CAGE.TO vs. CASV.TO

Last updated Apr 15, 2026

CAGE.TO (Avantis CIBC All-Equity Asset Allocation ETF) and CASV.TO (Avantis CIBC Global Small Cap Value ETF) are both exchange-traded funds — CAGE.TO is a Global Equities fund actively managed by Avantis, while CASV.TO is a Small Cap Value Equities fund actively managed by Avantis. Both are actively managed. Their correlation of 0.80 suggests significant overlap in exposure.

Performance

CAGE.TO vs. CASV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Avantis CIBC All-Equity Asset Allocation ETF (CAGE.TO) and Avantis CIBC Global Small Cap Value ETF (CASV.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CAGE.TO

• 1D: 0.42%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CASV.TO

• 1D: -0.24%
• 1M: 9.30%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CAGE.TO vs. CASV.TO - Yearly Performance Comparison

	2026 (YTD)
CAGE.TO Avantis CIBC All-Equity Asset Allocation ETF	6.20%
CASV.TO Avantis CIBC Global Small Cap Value ETF	8.78%

Correlation

The correlation between CAGE.TO and CASV.TO is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026	0.80

Return for Risk

CAGE.TO vs. CASV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis CIBC All-Equity Asset Allocation ETF (CAGE.TO) and Avantis CIBC Global Small Cap Value ETF (CASV.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CAGE.TO	CASV.TO	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	7.84	12.36	-4.52

Drawdowns

CAGE.TO vs. CASV.TO - Drawdown Comparison

The maximum CAGE.TO drawdown since its inception was -2.93%, which is greater than CASV.TO's maximum drawdown of -1.96%. Use the drawdown chart below to compare losses from any high point for CAGE.TO and CASV.TO.

Drawdown Indicators

	CAGE.TO	CASV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-2.93%	-1.96%	-0.97%
Current Drawdown Current decline from peak	0.00%	-0.24%	+0.24%
Average Drawdown Average peak-to-trough decline	-0.54%	-0.29%	-0.25%

Volatility

Volatility by Period

	CAGE.TO	CASV.TO	Difference
Volatility (1Y) Calculated over the trailing 1-year period	17.37%	15.80%	+1.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.37%	15.80%	+1.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.37%	15.80%	+1.57%

Dividends

CAGE.TO vs. CASV.TO - Dividend Comparison

Neither CAGE.TO nor CASV.TO has paid dividends to shareholders.

Tickers have no history of dividend payments