TUEX.TO vs. KNGC.TO
TUEX.TO (TD Active U.S. Enhanced Dividend CAD Hedged ETF) and KNGC.TO (Brompton Canadian Cash Flow Kings ETF) are both exchange-traded funds - TUEX.TO is a Dividend fund actively managed by TD Asset Management, while KNGC.TO is a Large Cap Blend Equities fund tracking the Brompton Index One Canadian Cash Flow Kings Index. TUEX.TO is actively managed, while KNGC.TO is passively managed. Over the past year, TUEX.TO returned 25.69% vs 55.50% for KNGC.TO. At a 0.14 correlation, their price movements are largely independent. TUEX.TO charges 0.73%/yr vs 0.17%/yr for KNGC.TO.
Performance
TUEX.TO vs. KNGC.TO - Performance Comparison
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Returns By Period
In the year-to-date period, TUEX.TO achieves a 12.01% return, which is significantly lower than KNGC.TO's 18.75% return.
TUEX.TO
- 1D
- 1.19%
- 1M
- 3.75%
- YTD
- 12.01%
- 6M
- 11.81%
- 1Y
- 25.69%
- 3Y*
- 23.47%
- 5Y*
- —
- 10Y*
- —
KNGC.TO
- 1D
- -0.75%
- 1M
- 1.71%
- YTD
- 18.75%
- 6M
- 19.23%
- 1Y
- 55.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TUEX.TO vs. KNGC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TUEX.TO TD Active U.S. Enhanced Dividend CAD Hedged ETF | 12.01% | 11.84% | 13.96% |
KNGC.TO Brompton Canadian Cash Flow Kings ETF | 18.75% | 41.07% | 176,983.84% |
Correlation
The correlation between TUEX.TO and KNGC.TO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024 | 0.14 |
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Return for Risk
TUEX.TO vs. KNGC.TO — Risk / Return Rank
TUEX.TO
KNGC.TO
TUEX.TO vs. KNGC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TD Active U.S. Enhanced Dividend CAD Hedged ETF (TUEX.TO) and Brompton Canadian Cash Flow Kings ETF (KNGC.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.
| TUEX.TO | KNGC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.00 | ||
| Sortino ratioReturn per unit of downside risk | -4.10 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.92 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 14.41 | -11.89 |
| Martin ratioReturn relative to average drawdown | 8.70 | 52.56 | -43.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TUEX.TO | KNGC.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 4.54 | -3.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 0.04 | +1.18 |
Drawdowns
TUEX.TO vs. KNGC.TO - Drawdown Comparison
The maximum TUEX.TO drawdown since its inception was -21.95%, which is greater than KNGC.TO's maximum drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for TUEX.TO and KNGC.TO.
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Drawdown Indicators
| TUEX.TO | KNGC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.95% | -20.25% | -1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -3.87% | -6.39% |
Max Drawdown (3Y)Largest decline over 3 years | -21.95% | — | — |
Current DrawdownCurrent decline from peak | -1.75% | -0.75% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -2.72% | -3.09% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 1.06% | +1.90% |
Volatility
TUEX.TO vs. KNGC.TO - Volatility Comparison
TD Active U.S. Enhanced Dividend CAD Hedged ETF (TUEX.TO) has a higher volatility of 5.10% compared to Brompton Canadian Cash Flow Kings ETF (KNGC.TO) at 2.31%. This indicates that TUEX.TO's price experiences larger fluctuations and is considered to be riskier than KNGC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TUEX.TO | KNGC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 2.31% | +2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 13.43% | 9.01% | +4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.82% | 12.30% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 123,156.10% | -123,136.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.90% | 123,156.10% | -123,136.20% |
TUEX.TO vs. KNGC.TO - Expense Ratio Comparison
TUEX.TO has a 0.73% expense ratio, which is higher than KNGC.TO's 0.17% expense ratio.
Dividends
TUEX.TO vs. KNGC.TO - Dividend Comparison
TUEX.TO's dividend yield for the trailing twelve months is around 2.60%, more than KNGC.TO's 1.62% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
KNGC.TO Brompton Canadian Cash Flow Kings ETF | 1.62% | 1.69% | 0.73% | 0.00% |
TUEX.TO TD Active U.S. Enhanced Dividend CAD Hedged ETF | 2.60% | 2.79% | 2.36% | 11.90% |
Frequently Asked Questions
TUEX.TO and KNGC.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, KNGC.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
KNGC.TO is cheaper with a 0.17% expense ratio, compared with 0.73% for TUEX.TO.
TUEX.TO is categorized as Dividend, while KNGC.TO is Large Cap Blend Equities. They also come from different issuers: TD Asset Management and Brompton. Their fees differ too: 0.73% for TUEX.TO and 0.17% for KNGC.TO.
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