XDGH.TO vs. BGIE.TO
XDGH.TO (iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)) and BGIE.TO (Brompton Global Infrastructure ETF) are both Global Equities funds. XDGH.TO is passively managed, while BGIE.TO is actively managed. Over the past 5 years, XDGH.TO returned 8.12%/yr vs 14.47%/yr for BGIE.TO. At a 0.33 correlation, their price movements are largely independent. XDGH.TO charges 0.22%/yr vs 0.75%/yr for BGIE.TO.
Performance
XDGH.TO vs. BGIE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XDGH.TO achieves a 7.16% return, which is significantly lower than BGIE.TO's 14.42% return.
XDGH.TO
- 1D
- 0.16%
- 1M
- 2.01%
- YTD
- 7.16%
- 6M
- 8.39%
- 1Y
- 17.12%
- 3Y*
- 12.90%
- 5Y*
- 8.12%
- 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*
- —
XDGH.TO vs. BGIE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDGH.TO iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) | 7.16% | 14.60% | 10.46% | 8.74% | -1.32% | 15.60% | 15.91% |
BGIE.TO Brompton Global Infrastructure ETF | 14.42% | 21.56% | 24.37% | 5.45% | -2.37% | 18.61% | 10.30% |
Correlation
The correlation between XDGH.TO and BGIE.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 6, 2020 | 0.33 |
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Return for Risk
XDGH.TO vs. BGIE.TO — Risk / Return Rank
XDGH.TO
BGIE.TO
XDGH.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 (CAD-Hedged) (XDGH.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.
| XDGH.TO | BGIE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 3.21 | -0.51 |
| Martin ratioReturn relative to average drawdown | 8.01 | 11.04 | -3.03 |
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
| XDGH.TO | BGIE.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 1.82 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.92 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.98 | -0.44 |
Drawdowns
XDGH.TO vs. BGIE.TO - Drawdown Comparison
The maximum XDGH.TO drawdown since its inception was -32.99%, 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 XDGH.TO and BGIE.TO.
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Drawdown Indicators
| XDGH.TO | BGIE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.99% | -18.24% | -14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -8.35% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -17.02% | +5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -14.56% | -18.24% | +3.68% |
Current DrawdownCurrent decline from peak | -2.25% | -2.50% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -3.63% | -4.45% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.42% | -0.28% |
Volatility
XDGH.TO vs. BGIE.TO - Volatility Comparison
The current volatility for iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) is 2.55%, while Brompton Global Infrastructure ETF (BGIE.TO) has a volatility of 4.62%. This indicates that XDGH.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
| XDGH.TO | BGIE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 4.62% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 6.84% | 11.54% | -4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.67% | 14.73% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.14% | 15.86% | -3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 15.27% | -0.67% |
XDGH.TO vs. BGIE.TO - Expense Ratio Comparison
XDGH.TO has a 0.22% expense ratio, which is lower than BGIE.TO's 0.75% expense ratio.
Dividends
XDGH.TO vs. BGIE.TO - Dividend Comparison
XDGH.TO's dividend yield for the trailing twelve months is around 2.81%, 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% |
XDGH.TO iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) | 2.81% | 2.81% | 3.04% | 3.41% | 3.18% | 3.05% | 3.24% | 2.82% | 3.29% | 0.81% |
Frequently Asked Questions
XDGH.TO and BGIE.TO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDGH.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDGH.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 XDGH.TO and 0.75% for BGIE.TO.
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