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Issuer
CI
Inception Date
Jul 12, 2016
Category
Dividend
Leveraged
1x (No leverage)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

IQD.TO Performance Chart

CI International Quality Dividend Growth Index ETF (IQD.TO) is up 8.2% since the beginning of the year. IQD.TO is currently trading at CA$39 per share. Investors who bought CA$1,000 worth of IQD.TO shares 5 years ago would now be looking at an investment worth CA$1,394.


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S&P 500 Index

Returns By Period

CI International Quality Dividend Growth Index ETF (IQD.TO) has returned 8.20% so far this year and 16.35% over the past 12 months.


CI International Quality Dividend Growth Index ETF

1D
0.23%
1M
2.60%
YTD
8.20%
6M
7.85%
1Y
16.35%
3Y*
10.30%
5Y*
6.87%
10Y*

Benchmark (S&P 500 Index)

1D
0.93%
1M
1.99%
YTD
13.67%
6M
12.89%
1Y
25.52%
3Y*
21.80%
5Y*
14.76%
10Y*
14.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQD.TO Monthly Returns History

Based on dividend-adjusted daily data since Jul 22, 2016, IQD.TO's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.

Historically, 63% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +7.8%, while the worst month was Mar 2020 at -9.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IQD.TO closed higher 40% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 16, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.93%3.30%-7.32%3.07%3.84%2.60%8.20%
20256.63%-0.59%-5.66%-0.45%4.31%1.05%-1.01%0.15%3.01%2.19%0.87%2.15%12.84%
20242.46%3.96%3.21%-3.25%2.52%-0.08%0.11%1.79%-1.67%-3.64%0.56%-1.39%4.33%
20236.78%-0.17%3.46%2.72%-3.06%2.03%1.45%-1.02%-3.23%-2.16%6.28%4.26%18.05%
2022-7.32%-1.52%3.83%-3.32%-0.33%-8.58%7.71%-4.73%-5.96%4.82%7.76%-3.99%-12.63%
20212.18%-1.22%3.02%2.90%2.33%1.96%3.50%0.48%-4.14%2.66%-1.30%5.05%18.47%

Benchmark Metrics

CI International Quality Dividend Growth Index ETF has an annualized alpha of 3.10%, beta of 0.45, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since July 22, 2016.

  • This ETF participated in 79.34% of S&P 500 Index downside but only 67.18% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.45 may look defensive, but with R2 of 0.30 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 0.30 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
3.10%
Beta
0.45
0.30
Upside Capture
67.18%
Downside Capture
79.34%

Return for Risk

Risk / Return Rank

IQD.TO ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


IQD.TO Risk / Return Rank: 3737
Overall Rank
IQD.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IQD.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
IQD.TO Omega Ratio Rank: 3737
Omega Ratio Rank
IQD.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
IQD.TO Martin Ratio Rank: 4141
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 International Quality Dividend Growth Index ETF (IQD.TO) and compare them to S&P 500 Index.

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.


IQD.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.22

1.35

-0.12

Calmar ratioReturn relative to maximum drawdown

1.59

2.79

-1.20

Martin ratioReturn relative to average drawdown

5.68

10.35

-4.67

Dividends

Dividend History

CI International Quality Dividend Growth Index ETF provided a 2.37% dividend yield over the last twelve months, with an annual payout of CA$0.93 per share.


0.00%1.00%2.00%3.00%4.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.202016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
DividendCA$0.93CA$1.13CA$0.46CA$0.54CA$1.18CA$0.73CA$0.36CA$0.48CA$0.44CA$0.28CA$0.10

Dividend yield

2.37%3.08%1.38%1.66%4.21%2.19%1.24%1.79%2.10%1.12%0.48%

Monthly Dividends

The table displays the monthly dividend distributions for CI International Quality Dividend Growth Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.16CA$0.31
2025CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.40CA$0.00CA$0.00CA$0.62CA$0.00CA$0.00CA$0.00CA$1.13
2024CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.12CA$0.46
2023CA$0.00CA$0.00CA$0.04CA$0.00CA$0.00CA$0.30CA$0.00CA$0.00CA$0.05CA$0.00CA$0.00CA$0.14CA$0.54
2022CA$0.00CA$0.00CA$0.06CA$0.00CA$0.00CA$0.77CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.12CA$1.18
2021CA$0.00CA$0.00CA$0.03CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.35CA$0.00CA$0.00CA$0.10CA$0.73

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 International Quality Dividend Growth Index ETF. 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 International Quality Dividend Growth Index ETF was 30.69%, occurring on Mar 18, 2020. Recovery took 143 trading sessions.

The current CI International Quality Dividend Growth Index ETF drawdown is 0.31%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-30.69%Mar 2020
1mo 4d6mo 29d
8mo 3dFeb 2020 - Oct 2020
Bear market2022
-20.52%Sep 2022
8mo 24d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-18.94%Apr 2025
1mo 18d5mo 28d
7mo 16dFeb 2025 - Oct 2025
Rate-hike selloffLate 2018
-17.70%Dec 2018
3mo 25d4mo 9d
8mo 4dAug 2018 - Apr 2019
2026 correction2026
-10.31%Mar 2026
22d2mo 27d
3mo 19dFeb 2026 - Jun 2026

Drawdown Indicators


IQD.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.69%

-48.87%

+18.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.31%

-9.17%

-1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-18.94%

-19.59%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-20.52%

-23.14%

+2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-0.31%

0.00%

-0.31%

Average Drawdown

Average peak-to-trough decline

-4.13%

-9.64%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.47%

+0.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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