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XDG.TO vs. BREA.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDG.TO vs. BREA.TO

Last updated Jun 4, 2026

XDG.TO (iShares Core MSCI Global Quality Dividend Index ETF) and BREA.TO (Brompton Sustainable Real Assets Dividend ETF) are both Global Equities funds. XDG.TO is passively managed, while BREA.TO is actively managed. Over the past 5 years, XDG.TO returned 11.34%/yr vs 14.53%/yr for BREA.TO. At a 0.30 correlation, their price movements are largely independent. XDG.TO charges 0.22%/yr vs 0.96%/yr for BREA.TO.

Performance

XDG.TO vs. BREA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) and Brompton Sustainable Real Assets Dividend ETF (BREA.TO). The values are adjusted to include any dividend payments, if applicable.

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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 BREA.TO's 14.61% 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*
—

BREA.TO

1D
0.99%
1M
0.38%
YTD
14.61%
6M
14.48%
1Y
26.76%
3Y*
23.21%
5Y*
14.53%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDG.TO vs. BREA.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XDG.TO
iShares Core MSCI Global Quality Dividend Index ETF		9.07%13.74%17.44%7.06%1.78%15.16%10.14%
BREA.TO
Brompton Sustainable Real Assets Dividend ETF		14.61%21.56%23.40%6.31%-2.35%18.66%10.37%

Correlation

The correlation between XDG.TO and BREA.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since May 5, 2020

0.30

XDG.TO vs. BREA.TO - Sectors Allocation Comparison

Sectors
XDG.TO
BREA.TO

Healthcare

16.9%

-

Consumer Defensive

14.9%

-

Financial Services

13.0%

-

Industrials

12.4%
45.9%

Energy

10.5%
19.9%

Technology

9.3%
4.8%

Consumer Cyclical

9.2%

-

Utilities

5.6%
10.1%

Communication Services

3.3%
9.9%

Basic Materials

2.3%
5.4%

Real Estate

0.2%
4.1%

Healthcare

XDG.TO
16.9%
BREA.TO

-

Consumer Defensive

XDG.TO
14.9%
BREA.TO

-

Financial Services

XDG.TO
13.0%
BREA.TO

-

Industrials

XDG.TO
12.4%
BREA.TO
45.9%

Energy

XDG.TO
10.5%
BREA.TO
19.9%

Technology

XDG.TO
9.3%
BREA.TO
4.8%

Consumer Cyclical

XDG.TO
9.2%
BREA.TO

-

Utilities

XDG.TO
5.6%
BREA.TO
10.1%

Communication Services

XDG.TO
3.3%
BREA.TO
9.9%

Basic Materials

XDG.TO
2.3%
BREA.TO
5.4%

Real Estate

XDG.TO
0.2%
BREA.TO
4.1%

Compare stocks, funds, or ETFs

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iShares Core MSCI Global Quality Dividend Index ETF

Brompton Sustainable Real Assets Dividend ETF

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Often compared with BREA.TO:
BREA.TO vs. FGEP.TOBREA.TO vs. FCIN.NEOBREA.TO vs. CAGE.TOBREA.TO vs. KNGG.TOBREA.TO vs. XEQT.TOBREA.TO vs. VXC.TOBREA.TO vs. XMW.TO

Return for Risk

XDG.TO vs. BREA.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDG.TO
XDG.TO Risk / Return Rank: 5454
Overall Rank
XDG.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDG.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XDG.TO Omega Ratio Rank: 5353
Omega Ratio Rank
XDG.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XDG.TO Martin Ratio Rank: 5252
Martin Ratio Rank
BREA.TO
BREA.TO Risk / Return Rank: 6060
Overall Rank
BREA.TO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BREA.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BREA.TO Omega Ratio Rank: 6060
Omega Ratio Rank
BREA.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
BREA.TO Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDG.TO vs. BREA.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 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.

XDG.TOBREA.TODifference
Sharpe ratioReturn per unit of total volatility
1.93
1.92

+0.01

Sortino ratioReturn per unit of downside risk
2.79
2.67

+0.11

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

2.53

3.25

-0.72

Martin ratioReturn relative to average drawdown

9.02

11.21

-2.19

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDG.TO vs. BREA.TO - Sharpe Ratio Comparison

The current XDG.TO Sharpe Ratio is 1.93, which is comparable to the BREA.TO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of XDG.TO and BREA.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.

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Sharpe Ratios by Period

XDG.TOBREA.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.92

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.89

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.96

-0.26

Drawdowns

XDG.TO vs. BREA.TO - Drawdown Comparison

The maximum XDG.TO drawdown since its inception was -27.08%, 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 XDG.TO and BREA.TO.

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Drawdown Indicators

XDG.TOBREA.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.08%

-19.15%

-7.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-8.35%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-12.33%

-16.36%

+4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-12.33%

-19.15%

+6.82%

Current Drawdown

Current decline from peak

-1.95%

-2.33%

+0.38%

Average Drawdown

Average peak-to-trough decline

-2.92%

-4.40%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.42%

-0.22%

Volatility

XDG.TO vs. BREA.TO - Volatility Comparison

The current volatility for iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) is 3.12%, while Brompton Sustainable Real Assets Dividend ETF (BREA.TO) has a volatility of 4.70%. This indicates that XDG.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

XDG.TOBREA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

4.70%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

11.30%

-3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

10.31%

14.19%

-3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.56%

16.34%

-5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

15.68%

-2.54%

XDG.TO vs. BREA.TO - Expense Ratio Comparison

XDG.TO has a 0.22% expense ratio, which is lower than BREA.TO's 0.96% expense ratio.

Dividends

XDG.TO vs. BREA.TO - Dividend Comparison

XDG.TO's dividend yield for the trailing twelve months is around 2.82%, less than BREA.TO's 4.85% yield.

PositionTTM202520242023202220212020201920182017
BREA.TO
Brompton Sustainable Real Assets Dividend ETF		4.85%4.95%4.89%5.17%4.81%4.12%3.08%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 BREA.TO have a correlation of 0.35, 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 0.96% for BREA.TO.

They also come from different issuers: iShares and Brompton Funds. Their fees differ too: 0.22% for XDG.TO and 0.96% for BREA.TO.

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