XMW.TO vs. KNGG.TO
XMW.TO (iShares MSCI Min Vol Global Index ETF) and KNGG.TO (Brompton Global Cash Flow Kings ETF) are both Global Equities funds. XMW.TO is passively managed, while KNGG.TO is actively managed. At a 0.05 correlation, their price movements are largely independent.
Performance
XMW.TO vs. KNGG.TO - Performance Comparison
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Returns By Period
XMW.TO
- 1D
- 0.07%
- 1M
- 3.38%
- YTD
- 3.60%
- 6M
- 2.07%
- 1Y
- 5.74%
- 3Y*
- 10.78%
- 5Y*
- 7.90%
- 10Y*
- 7.50%
KNGG.TO
- 1D
- 0.00%
- 1M
- 4.79%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XMW.TO vs. KNGG.TO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
XMW.TO iShares MSCI Min Vol Global Index ETF | 2.25% |
KNGG.TO Brompton Global Cash Flow Kings ETF | 6.03% |
Correlation
The correlation between XMW.TO and KNGG.TO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 1, 2026 | 0.05 |
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Return for Risk
XMW.TO vs. KNGG.TO — Risk / Return Rank
XMW.TO
KNGG.TO
XMW.TO vs. KNGG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Min Vol Global Index ETF (XMW.TO) and Brompton Global Cash Flow Kings ETF (KNGG.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.
| XMW.TO | KNGG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.14 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | — | — |
| Martin ratioReturn relative to average drawdown | 3.08 | — | — |
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
| XMW.TO | KNGG.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 2.48 | -1.54 |
Drawdowns
XMW.TO vs. KNGG.TO - Drawdown Comparison
The maximum XMW.TO drawdown since its inception was -21.42%, which is greater than KNGG.TO's maximum drawdown of -3.26%. Use the drawdown chart below to compare losses from any high point for XMW.TO and KNGG.TO.
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Drawdown Indicators
| XMW.TO | KNGG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.42% | -3.26% | -18.16% |
Max Drawdown (1Y)Largest decline over 1 year | -5.14% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -8.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.45% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -21.42% | — | — |
Current DrawdownCurrent decline from peak | -0.58% | -0.56% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -2.74% | -1.19% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | — | — |
Volatility
XMW.TO vs. KNGG.TO - Volatility Comparison
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Volatility by Period
| XMW.TO | KNGG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.59% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.67% | 16.22% | -8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.70% | 16.22% | -7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.07% | 16.22% | -5.15% |
Dividends
XMW.TO vs. KNGG.TO - Dividend Comparison
XMW.TO's dividend yield for the trailing twelve months is around 1.52%, while KNGG.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KNGG.TO Brompton Global Cash Flow Kings ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMW.TO iShares MSCI Min Vol Global Index ETF | 1.52% | 1.58% | 1.81% | 1.98% | 1.66% | 1.43% | 1.52% | 2.20% | 2.01% | 1.61% | 2.02% | 1.85% |
Frequently Asked Questions
XMW.TO and KNGG.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: iShares and Brompton.
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