XUSF.TO vs. BFIN.TO
XUSF.TO (iShares S&P U.S. Financials Index ETF) and BFIN.TO (Brompton North American Financials Dividend ETF) are both Financials Equities funds. XUSF.TO is passively managed, while BFIN.TO is actively managed. Over the past year, XUSF.TO returned 10.42% vs 27.79% for BFIN.TO. At a 0.28 correlation, their price movements are largely independent.
Performance
XUSF.TO vs. BFIN.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XUSF.TO achieves a 4.97% return, which is significantly lower than BFIN.TO's 12.88% return.
XUSF.TO
- 1D
- -0.98%
- 1M
- 3.70%
- 6M
- 4.76%
- YTD
- 4.97%
- 1Y
- 10.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BFIN.TO
- 1D
- -0.43%
- 1M
- 4.11%
- 6M
- 11.69%
- YTD
- 12.88%
- 1Y
- 27.79%
- 3Y*
- 25.10%
- 5Y*
- 10.90%
- 10Y*
- —
XUSF.TO vs. BFIN.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XUSF.TO iShares S&P U.S. Financials Index ETF | 4.97% | 9.67% | 39.77% | 8.23% |
BFIN.TO Brompton North American Financials Dividend ETF | 12.88% | 18.41% | 33.71% | 8.10% |
Correlation
The correlation between XUSF.TO and BFIN.TO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2023 | 0.28 |
The correlation between XUSF.TO and BFIN.TO shifts across timeframes, from 0.28 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XUSF.TO vs. BFIN.TO — Risk / Return Rank
XUSF.TO
BFIN.TO
XUSF.TO vs. BFIN.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Financials Index ETF (XUSF.TO) and Brompton North American Financials Dividend ETF (BFIN.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.
| XUSF.TO | BFIN.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.35 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 2.33 | -1.61 |
| Martin ratioReturn relative to average drawdown | 1.70 | 7.49 | -5.79 |
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Drawdowns
XUSF.TO vs. BFIN.TO - Drawdown Comparison
The maximum XUSF.TO drawdown since its inception was -16.88%, smaller than the maximum BFIN.TO drawdown of -38.01%. Use the drawdown chart below to compare losses from any high point for XUSF.TO and BFIN.TO.
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Drawdown Indicators
| XUSF.TO | BFIN.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.88% | -38.01% | +21.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.66% | -12.07% | -2.59% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.81% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.02% | — |
Current DrawdownCurrent decline from peak | -0.98% | -0.43% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -9.68% | +6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 3.75% | +2.40% |
Volatility
XUSF.TO vs. BFIN.TO - Volatility Comparison
iShares S&P U.S. Financials Index ETF (XUSF.TO) has a higher volatility of 4.60% compared to Brompton North American Financials Dividend ETF (BFIN.TO) at 3.75%. This indicates that XUSF.TO's price experiences larger fluctuations and is considered to be riskier than BFIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUSF.TO | BFIN.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 3.75% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 11.67% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 14.91% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 18.41% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 20.74% | -2.92% |
Dividends
XUSF.TO vs. BFIN.TO - Dividend Comparison
XUSF.TO's dividend yield for the trailing twelve months is around 0.85%, less than BFIN.TO's 5.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BFIN.TO Brompton North American Financials Dividend ETF | 5.43% | 5.50% | 5.36% | 6.08% | 5.64% | 4.00% | 4.98% | 4.34% | 0.48% |
XUSF.TO iShares S&P U.S. Financials Index ETF | 0.85% | 0.75% | 0.81% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XUSF.TO and BFIN.TO have a correlation of 0.41, 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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