CCOM.TO vs. CGRA.TO
CCOM.TO (CI Auspice Broad Commodity Fund ETF Hedged Units) and CGRA.TO (CI Global Real Asset Private Pool) are both exchange-traded funds - CCOM.TO is a Commodities fund tracking the Auspice Broad Commodity Excess Return Index, while CGRA.TO is a Global Allocation fund actively managed by CI. CCOM.TO is passively managed, while CGRA.TO is actively managed. Over the past 3 years, CCOM.TO returned 7.07%/yr vs 13.44%/yr for CGRA.TO. At a 0.02 correlation, their price movements are largely independent.
Performance
CCOM.TO vs. CGRA.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CCOM.TO achieves a 14.45% return, which is significantly lower than CGRA.TO's 15.99% return.
CCOM.TO
- 1D
- 0.20%
- 1M
- 2.26%
- 6M
- 10.53%
- YTD
- 14.45%
- 1Y
- 21.26%
- 3Y*
- 7.07%
- 5Y*
- —
- 10Y*
- —
CGRA.TO
- 1D
- 0.15%
- 1M
- 1.78%
- 6M
- 12.41%
- YTD
- 15.99%
- 1Y
- 18.58%
- 3Y*
- 13.44%
- 5Y*
- 7.86%
- 10Y*
- —
CCOM.TO vs. CGRA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 14.45% | 6.96% | 5.90% | -2.46% | 1.40% |
CGRA.TO CI Global Real Asset Private Pool | 15.99% | 7.16% | 10.58% | 6.33% | 3.84% |
Correlation
The correlation between CCOM.TO and CGRA.TO is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2022 | 0.02 |
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Return for Risk
CCOM.TO vs. CGRA.TO — Risk / Return Rank
CCOM.TO
CGRA.TO
CCOM.TO vs. CGRA.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 Global Real Asset Private Pool (CGRA.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.
| CCOM.TO | CGRA.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.75 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.91 | -0.15 |
| Martin ratioReturn relative to average drawdown | 8.08 | 10.82 | -2.74 |
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Drawdowns
CCOM.TO vs. CGRA.TO - Drawdown Comparison
The maximum CCOM.TO drawdown since its inception was -9.79%, smaller than the maximum CGRA.TO drawdown of -16.03%. Use the drawdown chart below to compare losses from any high point for CCOM.TO and CGRA.TO.
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Drawdown Indicators
| CCOM.TO | CGRA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.79% | -16.03% | +6.24% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -6.43% | -1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -8.18% | -7.89% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.03% | — |
Current DrawdownCurrent decline from peak | -4.17% | -0.04% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -3.07% | -3.80% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 1.72% | +0.92% |
Volatility
CCOM.TO vs. CGRA.TO - Volatility Comparison
CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) has a higher volatility of 2.86% compared to CI Global Real Asset Private Pool (CGRA.TO) at 1.25%. This indicates that CCOM.TO's price experiences larger fluctuations and is considered to be riskier than CGRA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCOM.TO | CGRA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 1.25% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.45% | 6.75% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 8.45% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.44% | 12.12% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.44% | 11.63% | -3.19% |
Dividends
CCOM.TO vs. CGRA.TO - Dividend Comparison
CCOM.TO's dividend yield for the trailing twelve months is around 13.14%, more than CGRA.TO's 3.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 13.14% | 3.48% | 6.99% | 4.21% | 0.00% | 0.00% | 0.00% |
CGRA.TO CI Global Real Asset Private Pool | 3.53% | 4.02% | 4.14% | 4.39% | 4.46% | 3.89% | 2.61% |
Frequently Asked Questions
CCOM.TO and CGRA.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCOM.TO is categorized as Commodities, while CGRA.TO is Global Allocation.
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