CDLB.TO vs. CCCX.TO
CDLB.TO (CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series) and CCCX.TO (CI Galaxy Core Multi-Crypto ETF) are both exchange-traded funds - CDLB.TO is a Intermediate Core-Plus Bond fund actively managed by CI Global Asset Management, while CCCX.TO is a Cryptocurrency fund actively managed by CI Global Asset Management. Both are actively managed. At a correlation of -0.02, they often move in opposite directions. CDLB.TO charges 0.85%/yr vs 0.50%/yr for CCCX.TO.
Performance
CDLB.TO vs. CCCX.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CDLB.TO achieves a -0.54% return, which is significantly higher than CCCX.TO's -26.82% return.
CDLB.TO
- 1D
- 0.31%
- 1M
- 0.19%
- YTD
- -0.54%
- 6M
- -0.14%
- 1Y
- 3.58%
- 3Y*
- 3.08%
- 5Y*
- -0.60%
- 10Y*
- —
CCCX.TO
- 1D
- -2.21%
- 1M
- -11.33%
- YTD
- -26.82%
- 6M
- -28.69%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CDLB.TO vs. CCCX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CDLB.TO CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series | -0.54% | 2.49% |
CCCX.TO CI Galaxy Core Multi-Crypto ETF | -26.82% | -25.28% |
Correlation
The correlation between CDLB.TO and CCCX.TO is -0.02, 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 Aug 29, 2025 | -0.02 |
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Return for Risk
CDLB.TO vs. CCCX.TO — Risk / Return Rank
CDLB.TO
CCCX.TO
CDLB.TO vs. CCCX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series (CDLB.TO) and CI Galaxy Core Multi-Crypto ETF (CCCX.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.
| CDLB.TO | CCCX.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.40 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | — | — |
| Martin ratioReturn relative to average drawdown | 4.08 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CDLB.TO | CCCX.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | -1.04 | +1.04 |
Drawdowns
CDLB.TO vs. CCCX.TO - Drawdown Comparison
The maximum CDLB.TO drawdown since its inception was -17.06%, smaller than the maximum CCCX.TO drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for CDLB.TO and CCCX.TO.
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Drawdown Indicators
| CDLB.TO | CCCX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.06% | -54.70% | +37.64% |
Max Drawdown (1Y)Largest decline over 1 year | -2.11% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -5.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.06% | — | — |
Current DrawdownCurrent decline from peak | -3.97% | -50.00% | +46.03% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -32.62% | +26.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | — | — |
Volatility
CDLB.TO vs. CCCX.TO - Volatility Comparison
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Volatility by Period
| CDLB.TO | CCCX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.64% | 53.31% | -49.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.25% | 53.31% | -48.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.85% | 53.31% | -48.46% |
CDLB.TO vs. CCCX.TO - Expense Ratio Comparison
CDLB.TO has a 0.85% expense ratio, which is higher than CCCX.TO's 0.50% expense ratio.
Dividends
CDLB.TO vs. CCCX.TO - Dividend Comparison
CDLB.TO's dividend yield for the trailing twelve months is around 4.69%, while CCCX.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CCCX.TO CI Galaxy Core Multi-Crypto ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDLB.TO CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series | 4.69% | 4.45% | 4.35% | 3.60% | 2.81% | 2.38% | 1.14% |
Frequently Asked Questions
CDLB.TO and CCCX.TO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CCCX.TO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CCCX.TO is cheaper with a 0.50% expense ratio, compared with 0.85% for CDLB.TO.
CDLB.TO is categorized as Intermediate Core-Plus Bond, while CCCX.TO is Cryptocurrency. Their fees differ too: 0.85% for CDLB.TO and 0.50% for CCCX.TO.
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