XIU.TO vs. CLSA.TO
XIU.TO (iShares S&P/TSX 60 Index ETF) and CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) are both Canada Equities funds. XIU.TO is passively managed, while CLSA.TO is actively managed. Over the past year, XIU.TO returned 31.65% vs 70.18% for CLSA.TO. A 0.62 correlation means they provide meaningful diversification when combined. XIU.TO charges 0.18%/yr vs 0.60%/yr for CLSA.TO.
Performance
XIU.TO vs. CLSA.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XIU.TO achieves a 10.14% return, which is significantly lower than CLSA.TO's 20.72% return.
XIU.TO
- 1D
- -0.87%
- 1M
- 3.47%
- YTD
- 10.14%
- 6M
- 12.10%
- 1Y
- 31.65%
- 3Y*
- 22.48%
- 5Y*
- 14.37%
- 10Y*
- 12.62%
CLSA.TO
- 1D
- 0.25%
- 1M
- 7.37%
- YTD
- 20.72%
- 6M
- 30.07%
- 1Y
- 70.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XIU.TO vs. CLSA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XIU.TO iShares S&P/TSX 60 Index ETF | 10.14% | 26.69% |
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 20.72% | 56.35% |
Correlation
The correlation between XIU.TO and CLSA.TO is 0.63, 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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2025 | 0.62 |
The correlation between XIU.TO and CLSA.TO has been stable across timeframes, ranging from 0.62 to 0.63 - a consistent structural relationship.
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Return for Risk
XIU.TO vs. CLSA.TO — Risk / Return Rank
XIU.TO
CLSA.TO
XIU.TO vs. CLSA.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX 60 Index ETF (XIU.TO) and Brompton Split Corp. Enhanced Equity Income ETF (CLSA.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.
| XIU.TO | CLSA.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.96 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 4.16 | 6.54 | -2.39 |
| Martin ratioReturn relative to average drawdown | 19.30 | 28.01 | -8.71 |
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
| XIU.TO | CLSA.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.71 | 4.87 | -2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 4.25 | -3.74 |
Drawdowns
XIU.TO vs. CLSA.TO - Drawdown Comparison
The maximum XIU.TO drawdown since its inception was -52.31%, which is greater than CLSA.TO's maximum drawdown of -11.73%. Use the drawdown chart below to compare losses from any high point for XIU.TO and CLSA.TO.
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Drawdown Indicators
| XIU.TO | CLSA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.31% | -11.73% | -40.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.65% | -10.78% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -12.36% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.46% | — | — |
Current DrawdownCurrent decline from peak | -0.87% | -1.09% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -1.37% | -10.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 2.51% | -0.87% |
Volatility
XIU.TO vs. CLSA.TO - Volatility Comparison
iShares S&P/TSX 60 Index ETF (XIU.TO) and Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) have volatilities of 3.28% and 3.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XIU.TO | CLSA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 3.14% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 12.36% | -3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 14.48% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 16.54% | -3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 16.54% | -1.53% |
XIU.TO vs. CLSA.TO - Expense Ratio Comparison
XIU.TO has a 0.18% expense ratio, which is lower than CLSA.TO's 0.60% expense ratio.
Dividends
XIU.TO vs. CLSA.TO - Dividend Comparison
XIU.TO's dividend yield for the trailing twelve months is around 2.20%, less than CLSA.TO's 10.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 10.76% | 7.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.20% | 2.39% | 2.92% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% |
Frequently Asked Questions
XIU.TO and CLSA.TO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XIU.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XIU.TO is cheaper with a 0.18% expense ratio, compared with 0.60% for CLSA.TO.
They also come from different issuers: iShares and Brompton Funds. Their fees differ too: 0.18% for XIU.TO and 0.60% for CLSA.TO.
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