CCOM.TO vs. EHE.TO
CCOM.TO (CI Auspice Broad Commodity Fund ETF Hedged Units) and EHE.TO (CI Europe Hedged Equity Index ETF) are both exchange-traded funds - CCOM.TO is a Commodities fund tracking the Auspice Broad Commodity Excess Return Index, while EHE.TO is a Europe Equities fund tracking the WisdomTree Europe CAD-Hedged Equity Index. Both are passively managed. Over the past 3 years, CCOM.TO returned 3.76%/yr vs 12.63%/yr for EHE.TO. At a 0.05 correlation, their price movements are largely independent.
Performance
CCOM.TO vs. EHE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CCOM.TO achieves a 4.46% return, which is significantly lower than EHE.TO's 7.29% return.
CCOM.TO
- 1D
- -6.13%
- 1M
- -11.42%
- YTD
- 4.46%
- 6M
- 3.98%
- 1Y
- 12.63%
- 3Y*
- 3.76%
- 5Y*
- —
- 10Y*
- —
EHE.TO
- 1D
- -1.08%
- 1M
- 2.24%
- YTD
- 7.29%
- 6M
- 7.63%
- 1Y
- 20.04%
- 3Y*
- 12.63%
- 5Y*
- 9.99%
- 10Y*
- —
CCOM.TO vs. EHE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 4.46% | 6.96% | 5.90% | -2.46% | 1.40% |
EHE.TO CI Europe Hedged Equity Index ETF | 7.29% | 22.91% | 4.20% | 22.26% | 12.01% |
Correlation
The correlation between CCOM.TO and EHE.TO is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2022 | 0.05 |
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Return for Risk
CCOM.TO vs. EHE.TO — Risk / Return Rank
CCOM.TO
EHE.TO
CCOM.TO vs. EHE.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 Europe Hedged Equity Index ETF (EHE.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 | EHE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.71 | -0.69 |
| Martin ratioReturn relative to average drawdown | 5.64 | 6.43 | -0.79 |
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Drawdowns
CCOM.TO vs. EHE.TO - Drawdown Comparison
The maximum CCOM.TO drawdown since its inception was -12.54%, smaller than the maximum EHE.TO drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for CCOM.TO and EHE.TO.
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Drawdown Indicators
| CCOM.TO | EHE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.54% | -38.20% | +25.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -11.85% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -12.54% | -16.30% | +3.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.91% | — |
Current DrawdownCurrent decline from peak | -12.54% | -1.08% | -11.46% |
Average DrawdownAverage peak-to-trough decline | -3.02% | -5.33% | +2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 3.13% | -0.89% |
Volatility
CCOM.TO vs. EHE.TO - Volatility Comparison
CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) has a higher volatility of 6.60% compared to CI Europe Hedged Equity Index ETF (EHE.TO) at 5.45%. This indicates that CCOM.TO's price experiences larger fluctuations and is considered to be riskier than EHE.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 | EHE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 5.45% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 13.32% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.96% | 16.40% | -4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.00% | 18.09% | -9.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.00% | 17.46% | -8.46% |
Dividends
CCOM.TO vs. EHE.TO - Dividend Comparison
CCOM.TO's dividend yield for the trailing twelve months is around 8.03%, more than EHE.TO's 2.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units | 8.03% | 3.48% | 6.99% | 4.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EHE.TO CI Europe Hedged Equity Index ETF | 0.67% | 2.16% | 4.38% | 3.30% | 2.19% | 1.90% | 2.55% | 2.02% | 2.08% | 1.37% | 0.13% |
Frequently Asked Questions
CCOM.TO and EHE.TO have a correlation of 0.03, 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 EHE.TO is Europe Equities. CCOM.TO tracks Auspice Broad Commodity Excess Return Index, while EHE.TO tracks WisdomTree Europe CAD-Hedged Equity Index.
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