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CAGS.TO vs. ETHX-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAGS.TO vs. ETHX-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Canadian Short-Term Aggregate Bond Index ETF (CAGS.TO) and CI Galaxy Ethereum ETF (ETHX-B.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAGS.TO achieves a 1.19% return, which is significantly higher than ETHX-B.TO's -33.45% return.


CAGS.TO

1D
0.08%
1M
-0.02%
6M
0.87%
YTD
1.19%
1Y
3.25%
3Y*
5.01%
5Y*
2.10%
10Y*
ALL TIME*
2.33%

ETHX-B.TO

1D
1.69%
1M
12.63%
6M
-34.71%
YTD
-33.45%
1Y
-47.12%
3Y*
2.13%
5Y*
0.46%
10Y*
ALL TIME*
-1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAGS.TO vs. ETHX-B.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CAGS.TO
CI Canadian Short-Term Aggregate Bond Index ETF
1.19%3.95%6.07%5.02%-4.30%-0.99%
ETHX-B.TO
CI Galaxy Ethereum ETF
-33.45%-15.87%55.80%90.02%-65.68%64.85%

Correlation

The correlation between CAGS.TO and ETHX-B.TO is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2021

0.01

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Return for Risk

CAGS.TO vs. ETHX-B.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAGS.TO
CAGS.TO Risk / Return Rank: 6363
Overall Rank
CAGS.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CAGS.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
CAGS.TO Omega Ratio Rank: 7171
Omega Ratio Rank
CAGS.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
CAGS.TO Martin Ratio Rank: 5757
Martin Ratio Rank

ETHX-B.TO
ETHX-B.TO Risk / Return Rank: 44
Overall Rank
ETHX-B.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ETHX-B.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
ETHX-B.TO Omega Ratio Rank: 44
Omega Ratio Rank
ETHX-B.TO Calmar Ratio Rank: 44
Calmar Ratio Rank
ETHX-B.TO Martin Ratio Rank: 55
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.

CAGS.TO vs. ETHX-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Canadian Short-Term Aggregate Bond Index ETF (CAGS.TO) and CI Galaxy Ethereum ETF (ETHX-B.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.


CAGS.TOETHX-B.TODifference
Sharpe ratioReturn per unit of total volatility

+2.31

Sortino ratioReturn per unit of downside risk

+3.11

Omega ratioGain probability vs. loss probability

1.32

0.90

+0.42

Calmar ratioReturn relative to maximum drawdown

2.45

-0.70

+3.15

Martin ratioReturn relative to average drawdown

7.38

-1.07

+8.45

CAGS.TO vs. ETHX-B.TO - Sharpe Ratio Comparison

The current CAGS.TO Sharpe Ratio is 1.59, which is higher than the ETHX-B.TO Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of CAGS.TO and ETHX-B.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CAGS.TO vs. ETHX-B.TO - Drawdown Comparison

The maximum CAGS.TO drawdown since its inception was -11.60%, smaller than the maximum ETHX-B.TO drawdown of -78.38%. Use the drawdown chart below to compare losses from any high point for CAGS.TO and ETHX-B.TO.


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Drawdown Indicators


CAGS.TOETHX-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.60%

-78.38%

+66.78%

Max Drawdown (1Y)

Largest decline over 1 year

-1.33%

-67.14%

+65.81%

Max Drawdown (3Y)

Largest decline over 3 years

-1.33%

-67.14%

+65.81%

Max Drawdown (5Y)

Largest decline over 5 years

-7.58%

-78.38%

+70.80%

Current Drawdown

Current decline from peak

-0.27%

-59.54%

+59.27%

Average Drawdown

Average peak-to-trough decline

-1.45%

-43.22%

+41.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

44.25%

-43.81%

Volatility

CAGS.TO vs. ETHX-B.TO - Volatility Comparison

The current volatility for CI Canadian Short-Term Aggregate Bond Index ETF (CAGS.TO) is 0.68%, while CI Galaxy Ethereum ETF (ETHX-B.TO) has a volatility of 14.03%. This indicates that CAGS.TO experiences smaller price fluctuations and is considered to be less risky than ETHX-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAGS.TOETHX-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

14.03%

-13.35%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

45.17%

-43.55%

Volatility (1Y)

Calculated over the trailing 1-year period

2.06%

65.73%

-63.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.76%

68.78%

-66.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

71.67%

-67.05%

Dividends

CAGS.TO vs. ETHX-B.TO - Dividend Comparison

CAGS.TO's dividend yield for the trailing twelve months is around 3.28%, while ETHX-B.TO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CAGS.TO
CI Canadian Short-Term Aggregate Bond Index ETF
3.28%3.16%3.37%2.62%2.61%1.96%2.59%2.83%2.72%1.06%
ETHX-B.TO
CI Galaxy Ethereum ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CAGS.TO and ETHX-B.TO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAGS.TO is categorized as Short-Term Bond, while ETHX-B.TO is Cryptocurrency.

Portfolio Optimizer

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