CCOM.TO vs. CEQP.TO

Last updated Jun 4, 2026

CCOM.TO (CI Auspice Broad Commodity Fund ETF Hedged Units) and CEQP.TO (CI Equity+ Asset Allocation ETF) are both exchange-traded funds - CCOM.TO is a Commodities fund tracking the Auspice Broad Commodity Excess Return Index, while CEQP.TO is a Diversified Portfolio fund actively managed by CI. CCOM.TO is passively managed, while CEQP.TO is actively managed. At a 0.06 correlation, their price movements are largely independent. CCOM.TO charges 0.73%/yr vs 0.30%/yr for CEQP.TO.

Performance

CCOM.TO vs. CEQP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) and CI Equity+ Asset Allocation ETF (CEQP.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CCOM.TO

• 1D: -0.33%
• 1M: -1.57%
• YTD: 14.12%
• 6M: 13.88%
• 1Y: 21.03%
• 3Y*: 6.60%
• 5Y*: —
• 10Y*: —

CEQP.TO

• 1D: 0.19%
• 1M: 4.99%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CCOM.TO vs. CEQP.TO - Yearly Performance Comparison

	2026 (YTD)
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units	7.28%
CEQP.TO CI Equity+ Asset Allocation ETF	7.21%

Correlation

The correlation between CCOM.TO and CEQP.TO is 0.06, 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 (All Time) Calculated using the full available price history since Jan 29, 2026	0.06

Return for Risk

CCOM.TO vs. CEQP.TO — Risk / Return Rank

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

CCOM.TO

CCOM.TO Risk / Return Rank: 70
CCOM.TO Sharpe Ratio Rank: 62
CCOM.TO Sortino Ratio Rank: 58
CCOM.TO Omega Ratio Rank: 67
CCOM.TO Calmar Ratio Rank: 86
CCOM.TO Martin Ratio Rank: 75

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.

CCOM.TO vs. CEQP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) and CI Equity+ Asset Allocation ETF (CEQP.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.

	CCOM.TO	CEQP.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.11	—	—
Sortino ratio: Return per unit of downside risk	2.76	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	4.75	—	—
Martin ratio: Return relative to average drawdown	14.22	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CCOM.TO	CEQP.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	1.37	-0.55

Drawdowns

CCOM.TO vs. CEQP.TO - Drawdown Comparison

The maximum CCOM.TO drawdown since its inception was -9.79%, which is greater than CEQP.TO's maximum drawdown of -8.33%. Use the drawdown chart below to compare losses from any high point for CCOM.TO and CEQP.TO.

Drawdown Indicators

	CCOM.TO	CEQP.TO	Difference
Max Drawdown Largest peak-to-trough decline	-9.79%	-8.33%	-1.46%
Max Drawdown (1Y) Largest decline over 1 year	-4.45%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-8.18%	—	—
Current Drawdown Current decline from peak	-4.45%	0.00%	-4.45%
Average Drawdown Average peak-to-trough decline	-2.96%	-1.89%	-1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.48%	—	—

Volatility

Volatility by Period

	CCOM.TO	CEQP.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.02%	16.40%	-6.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.42%	16.40%	-7.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.42%	16.40%	-7.98%

CCOM.TO vs. CEQP.TO - Expense Ratio Comparison

CCOM.TO has a 0.73% expense ratio, which is higher than CEQP.TO's 0.30% expense ratio.

Dividends

CCOM.TO vs. CEQP.TO - Dividend Comparison

CCOM.TO's dividend yield for the trailing twelve months is around 7.35%, more than CEQP.TO's 0.01% yield.

Position	TTM	2025	2024	2023
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units	7.35%	3.48%	6.99%	4.21%
CEQP.TO CI Equity+ Asset Allocation ETF	0.01%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CCOM.TO and CEQP.TO in my portfolio?

CCOM.TO and CEQP.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CCOM.TO or CEQP.TO?

On fees, CEQP.TO is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CCOM.TO or CEQP.TO?

CEQP.TO is cheaper with a 0.30% expense ratio, compared with 0.73% for CCOM.TO.

What is the main difference between CCOM.TO and CEQP.TO?

CCOM.TO is categorized as Commodities, while CEQP.TO is Diversified Portfolio. Their fees differ too: 0.73% for CCOM.TO and 0.30% for CEQP.TO.