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CI Global Climate Leaders Fund (CLML.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

CA17164Y1016

CUSIP

17164Y101

Leveraged

1x

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CLML.TO vs. VOO CLML.TO vs. ARCC CLML.TO vs. OXLC
Popular comparisons:
CLML.TO vs. VOO CLML.TO vs. ARCC CLML.TO vs. OXLC

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
16.62%
13.95%
CLML.TO (CI Global Climate Leaders Fund)
Benchmark (^GSPC)

Returns By Period

CI Global Climate Leaders Fund had a return of 2.17% year-to-date (YTD) and 46.03% in the last 12 months.


CLML.TO

YTD

2.17%

1M

-6.49%

6M

16.11%

1Y

46.03%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of CLML.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.40%2.17%
20243.00%19.35%6.29%0.19%10.15%0.03%-0.99%-0.52%9.84%2.81%7.02%-4.96%63.19%
20230.72%-0.06%4.03%-3.02%3.55%0.69%5.09%-0.90%-6.60%-3.61%7.77%5.45%12.83%
2022-13.23%-3.23%3.60%-5.66%-1.27%-9.81%9.39%2.99%-4.39%3.21%5.50%-5.16%-18.69%
20210.54%5.89%-4.17%3.68%2.01%1.28%9.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 80, CLML.TO is among the top 20% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CLML.TO is 8080
Overall Rank
The Sharpe Ratio Rank of CLML.TO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of CLML.TO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CLML.TO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of CLML.TO is 9292
Calmar Ratio Rank
The Martin Ratio Rank of CLML.TO is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for CI Global Climate Leaders Fund (CLML.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CLML.TO, currently valued at 1.91, compared to the broader market0.002.004.001.911.74
The chart of Sortino ratio for CLML.TO, currently valued at 2.36, compared to the broader market-2.000.002.004.006.008.0010.0012.002.362.36
The chart of Omega ratio for CLML.TO, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.32
The chart of Calmar ratio for CLML.TO, currently valued at 4.09, compared to the broader market0.005.0010.0015.004.092.62
The chart of Martin ratio for CLML.TO, currently valued at 11.25, compared to the broader market0.0020.0040.0060.0080.00100.0011.2510.69
CLML.TO
^GSPC

The current CI Global Climate Leaders Fund Sharpe ratio is 1.91. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of CI Global Climate Leaders Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.91
2.32
CLML.TO (CI Global Climate Leaders Fund)
Benchmark (^GSPC)

Dividends

Dividend History


CI Global Climate Leaders Fund doesn't pay dividends

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.58%
-1.46%
CLML.TO (CI Global Climate Leaders Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the CI Global Climate Leaders Fund. 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 Global Climate Leaders Fund was 28.17%, occurring on Jun 16, 2022. Recovery took 413 trading sessions.

The current CI Global Climate Leaders Fund drawdown is 9.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.17%Nov 23, 2021142Jun 16, 2022413Feb 8, 2024555
-10.92%Jan 24, 20253Jan 28, 2025
-9.93%Jun 21, 202453Sep 6, 20249Sep 19, 202462
-9.13%Sep 8, 202125Oct 13, 202113Nov 1, 202138
-6.75%Mar 26, 202419Apr 22, 20249May 3, 202428

Volatility

Volatility Chart

The current CI Global Climate Leaders Fund volatility is 12.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
12.99%
3.39%
CLML.TO (CI Global Climate Leaders Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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