XMI.TO vs. BGIE.TO
XMI.TO (iShares MSCI Min Vol EAFE Index ETF) and BGIE.TO (Brompton Global Infrastructure ETF) are both Global Equities funds. XMI.TO is passively managed, while BGIE.TO is actively managed. Over the past 5 years, XMI.TO returned 8.54%/yr vs 14.47%/yr for BGIE.TO. At a 0.21 correlation, their price movements are largely independent. XMI.TO charges 0.40%/yr vs 0.75%/yr for BGIE.TO.
Performance
XMI.TO vs. BGIE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XMI.TO achieves a 5.02% return, which is significantly lower than BGIE.TO's 14.42% return.
XMI.TO
- 1D
- -0.21%
- 1M
- 1.00%
- YTD
- 5.02%
- 6M
- 4.57%
- 1Y
- 10.07%
- 3Y*
- 13.52%
- 5Y*
- 8.54%
- 10Y*
- 6.04%
BGIE.TO
- 1D
- -0.23%
- 1M
- 0.20%
- YTD
- 14.42%
- 6M
- 14.28%
- 1Y
- 26.67%
- 3Y*
- 23.10%
- 5Y*
- 14.47%
- 10Y*
- —
XMI.TO vs. BGIE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XMI.TO iShares MSCI Min Vol EAFE Index ETF | 5.02% | 19.69% | 13.51% | 9.32% | -10.50% | 7.01% | 6.02% |
BGIE.TO Brompton Global Infrastructure ETF | 14.42% | 21.56% | 24.37% | 5.45% | -2.37% | 18.61% | 10.30% |
Correlation
The correlation between XMI.TO and BGIE.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 6, 2020 | 0.21 |
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Return for Risk
XMI.TO vs. BGIE.TO — Risk / Return Rank
XMI.TO
BGIE.TO
XMI.TO vs. BGIE.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Min Vol EAFE Index ETF (XMI.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.
| XMI.TO | BGIE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 3.21 | -1.55 |
| Martin ratioReturn relative to average drawdown | 4.94 | 11.04 | -6.10 |
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
| XMI.TO | BGIE.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.82 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.92 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.98 | -0.20 |
Drawdowns
XMI.TO vs. BGIE.TO - Drawdown Comparison
The maximum XMI.TO drawdown since its inception was -23.08%, 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 XMI.TO and BGIE.TO.
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Drawdown Indicators
| XMI.TO | BGIE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.08% | -18.24% | -4.84% |
Max Drawdown (1Y)Largest decline over 1 year | -6.12% | -8.35% | +2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -7.97% | -17.02% | +9.05% |
Max Drawdown (5Y)Largest decline over 5 years | -21.18% | -18.24% | -2.94% |
Max Drawdown (10Y)Largest decline over 10 years | -23.08% | — | — |
Current DrawdownCurrent decline from peak | -3.90% | -2.50% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -4.45% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.42% | -0.38% |
Volatility
XMI.TO vs. BGIE.TO - Volatility Comparison
The current volatility for iShares MSCI Min Vol EAFE Index ETF (XMI.TO) is 3.28%, while Brompton Global Infrastructure ETF (BGIE.TO) has a volatility of 4.62%. This indicates that XMI.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
| XMI.TO | BGIE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 4.62% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 11.54% | -3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.47% | 14.73% | -4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.87% | 15.86% | -5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.48% | 15.27% | -3.79% |
XMI.TO vs. BGIE.TO - Expense Ratio Comparison
XMI.TO has a 0.40% expense ratio, which is lower than BGIE.TO's 0.75% expense ratio.
Dividends
XMI.TO vs. BGIE.TO - Dividend Comparison
XMI.TO's dividend yield for the trailing twelve months is around 2.56%, less than BGIE.TO's 4.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
XMI.TO iShares MSCI Min Vol EAFE Index ETF | 2.56% | 2.69% | 2.64% | 2.56% | 1.99% | 1.93% | 1.16% | 3.74% | 2.92% | 2.07% | 3.29% | 2.02% |
Frequently Asked Questions
XMI.TO and BGIE.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMI.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMI.TO is cheaper with a 0.40% expense ratio, compared with 0.75% for BGIE.TO.
They also come from different issuers: iShares and Brompton. Their fees differ too: 0.40% for XMI.TO and 0.75% for BGIE.TO.
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