CEQT.TO vs. CEQP.TO

Last updated Jun 4, 2026

CEQT.TO (CI Equity Asset Allocation ETF) and CEQP.TO (CI Equity+ Asset Allocation ETF) are both Diversified Portfolio funds from CI. Both are actively managed. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.30% expense ratio.

Performance

CEQT.TO vs. CEQP.TO - Performance Comparison

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

Returns By Period

CEQT.TO

• 1D: 0.75%
• 1M: 6.45%
• YTD: 13.14%
• 6M: 13.90%
• 1Y: 32.12%
• 3Y*: 22.17%
• 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)

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

	2026 (YTD)
CEQT.TO CI Equity Asset Allocation ETF	8.97%
CEQP.TO CI Equity+ Asset Allocation ETF	7.21%

Correlation

The correlation between CEQT.TO and CEQP.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 29, 2026	0.28

Return for Risk

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

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

CEQT.TO

CEQT.TO Risk / Return Rank: 90
CEQT.TO Sharpe Ratio Rank: 89
CEQT.TO Sortino Ratio Rank: 94
CEQT.TO Omega Ratio Rank: 98
CEQT.TO Calmar Ratio Rank: 83
CEQT.TO Martin Ratio Rank: 86

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.

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

This table presents a comparison of risk-adjusted performance metrics for CI Equity Asset Allocation ETF (CEQT.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.

	CEQT.TO	CEQP.TO	Difference
Sharpe ratio: Return per unit of total volatility	3.05	—	—
Sortino ratio: Return per unit of downside risk	4.90	—	—
Omega ratio: Gain probability vs. loss probability	2.03	—	—
Calmar ratio: Return relative to maximum drawdown	4.44	—	—
Martin ratio: Return relative to average drawdown	17.96	—	—
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

	CEQT.TO	CEQP.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.67	1.37	+0.30

Drawdowns

CEQT.TO vs. CEQP.TO - Drawdown Comparison

The maximum CEQT.TO drawdown since its inception was -14.02%, 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 CEQT.TO and CEQP.TO.

Drawdown Indicators

	CEQT.TO	CEQP.TO	Difference
Max Drawdown Largest peak-to-trough decline	-14.02%	-8.33%	-5.69%
Max Drawdown (1Y) Largest decline over 1 year	-7.26%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.02%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.19%	-1.89%	+0.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	—	—

Volatility

Volatility by Period

	CEQT.TO	CEQP.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.81%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.58%	16.40%	-5.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.11%	16.40%	-3.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.11%	16.40%	-3.29%

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

Both CEQT.TO and CEQP.TO have an expense ratio of 0.30%.

Dividends

CEQT.TO vs. CEQP.TO - Dividend Comparison

CEQT.TO's dividend yield for the trailing twelve months is around 0.90%, more than CEQP.TO's 0.01% yield.

Position	TTM	2025	2024	2023
CEQP.TO CI Equity+ Asset Allocation ETF	0.01%	0.00%	0.00%	0.00%
CEQT.TO CI Equity Asset Allocation ETF	0.90%	1.25%	1.82%	1.06%

Frequently Asked Questions

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

CEQT.TO and CEQP.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

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

CEQT.TO and CEQP.TO have the same expense ratio: 0.30% per year.