XEQT.TO vs. BREA.TO

Last updated Apr 11, 2026

XEQT.TO (iShares Core Equity ETF Portfolio) and BREA.TO (Brompton Sustainable Real Assets Dividend ETF) are both Global Equities funds. Both are actively managed. Over the past 5 years, XEQT.TO returned 12.32%/yr vs 14.23%/yr for BREA.TO. At 0.42, their price movements are largely independent. XEQT.TO charges 0.20%/yr vs 0.96%/yr for BREA.TO.

Performance

XEQT.TO vs. BREA.TO - Performance Comparison

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

Returns By Period

In the year-to-date period, XEQT.TO achieves a 4.80% return, which is significantly lower than BREA.TO's 12.54% return.

XEQT.TO

• 1D: 0.41%
• 1M: 3.32%
• YTD: 4.80%
• 6M: 7.93%
• 1Y: 36.34%
• 3Y*: 19.58%
• 5Y*: 12.32%
• 10Y*: —

BREA.TO

• 1D: 0.32%
• 1M: 1.71%
• YTD: 12.54%
• 6M: 11.72%
• 1Y: 45.40%
• 3Y*: 21.40%
• 5Y*: 14.23%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XEQT.TO iShares Core Equity ETF Portfolio	4.80%	19.47%	24.36%	17.25%	-11.01%	18.94%	23.65%
BREA.TO Brompton Sustainable Real Assets Dividend ETF	12.54%	21.56%	23.40%	6.31%	-2.35%	18.66%	10.37%

Correlation

The correlation between XEQT.TO and BREA.TO is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (All Time) Calculated using the full available price history since May 5, 2020	0.42

Over the past year, XEQT.TO and BREA.TO have become more correlated (0.64) than their long-term average of 0.42, meaning their price movements have been converging.

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XEQT.TO

XEQT.TO Risk / Return Rank: 85
XEQT.TO Sharpe Ratio Rank: 86
XEQT.TO Sortino Ratio Rank: 85
XEQT.TO Omega Ratio Rank: 85
XEQT.TO Calmar Ratio Rank: 80
XEQT.TO Martin Ratio Rank: 86

BREA.TO

BREA.TO Risk / Return Rank: 84
BREA.TO Sharpe Ratio Rank: 84
BREA.TO Sortino Ratio Rank: 80
BREA.TO Omega Ratio Rank: 84
BREA.TO Calmar Ratio Rank: 87
BREA.TO Martin Ratio Rank: 85

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.

XEQT.TO vs. BREA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Equity ETF Portfolio (XEQT.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.

	XEQT.TO	BREA.TO	Difference
Sharpe ratio Return per unit of total volatility	3.04	3.00	+0.05
Sortino ratio Return per unit of downside risk	4.15	3.99	+0.15
Omega ratio Gain probability vs. loss probability	1.57	1.58	-0.01
Calmar ratio Return relative to maximum drawdown	4.93	5.99	-1.06
Martin ratio Return relative to average drawdown	21.32	21.74	-0.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XEQT.TO Sharpe Ratio is 3.04, which is comparable to the BREA.TO Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of XEQT.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.

Sharpe Ratios by Period

	XEQT.TO	BREA.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.04	3.00	+0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	0.89	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.96	-0.07

Drawdowns

XEQT.TO vs. BREA.TO - Drawdown Comparison

The maximum XEQT.TO drawdown since its inception was -29.74%, 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 XEQT.TO and BREA.TO.

Drawdown Indicators

	XEQT.TO	BREA.TO	Difference
Max Drawdown Largest peak-to-trough decline	-29.74%	-19.15%	-10.59%
Max Drawdown (1Y) Largest decline over 1 year	-8.25%	-8.35%	+0.10%
Max Drawdown (5Y) Largest decline over 5 years	-19.56%	-19.15%	-0.41%
Current Drawdown Current decline from peak	-1.17%	-2.71%	+1.54%
Average Drawdown Average peak-to-trough decline	-4.19%	-4.47%	+0.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	2.30%	-0.39%

Volatility

XEQT.TO vs. BREA.TO - Volatility Comparison

iShares Core Equity ETF Portfolio (XEQT.TO) has a higher volatility of 5.82% compared to Brompton Sustainable Real Assets Dividend ETF (BREA.TO) at 5.29%. This indicates that XEQT.TO's price experiences larger fluctuations and is considered to be riskier than BREA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XEQT.TO	BREA.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.82%	5.29%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	9.72%	11.59%	-1.87%
Volatility (1Y) Calculated over the trailing 1-year period	12.60%	15.23%	-2.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.06%	16.14%	-3.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.63%	15.70%	-0.07%

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

XEQT.TO has a 0.20% expense ratio, which is lower than BREA.TO's 0.96% expense ratio.

Dividends

XEQT.TO vs. BREA.TO - Dividend Comparison

XEQT.TO's dividend yield for the trailing twelve months is around 1.59%, less than BREA.TO's 4.72% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
XEQT.TO iShares Core Equity ETF Portfolio	1.59%	1.66%	2.01%	2.07%	2.12%	1.64%	1.66%	1.19%
BREA.TO Brompton Sustainable Real Assets Dividend ETF	4.72%	4.95%	4.89%	5.17%	4.81%	4.12%	3.08%	0.00%