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CBLS vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBLS vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Changebridge Capital Long/Short Equity ETF (CBLS) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBLS achieves a 20.31% return, which is significantly higher than BTAL's -21.75% return.


CBLS

1D
-2.34%
1M
2.02%
YTD
20.31%
6M
19.29%
1Y
17.91%
3Y*
19.64%
5Y*
5.22%
10Y*

BTAL

1D
3.11%
1M
-7.70%
YTD
-21.75%
6M
-20.50%
1Y
-36.96%
3Y*
-13.01%
5Y*
-5.21%
10Y*
-5.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBLS vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CBLS
Changebridge Capital Long/Short Equity ETF
20.31%5.87%28.74%-2.67%-11.64%2.85%14.82%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-21.75%-20.17%12.83%-15.11%20.48%-6.81%-9.87%

Correlation

The correlation between CBLS and BTAL is -0.63, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.63

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

-0.56

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

-0.55

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2020

-0.54

The correlation between CBLS and BTAL has been stable across timeframes, ranging from -0.63 to -0.54 - a consistent structural relationship.

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Return for Risk

CBLS vs. BTAL — Risk / Return Rank

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

CBLS
CBLS Risk / Return Rank: 3535
Overall Rank
CBLS Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CBLS Sortino Ratio Rank: 2929
Sortino Ratio Rank
CBLS Omega Ratio Rank: 3131
Omega Ratio Rank
CBLS Calmar Ratio Rank: 4747
Calmar Ratio Rank
CBLS Martin Ratio Rank: 3636
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 11
Calmar Ratio Rank
BTAL Martin Ratio Rank: 00
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.

CBLS vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Changebridge Capital Long/Short Equity ETF (CBLS) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.


CBLSBTALDifference
Sharpe ratioReturn per unit of total volatility

+2.71

Sortino ratioReturn per unit of downside risk

+4.06

Omega ratioGain probability vs. loss probability

1.20

0.74

+0.46

Calmar ratioReturn relative to maximum drawdown

2.21

-0.98

+3.19

Martin ratioReturn relative to average drawdown

5.20

-1.85

+7.05

CBLS vs. BTAL - Sharpe Ratio Comparison

The current CBLS Sharpe Ratio is 1.09, which is higher than the BTAL Sharpe Ratio of -1.62. The chart below compares the historical Sharpe Ratios of CBLS and BTAL, 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

CBLS vs. BTAL - Drawdown Comparison

The maximum CBLS drawdown since its inception was -32.78%, smaller than the maximum BTAL drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for CBLS and BTAL.


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Drawdown Indicators


CBLSBTALDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-52.70%

+19.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-37.81%

+29.66%

Max Drawdown (3Y)

Largest decline over 3 years

-15.27%

-47.83%

+32.56%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-47.83%

+16.59%

Max Drawdown (10Y)

Largest decline over 10 years

-52.70%

Current Drawdown

Current decline from peak

-3.50%

-51.23%

+47.73%

Average Drawdown

Average peak-to-trough decline

-12.70%

-22.05%

+9.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

21.21%

-17.76%

Volatility

CBLS vs. BTAL - Volatility Comparison

The current volatility for Changebridge Capital Long/Short Equity ETF (CBLS) is 8.05%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 9.28%. This indicates that CBLS experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBLSBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

9.28%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

16.73%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.56%

22.83%

-6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

19.10%

-3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

17.36%

-1.08%

CBLS vs. BTAL - Expense Ratio Comparison

CBLS has a 1.95% expense ratio, which is higher than BTAL's 1.40% expense ratio.


Dividends

CBLS vs. BTAL - Dividend Comparison

CBLS's dividend yield for the trailing twelve months is around 0.75%, less than BTAL's 3.18% yield.


PositionTTM20252024202320222021202020192018
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.18%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
CBLS
Changebridge Capital Long/Short Equity ETF
0.75%0.90%0.73%0.44%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CBLS and BTAL have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (9.28%) compared to CBLS (8.05%). In terms of maximum drawdown, CBLS dropped -32.78% vs BTAL's -52.70%.

On 5-year performance, CBLS leads with 5.22% vs -5.21% for BTAL. On fees, BTAL is cheaper at 1.40% per year. On volatility, CBLS has been the lower-risk option at 8.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CBLS has performed better with a 5.22% return vs -5.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BTAL is cheaper with a 1.40% expense ratio, compared with 1.95% for CBLS.

BTAL has the higher dividend yield at 3.18%, compared with 0.75% for CBLS.

CBLS is categorized as Long-Short, while BTAL is Equity Market Neutral. They also come from different issuers: Changebridge Capital LLC and AGF. Their fees differ too: 1.95% for CBLS and 1.40% for BTAL.

CBLS currently has the higher Sharpe Ratio (1.09 vs -1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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