CEQP.TO vs. CCOM.TO

Last updated Jun 4, 2026

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

Performance

CEQP.TO vs. CCOM.TO - Performance Comparison

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

Returns By Period

CEQP.TO

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

CCOM.TO

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

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

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

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

Correlation

The correlation between CEQP.TO and CCOM.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

CEQP.TO vs. CCOM.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.

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

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CEQP.TO	CCOM.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	1.37	0.82	+0.55

Drawdowns

CEQP.TO vs. CCOM.TO - Drawdown Comparison

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

Drawdown Indicators

	CEQP.TO	CCOM.TO	Difference
Max Drawdown Largest peak-to-trough decline	-8.33%	-9.79%	+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	0.00%	-4.45%	+4.45%
Average Drawdown Average peak-to-trough decline	-1.89%	-2.96%	+1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.48%	—

Volatility

Volatility by Period

	CEQP.TO	CCOM.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	16.40%	10.02%	+6.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.40%	8.42%	+7.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.40%	8.42%	+7.98%

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

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

Dividends

CEQP.TO vs. CCOM.TO - Dividend Comparison

CEQP.TO's dividend yield for the trailing twelve months is around 0.01%, less than CCOM.TO's 7.35% 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 CEQP.TO and CCOM.TO in my portfolio?

CEQP.TO and CCOM.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, CEQP.TO or CCOM.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, CEQP.TO or CCOM.TO?

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

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

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