TUED.TO and BLOV.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2020 | 0.14 |
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Return for Risk
TUED.TO vs. BLOV.TO — Risk / Return Rank
TUED.TO
BLOV.TO
TUED.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TD Active U.S. Enhanced Dividend ETF (TUED.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.
| TUED.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.45 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.95 | -1.73 |
| Martin ratioReturn relative to average drawdown | 7.97 | 13.24 | -5.27 |
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Drawdowns
TUED.TO vs. BLOV.TO - Drawdown Comparison
The maximum TUED.TO drawdown since its inception was -27.76%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for TUED.TO and BLOV.TO.
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Drawdown Indicators
| TUED.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.76% | -46.98% | +19.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -5.23% | -5.32% |
Max Drawdown (3Y)Largest decline over 3 years | -27.76% | -41.86% | +14.10% |
Max Drawdown (5Y)Largest decline over 5 years | -27.76% | -46.98% | +19.22% |
Current DrawdownCurrent decline from peak | -4.04% | -1.43% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -4.48% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.56% | +1.37% |
Volatility
TUED.TO vs. BLOV.TO - Volatility Comparison
TD Active U.S. Enhanced Dividend ETF (TUED.TO) has a higher volatility of 6.54% compared to Brompton North American Low Volatility Dividend ETF (BLOV.TO) at 4.96%. This indicates that TUED.TO's price experiences larger fluctuations and is considered to be riskier 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
| TUED.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 4.96% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 14.94% | 7.78% | +7.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.18% | 9.20% | +8.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.81% | 33.19% | -7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.84% | 30.18% | +4.66% |
Dividends
TUED.TO vs. BLOV.TO - Dividend Comparison
TUED.TO's dividend yield for the trailing twelve months is around 2.56%, 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% |
TUED.TO TD Active U.S. Enhanced Dividend ETF | 2.56% | 2.89% | 2.27% | 2.84% | 3.13% | 2.45% | 1.53% |
Frequently Asked Questions
TUED.TO and BLOV.TO have a correlation of 0.20, 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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