PortfoliosLab logoPortfoliosLab logo
UDA.TO vs. CLSA.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDA.TO vs. CLSA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Caldwell U.S. Dividend Advantage Fund (UDA.TO) and Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UDA.TO achieves a 12.32% return, which is significantly lower than CLSA.TO's 40.42% return.


UDA.TO

1D
-0.19%
1M
-3.99%
6M
10.41%
YTD
12.32%
1Y
18.58%
3Y*
11.85%
5Y*
8.55%
10Y*
ALL TIME*
12.57%

CLSA.TO

1D
0.03%
1M
3.42%
6M
37.13%
YTD
40.42%
1Y
88.08%
3Y*
5Y*
10Y*
ALL TIME*
78.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$729.28KCA$519.46KCA$344.99K
CA$1.94KCA$933.66CA$5.97K

UDA.TO vs. CLSA.TO - Yearly Performance Comparison


Correlation

The correlation between UDA.TO and CLSA.TO is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2025

0.22

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UDA.TO vs. CLSA.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UDA.TO
UDA.TO Risk / Return Rank: 4444
Overall Rank
UDA.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
UDA.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
UDA.TO Omega Ratio Rank: 3737
Omega Ratio Rank
UDA.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
UDA.TO Martin Ratio Rank: 5252
Martin Ratio Rank

CLSA.TO
CLSA.TO Risk / Return Rank: 9898
Overall Rank
CLSA.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CLSA.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
CLSA.TO Omega Ratio Rank: 9898
Omega Ratio Rank
CLSA.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLSA.TO Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UDA.TO vs. CLSA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Caldwell U.S. Dividend Advantage Fund (UDA.TO) and Brompton Split Corp. Enhanced Equity Income ETF (CLSA.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.


UDA.TOCLSA.TODifference
Sharpe ratioReturn per unit of total volatility

-4.60

Sortino ratioReturn per unit of downside risk

-4.81

Omega ratioGain probability vs. loss probability

1.19

2.07

-0.87

Calmar ratioReturn relative to maximum drawdown

2.12

7.90

-5.77

Martin ratioReturn relative to average drawdown

6.62

34.28

-27.65

UDA.TO vs. CLSA.TO - Sharpe Ratio Comparison

The current UDA.TO Sharpe Ratio is 1.04, which is lower than the CLSA.TO Sharpe Ratio of 5.64. The chart below compares the historical Sharpe Ratios of UDA.TO and CLSA.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.


Loading charts...

Drawdowns

UDA.TO vs. CLSA.TO - Drawdown Comparison

The maximum UDA.TO drawdown since its inception was -24.77%, which is greater than CLSA.TO's maximum drawdown of -11.73%. Use the drawdown chart below to compare losses from any high point for UDA.TO and CLSA.TO.


Loading charts...

Drawdown Indicators


UDA.TOCLSA.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.77%

-11.73%

-13.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-10.78%

+2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-24.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.77%

Current Drawdown

Current decline from peak

-8.61%

-1.67%

-6.94%

Average Drawdown

Average peak-to-trough decline

-6.70%

-1.25%

-5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.48%

+0.27%

Volatility

UDA.TO vs. CLSA.TO - Volatility Comparison

Caldwell U.S. Dividend Advantage Fund (UDA.TO) has a higher volatility of 6.17% compared to Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) at 5.66%. This indicates that UDA.TO's price experiences larger fluctuations and is considered to be riskier than CLSA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UDA.TOCLSA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

5.66%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.71%

13.42%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

15.12%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

16.47%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

16.47%

-0.72%

UDA.TO vs. CLSA.TO - Expense Ratio Comparison

UDA.TO has a 0.73% expense ratio, which is higher than CLSA.TO's 0.60% expense ratio.


Dividends

UDA.TO vs. CLSA.TO - Dividend Comparison

UDA.TO's dividend yield for the trailing twelve months is around 4.13%, less than CLSA.TO's 10.55% yield.


PositionTTM202520242023202220212020
CLSA.TO
Brompton Split Corp. Enhanced Equity Income ETF
10.55%7.99%0.00%0.00%0.00%0.00%0.00%
UDA.TO
Caldwell U.S. Dividend Advantage Fund
4.13%4.57%7.06%3.33%4.17%9.14%2.50%

Frequently Asked Questions


UDA.TO and CLSA.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.

On fees, CLSA.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLSA.TO is cheaper with a 0.60% expense ratio, compared with 0.73% for UDA.TO.

They also come from different issuers: Caldwell and Brompton. Their fees differ too: 0.73% for UDA.TO and 0.60% for CLSA.TO.

Portfolio Optimizer

Find the right allocation for UDA.TO and CLSA.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer