VVO.TO vs. BREA.TO
Compare and contrast key facts about Vanguard Global Minimum Volatility ETF (VVO.TO) and Brompton Sustainable Real Assets Dividend ETF (BREA.TO).
VVO.TO and BREA.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VVO.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 14, 2016. BREA.TO is an actively managed fund by Brompton Funds. It was launched on Apr 30, 2020.
Performance
VVO.TO vs. BREA.TO - Performance Comparison
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VVO.TO vs. BREA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VVO.TO Vanguard Global Minimum Volatility ETF | 1.93% | 9.74% | 13.56% | 4.87% | -5.18% | 10.43% | 16.46% |
BREA.TO Brompton Sustainable Real Assets Dividend ETF | 6.01% | 21.56% | 23.40% | 6.31% | -2.35% | 18.66% | 10.37% |
Returns By Period
In the year-to-date period, VVO.TO achieves a 1.93% return, which is significantly lower than BREA.TO's 6.01% return.
VVO.TO
- 1D
- 1.39%
- 1M
- -4.93%
- YTD
- 1.93%
- 6M
- 3.00%
- 1Y
- 7.26%
- 3Y*
- 10.09%
- 5Y*
- 5.94%
- 10Y*
- —
BREA.TO
- 1D
- -0.92%
- 1M
- -7.28%
- YTD
- 6.01%
- 6M
- 4.71%
- 1Y
- 27.67%
- 3Y*
- 19.94%
- 5Y*
- 13.18%
- 10Y*
- —
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VVO.TO vs. BREA.TO - Expense Ratio Comparison
VVO.TO has a 0.39% expense ratio, which is lower than BREA.TO's 0.96% expense ratio.
Return for Risk
VVO.TO vs. BREA.TO — Risk / Return Rank
VVO.TO
BREA.TO
VVO.TO vs. BREA.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility ETF (VVO.TO) and Brompton Sustainable Real Assets Dividend ETF (BREA.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.
| VVO.TO | BREA.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.57 | -0.87 |
Sortino ratioReturn per unit of downside risk | 0.99 | 2.09 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.33 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 2.40 | -1.36 |
Martin ratioReturn relative to average drawdown | 4.28 | 9.32 | -5.04 |
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
| VVO.TO | BREA.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.57 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.82 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.89 | -0.33 |
Correlation
The correlation between VVO.TO and BREA.TO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VVO.TO vs. BREA.TO - Dividend Comparison
VVO.TO's dividend yield for the trailing twelve months is around 2.09%, less than BREA.TO's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VVO.TO Vanguard Global Minimum Volatility ETF | 2.09% | 2.13% | 2.05% | 2.68% | 1.55% | 2.30% | 2.23% | 2.22% | 1.87% | 2.07% | 0.71% |
BREA.TO Brompton Sustainable Real Assets Dividend ETF | 4.53% | 4.95% | 4.89% | 5.17% | 4.81% | 4.12% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VVO.TO vs. BREA.TO - Drawdown Comparison
The maximum VVO.TO drawdown since its inception was -33.20%, which is greater than BREA.TO's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for VVO.TO and BREA.TO.
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Drawdown Indicators
| VVO.TO | BREA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.20% | -19.15% | -14.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.98% | -9.67% | +2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -14.37% | -19.15% | +4.78% |
Current DrawdownCurrent decline from peak | -5.00% | -8.35% | +3.35% |
Average DrawdownAverage peak-to-trough decline | -3.47% | -4.46% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 2.79% | -1.09% |
Volatility
VVO.TO vs. BREA.TO - Volatility Comparison
The current volatility for Vanguard Global Minimum Volatility ETF (VVO.TO) is 3.56%, while Brompton Sustainable Real Assets Dividend ETF (BREA.TO) has a volatility of 5.68%. This indicates that VVO.TO experiences smaller price fluctuations and is considered to be less risky than BREA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VVO.TO | BREA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 5.68% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 5.81% | 11.21% | -5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.53% | 16.73% | -6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.82% | 16.09% | -6.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.15% | 15.69% | -3.54% |