XMI.TO vs. KNGX.TO

Last updated Jul 25, 2026

XMI.TO (iShares MSCI Min Vol EAFE Index ETF) and KNGX.TO (Brompton International Cash Flow Kings ETF) are both Foreign Large Cap Equities funds - XMI.TO tracks the MSCI EAFE Minimum Volatility Index while KNGX.TO tracks the Brompton Index One International Cash Flow Kings Index. Both are passively managed. Over the past year, XMI.TO returned 14.17% vs 29.73% for KNGX.TO. At a 0.36 correlation, their price movements are largely independent. XMI.TO charges 0.40%/yr vs 0.55%/yr for KNGX.TO.

Performance

XMI.TO vs. KNGX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares MSCI Min Vol EAFE Index ETF (XMI.TO) and Brompton International Cash Flow Kings ETF (KNGX.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XMI.TO achieves a 9.90% return, which is significantly lower than KNGX.TO's 12.06% return.

XMI.TO

• 1D: 1.23%
• 1M: 3.55%
• 6M: 7.91%
• YTD: 9.90%
• 1Y: 14.17%
• 3Y*: 15.24%
• 5Y*: 8.34%
• 10Y*: 6.30%
• ALL TIME*: 9.10%

KNGX.TO

• 1D: -0.79%
• 1M: 1.69%
• 6M: 8.24%
• YTD: 12.06%
• 1Y: 29.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.54%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KNGX.TO Brompton International Cash Flow Kings ETF	CA$6.77K	CA$5.84K	CA$17.25K
XMI.TO iShares MSCI Min Vol EAFE Index ETF	CA$47.75K	CA$79.69K	CA$218.68K

XMI.TO vs. KNGX.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XMI.TO iShares MSCI Min Vol EAFE Index ETF	9.90%	19.69%	3.61%
KNGX.TO Brompton International Cash Flow Kings ETF	12.06%	35.23%	-5.77%

Correlation

The correlation between XMI.TO and KNGX.TO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (All Time) Calculated using the full available price history since Jul 24, 2024	0.36

The correlation between XMI.TO and KNGX.TO shifts across timeframes, from 0.36 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

XMI.TO vs. KNGX.TO — Risk / Return Rank

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

XMI.TO

XMI.TO Risk / Return Rank: 60
XMI.TO Sharpe Ratio Rank: 59
XMI.TO Sortino Ratio Rank: 57
XMI.TO Omega Ratio Rank: 60
XMI.TO Calmar Ratio Rank: 66
XMI.TO Martin Ratio Rank: 57

KNGX.TO

KNGX.TO Risk / Return Rank: 91
KNGX.TO Sharpe Ratio Rank: 90
KNGX.TO Sortino Ratio Rank: 92
KNGX.TO Omega Ratio Rank: 90
KNGX.TO Calmar Ratio Rank: 93
KNGX.TO Martin Ratio Rank: 89

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.

XMI.TO vs. KNGX.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 International Cash Flow Kings ETF (KNGX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XMI.TO	KNGX.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.37	2.25	-0.88
Sortino ratio: Return per unit of downside risk	1.95	3.30	-1.35
Omega ratio: Gain probability vs. loss probability	1.26	1.41	-0.15
Calmar ratio: Return relative to maximum drawdown	2.33	4.80	-2.47
Martin ratio: Return relative to average drawdown	6.63	13.94	-7.31

XMI.TO vs. KNGX.TO - Sharpe Ratio Comparison

The current XMI.TO Sharpe Ratio is 1.37, which is lower than the KNGX.TO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of XMI.TO and KNGX.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.

Drawdowns

XMI.TO vs. KNGX.TO - Drawdown Comparison

The maximum XMI.TO drawdown since its inception was -23.08%, which is greater than KNGX.TO's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for XMI.TO and KNGX.TO.

Drawdown Indicators

	XMI.TO	KNGX.TO	Difference
Max Drawdown Largest peak-to-trough decline	-23.08%	-13.51%	-9.57%
Max Drawdown (1Y) Largest decline over 1 year	-6.12%	-6.27%	+0.15%
Max Drawdown (3Y) Largest decline over 3 years	-7.97%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.18%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-23.08%	—	—
Current Drawdown Current decline from peak	0.00%	-1.67%	+1.67%
Average Drawdown Average peak-to-trough decline	-4.02%	-2.31%	-1.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	2.16%	-0.02%

Volatility

XMI.TO vs. KNGX.TO - Volatility Comparison

iShares MSCI Min Vol EAFE Index ETF (XMI.TO) and Brompton International Cash Flow Kings ETF (KNGX.TO) have volatilities of 2.80% and 2.67%, 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.

Volatility by Period

	XMI.TO	KNGX.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.80%	2.67%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	8.27%	10.32%	-2.05%
Volatility (1Y) Calculated over the trailing 1-year period	10.37%	13.53%	-3.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.92%	14.90%	-4.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.36%	14.90%	-3.54%

XMI.TO vs. KNGX.TO - Expense Ratio Comparison

XMI.TO has a 0.40% expense ratio, which is lower than KNGX.TO's 0.55% expense ratio.

Dividends

XMI.TO vs. KNGX.TO - Dividend Comparison

XMI.TO's dividend yield for the trailing twelve months is around 2.60%, more than KNGX.TO's 2.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KNGX.TO Brompton International Cash Flow Kings ETF	2.25%	2.16%	1.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XMI.TO iShares MSCI Min Vol EAFE Index ETF	2.60%	2.69%	2.64%	2.56%	1.98%	1.93%	1.16%	3.74%	2.93%	2.07%	3.29%	2.02%

Frequently Asked Questions

Can I hold both XMI.TO and KNGX.TO in my portfolio?

XMI.TO and KNGX.TO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XMI.TO or KNGX.TO?

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.

Which ETF is cheaper, XMI.TO or KNGX.TO?

XMI.TO is cheaper with a 0.40% expense ratio, compared with 0.55% for KNGX.TO.

What is the main difference between XMI.TO and KNGX.TO?

XMI.TO tracks MSCI EAFE Minimum Volatility Index, while KNGX.TO tracks Brompton Index One International Cash Flow Kings Index. They also come from different issuers: iShares and Brompton. Their fees differ too: 0.40% for XMI.TO and 0.55% for KNGX.TO.