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

XFH.TO vs. BREA.TO

Last updated Jun 5, 2026

XFH.TO (iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)) and BREA.TO (Brompton Sustainable Real Assets Dividend ETF) are both Global Equities funds. XFH.TO is passively managed, while BREA.TO is actively managed. Over the past 5 years, XFH.TO returned 10.31%/yr vs 14.46%/yr for BREA.TO. At a 0.39 correlation, their price movements are largely independent. XFH.TO charges 0.22%/yr vs 0.96%/yr for BREA.TO.

Performance

XFH.TO vs. BREA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.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, XFH.TO achieves a 9.98% return, which is significantly lower than BREA.TO's 14.28% return.

XFH.TO

1D
0.70%
1M
3.65%
YTD
9.98%
6M
11.71%
1Y
23.32%
3Y*
16.60%
5Y*
10.31%
10Y*
10.20%

BREA.TO

1D
-0.29%
1M
-0.57%
YTD
14.28%
6M
12.59%
1Y
26.40%
3Y*
23.10%
5Y*
14.46%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
XFH.TO
iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)		9.98%21.68%11.68%18.28%-6.60%12.13%25.08%
BREA.TO
Brompton Sustainable Real Assets Dividend ETF		14.28%21.56%23.40%6.31%-2.35%18.66%10.37%

Correlation

The correlation between XFH.TO and BREA.TO is 0.60, 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

0.60

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

0.56

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

0.44

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

0.39

Over the past year, XFH.TO and BREA.TO have become more correlated (0.60) than their long-term average of 0.39, meaning their price movements have been converging.

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

Sectors
XFH.TO
BREA.TO

Financial Services

22.9%

-

Industrials

20.5%
45.9%

Technology

10.2%
4.8%

Healthcare

9.8%

-

Consumer Cyclical

8.2%

-

Basic Materials

6.6%
5.4%

Consumer Defensive

6.4%

-

Communication Services

4.5%
9.9%

Energy

4.0%
19.9%

Utilities

3.8%
10.1%

Real Estate

3.1%
4.1%

Financial Services

XFH.TO
22.9%
BREA.TO

-

Industrials

XFH.TO
20.5%
BREA.TO
45.9%

Technology

XFH.TO
10.2%
BREA.TO
4.8%

Healthcare

XFH.TO
9.8%
BREA.TO

-

Consumer Cyclical

XFH.TO
8.2%
BREA.TO

-

Basic Materials

XFH.TO
6.6%
BREA.TO
5.4%

Consumer Defensive

XFH.TO
6.4%
BREA.TO

-

Communication Services

XFH.TO
4.5%
BREA.TO
9.9%

Energy

XFH.TO
4.0%
BREA.TO
19.9%

Utilities

XFH.TO
3.8%
BREA.TO
10.1%

Real Estate

XFH.TO
3.1%
BREA.TO
4.1%

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iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)

Brompton Sustainable Real Assets Dividend ETF

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Often compared with BREA.TO:
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Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XFH.TO
XFH.TO Risk / Return Rank: 5858
Overall Rank
XFH.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XFH.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
XFH.TO Omega Ratio Rank: 6262
Omega Ratio Rank
XFH.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XFH.TO Martin Ratio Rank: 5858
Martin Ratio Rank
BREA.TO
BREA.TO Risk / Return Rank: 5959
Overall Rank
BREA.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BREA.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
BREA.TO Omega Ratio Rank: 5959
Omega Ratio Rank
BREA.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
BREA.TO Martin Ratio Rank: 6262
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.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.

XFH.TOBREA.TODifference
Sharpe ratioReturn per unit of total volatility
1.95
1.88

+0.07

Sortino ratioReturn per unit of downside risk
2.78
2.62

+0.17

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

2.43

3.17

-0.74

Martin ratioReturn relative to average drawdown

10.02

10.92

-0.90

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

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

The current XFH.TO Sharpe Ratio is 1.95, which is comparable to the BREA.TO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of XFH.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

XFH.TOBREA.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.88

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.89

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.96

-0.45

Drawdowns

XFH.TO vs. BREA.TO - Drawdown Comparison

The maximum XFH.TO drawdown since its inception was -33.85%, 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 XFH.TO and BREA.TO.

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Drawdown Indicators

XFH.TOBREA.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-19.15%

-14.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-8.35%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

-16.36%

+2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-19.15%

-1.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

—

—

Current Drawdown

Current decline from peak

-0.60%

-2.61%

+2.01%

Average Drawdown

Average peak-to-trough decline

-5.61%

-4.40%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.42%

-0.09%

Volatility

XFH.TO vs. BREA.TO - Volatility Comparison

The current volatility for iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged) (XFH.TO) is 3.93%, while Brompton Sustainable Real Assets Dividend ETF (BREA.TO) has a volatility of 4.70%. This indicates that XFH.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

XFH.TOBREA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

4.70%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

11.21%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

14.12%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

16.34%

-2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

15.68%

+0.48%

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

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

Dividends

XFH.TO vs. BREA.TO - Dividend Comparison

XFH.TO's dividend yield for the trailing twelve months is around 1.96%, less than BREA.TO's 4.86% yield.

PositionTTM20252024202320222021202020192018201720162015
BREA.TO
Brompton Sustainable Real Assets Dividend ETF		4.86%4.95%4.89%5.17%4.81%4.12%3.08%0.00%0.00%0.00%0.00%0.00%
XFH.TO
iShares Core MSCI EAFE IMI Index ETF (CAD-Hedged)		1.96%2.16%2.47%2.91%2.91%2.29%1.73%2.43%2.66%2.11%2.03%2.45%

Frequently Asked Questions

XFH.TO and BREA.TO have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XFH.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XFH.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 XFH.TO and 0.96% for BREA.TO.

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