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CI Auspice Broad Commodity Fund ETF Hedged Units (...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
CI
Inception Date
May 16, 2023
Category
Commodities
Leveraged
1x (No leverage)
Index Tracked
Auspice Broad Commodity Excess Return Index
Distribution Policy
Distributing
Asset Class
Commodity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in CI Auspice Broad Commodity Fund ETF Hedged Units, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

CCOM.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) has returned 13.21% so far this year and 16.26% over the past 12 months.


CI Auspice Broad Commodity Fund ETF Hedged Units

1D
-0.05%
1M
5.65%
YTD
13.21%
6M
18.01%
1Y
16.26%
3Y*
6.45%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 27, 2022, CCOM.TO's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, your investment would double in approximately 10.0 years.

Historically, 56% of months were positive and 44% were negative. The best month was Mar 2026 with a return of +5.7%, while the worst month was Apr 2025 at -3.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CCOM.TO closed higher 46% of trading days. The best single day was Sep 30, 2024 with a return of +2.0%, while the worst single day was Jan 30, 2026 at -2.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.37%2.66%5.65%13.21%
20250.85%0.16%3.11%-3.32%-0.05%-1.75%2.26%-1.00%2.50%2.23%1.47%0.49%6.96%
20240.47%-0.16%2.51%3.56%1.25%-1.21%-1.43%0.43%3.47%-0.88%-1.20%-0.90%5.90%
20232.91%-2.20%3.02%2.64%-1.95%-2.48%1.35%-0.49%0.94%-2.10%-0.75%-3.08%-2.46%
20220.00%0.40%-0.15%1.15%1.40%

Benchmark Metrics

CI Auspice Broad Commodity Fund ETF Hedged Units has an annualized alpha of 6.59%, beta of 0.03, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 28, 2022.

  • This ETF captured 12.71% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -32.76%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.03 may look defensive, but with R² of 0.00 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.00 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.59%
Beta
0.03
0.00
Upside Capture
12.71%
Downside Capture
-32.76%

Expense Ratio

CCOM.TO has an expense ratio of 0.73%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CCOM.TO ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


CCOM.TO Risk / Return Rank: 7878
Overall Rank
CCOM.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CCOM.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
CCOM.TO Omega Ratio Rank: 8282
Omega Ratio Rank
CCOM.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
CCOM.TO Martin Ratio Rank: 5656
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) and compare them to a chosen benchmark (S&P 500 Index).


CCOM.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.68

0.69

+0.99

Sortino ratio

Return per unit of downside risk

2.18

1.06

+1.13

Omega ratio

Gain probability vs. loss probability

1.33

1.17

+0.16

Calmar ratio

Return relative to maximum drawdown

2.73

1.14

+1.58

Martin ratio

Return relative to average drawdown

5.68

4.22

+1.47

Explore CCOM.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

CI Auspice Broad Commodity Fund ETF Hedged Units provided a 7.41% dividend yield over the last twelve months, with an annual payout of CA$1.56 per share.


3.00%4.00%5.00%6.00%7.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.20CA$1.40202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
DividendCA$1.56CA$0.68CA$1.32CA$0.80

Dividend yield

7.41%3.48%6.99%4.21%

Monthly Dividends

The table displays the monthly dividend distributions for CI Auspice Broad Commodity Fund ETF Hedged Units. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.92CA$0.92
2025CA$0.00CA$0.00CA$0.03CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.65CA$0.68
2024CA$0.00CA$0.00CA$0.18CA$0.00CA$0.00CA$1.14CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$1.32
2023CA$0.57CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.23CA$0.80

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the CI Auspice Broad Commodity Fund ETF Hedged Units. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CI Auspice Broad Commodity Fund ETF Hedged Units was 9.79%, occurring on Dec 11, 2023. Recovery took 110 trading sessions.

The current CI Auspice Broad Commodity Fund ETF Hedged Units drawdown is 1.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.79%May 10, 2023149Dec 11, 2023110May 21, 2024259
-6.05%Apr 3, 202596Aug 20, 202535Oct 9, 2025131
-5.59%May 22, 202453Aug 6, 2024136Feb 20, 2025189
-3.93%Jan 30, 20262Feb 2, 202619Mar 2, 202621
-3.41%Feb 21, 20257Mar 3, 202521Apr 1, 202528

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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