XDG.TO vs. BGIE.TO
XDG.TO (iShares Core MSCI Global Quality Dividend Index ETF) and BGIE.TO (Brompton Global Infrastructure ETF) are both Global Equities funds. XDG.TO is passively managed, while BGIE.TO is actively managed. Over the past 5 years, XDG.TO returned 11.34%/yr vs 14.47%/yr for BGIE.TO. At a 0.28 correlation, their price movements are largely independent. XDG.TO charges 0.22%/yr vs 0.75%/yr for BGIE.TO.
Performance
XDG.TO vs. BGIE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XDG.TO achieves a 9.07% return, which is significantly lower than BGIE.TO's 14.42% return.
XDG.TO
- 1D
- 0.00%
- 1M
- 3.72%
- YTD
- 9.07%
- 6M
- 8.39%
- 1Y
- 19.79%
- 3Y*
- 15.60%
- 5Y*
- 11.34%
- 10Y*
- —
BGIE.TO
- 1D
- -0.23%
- 1M
- 0.20%
- YTD
- 14.42%
- 6M
- 14.28%
- 1Y
- 26.67%
- 3Y*
- 23.10%
- 5Y*
- 14.47%
- 10Y*
- —
XDG.TO vs. BGIE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDG.TO iShares Core MSCI Global Quality Dividend Index ETF | 9.07% | 13.74% | 17.44% | 7.06% | 1.78% | 15.16% | 9.74% |
BGIE.TO Brompton Global Infrastructure ETF | 14.42% | 21.56% | 24.37% | 5.45% | -2.37% | 18.61% | 10.30% |
Correlation
The correlation between XDG.TO and BGIE.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 6, 2020 | 0.28 |
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Return for Risk
XDG.TO vs. BGIE.TO — Risk / Return Rank
XDG.TO
BGIE.TO
XDG.TO vs. BGIE.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) and Brompton Global Infrastructure ETF (BGIE.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.
| XDG.TO | BGIE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 3.21 | -0.68 |
| Martin ratioReturn relative to average drawdown | 9.02 | 11.04 | -2.02 |
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
| XDG.TO | BGIE.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.82 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 0.92 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.98 | -0.28 |
Drawdowns
XDG.TO vs. BGIE.TO - Drawdown Comparison
The maximum XDG.TO drawdown since its inception was -27.08%, which is greater than BGIE.TO's maximum drawdown of -18.24%. Use the drawdown chart below to compare losses from any high point for XDG.TO and BGIE.TO.
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Drawdown Indicators
| XDG.TO | BGIE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.08% | -18.24% | -8.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -8.35% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -12.33% | -17.02% | +4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -12.33% | -18.24% | +5.91% |
Current DrawdownCurrent decline from peak | -1.95% | -2.50% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -4.45% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.42% | -0.22% |
Volatility
XDG.TO vs. BGIE.TO - Volatility Comparison
The current volatility for iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) is 3.12%, while Brompton Global Infrastructure ETF (BGIE.TO) has a volatility of 4.62%. This indicates that XDG.TO experiences smaller price fluctuations and is considered to be less risky than BGIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDG.TO | BGIE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 4.62% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.06% | 11.54% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.31% | 14.73% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.56% | 15.86% | -5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.14% | 15.27% | -2.13% |
XDG.TO vs. BGIE.TO - Expense Ratio Comparison
XDG.TO has a 0.22% expense ratio, which is lower than BGIE.TO's 0.75% expense ratio.
Dividends
XDG.TO vs. BGIE.TO - Dividend Comparison
XDG.TO's dividend yield for the trailing twelve months is around 2.82%, less than BGIE.TO's 4.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BGIE.TO Brompton Global Infrastructure ETF | 4.86% | 4.95% | 4.89% | 5.19% | 4.79% | 4.10% | 3.07% | 0.00% | 0.00% | 0.00% |
XDG.TO iShares Core MSCI Global Quality Dividend Index ETF | 2.82% | 2.89% | 2.90% | 3.13% | 3.27% | 2.97% | 3.27% | 3.18% | 3.47% | 1.67% |
Frequently Asked Questions
XDG.TO and BGIE.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDG.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDG.TO is cheaper with a 0.22% expense ratio, compared with 0.75% for BGIE.TO.
They also come from different issuers: iShares and Brompton. Their fees differ too: 0.22% for XDG.TO and 0.75% for BGIE.TO.
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