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CBCX.TO vs. CEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBCX.TO vs. CEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Galaxy Blockchain Index ETF CAD (CBCX.TO) and CI Equity Asset Allocation ETF (CEQT.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, CBCX.TO achieves a 18.36% return, which is significantly higher than CEQT.TO's 13.14% return.


CBCX.TO

1D
-1.13%
1M
17.07%
YTD
18.36%
6M
4.61%
1Y
65.57%
3Y*
59.59%
5Y*
10Y*

CEQT.TO

1D
0.75%
1M
6.45%
YTD
13.14%
6M
13.90%
1Y
32.12%
3Y*
22.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBCX.TO vs. CEQT.TO - Yearly Performance Comparison


2026 (YTD)202520242023
CBCX.TO
CI Galaxy Blockchain Index ETF CAD
18.36%21.63%82.92%54.36%
CEQT.TO
CI Equity Asset Allocation ETF
13.14%18.84%27.38%6.47%

Correlation

The correlation between CBCX.TO and CEQT.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.14

Correlation (All Time)
Calculated using the full available price history since May 18, 2023

0.13

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Return for Risk

CBCX.TO vs. CEQT.TO — Risk / Return Rank

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

CBCX.TO
CBCX.TO Risk / Return Rank: 2828
Overall Rank
CBCX.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CBCX.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
CBCX.TO Omega Ratio Rank: 3232
Omega Ratio Rank
CBCX.TO Calmar Ratio Rank: 2626
Calmar Ratio Rank
CBCX.TO Martin Ratio Rank: 2020
Martin Ratio Rank

CEQT.TO
CEQT.TO Risk / Return Rank: 9090
Overall Rank
CEQT.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CEQT.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
CEQT.TO Omega Ratio Rank: 9898
Omega Ratio Rank
CEQT.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
CEQT.TO Martin Ratio Rank: 8686
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.

CBCX.TO vs. CEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Galaxy Blockchain Index ETF CAD (CBCX.TO) and CI Equity Asset Allocation ETF (CEQT.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.


CBCX.TOCEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-3.18

Omega ratioGain probability vs. loss probability

1.21

2.03

-0.82

Calmar ratioReturn relative to maximum drawdown

1.22

4.44

-3.23

Martin ratioReturn relative to average drawdown

2.25

17.96

-15.70

CBCX.TO vs. CEQT.TO - Sharpe Ratio Comparison

The current CBCX.TO Sharpe Ratio is 1.08, which is lower than the CEQT.TO Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of CBCX.TO and CEQT.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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Sharpe Ratios by Period


CBCX.TOCEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

3.05

-1.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.67

-1.18

Drawdowns

CBCX.TO vs. CEQT.TO - Drawdown Comparison

The maximum CBCX.TO drawdown since its inception was -55.21%, which is greater than CEQT.TO's maximum drawdown of -14.02%. Use the drawdown chart below to compare losses from any high point for CBCX.TO and CEQT.TO.


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Drawdown Indicators


CBCX.TOCEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.21%

-14.02%

-41.19%

Max Drawdown (1Y)

Largest decline over 1 year

-54.19%

-7.26%

-46.93%

Max Drawdown (3Y)

Largest decline over 3 years

-55.21%

-14.02%

-41.19%

Current Drawdown

Current decline from peak

-28.01%

0.00%

-28.01%

Average Drawdown

Average peak-to-trough decline

-23.79%

-1.19%

-22.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.19%

1.79%

+27.40%

Volatility

CBCX.TO vs. CEQT.TO - Volatility Comparison

CI Galaxy Blockchain Index ETF CAD (CBCX.TO) has a higher volatility of 15.15% compared to CI Equity Asset Allocation ETF (CEQT.TO) at 3.70%. This indicates that CBCX.TO's price experiences larger fluctuations and is considered to be riskier than CEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBCX.TOCEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.15%

3.70%

+11.45%

Volatility (6M)

Calculated over the trailing 6-month period

40.52%

8.81%

+31.71%

Volatility (1Y)

Calculated over the trailing 1-year period

61.37%

10.58%

+50.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.67%

13.11%

+49.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.67%

13.11%

+49.56%

Dividends

CBCX.TO vs. CEQT.TO - Dividend Comparison

CBCX.TO's dividend yield for the trailing twelve months is around 0.08%, less than CEQT.TO's 0.90% yield.


PositionTTM202520242023
CBCX.TO
CI Galaxy Blockchain Index ETF CAD
0.08%0.14%0.13%0.06%
CEQT.TO
CI Equity Asset Allocation ETF
0.90%1.25%1.82%1.06%

Frequently Asked Questions


CBCX.TO and CEQT.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBCX.TO is categorized as Blockchain, while CEQT.TO is Diversified Portfolio.

Portfolio Optimizer

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