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CEQT.TO vs. CSAV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEQT.TO vs. CSAV.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 High Interest Savings ETF (CSAV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEQT.TO achieves a 13.51% return, which is significantly higher than CSAV.TO's 1.18% return.


CEQT.TO

1D
-0.37%
1M
-1.17%
6M
11.24%
YTD
13.51%
1Y
26.14%
3Y*
21.50%
5Y*
10Y*
ALL TIME*
20.74%

CSAV.TO

1D
0.02%
1M
0.15%
6M
1.01%
YTD
1.18%
1Y
2.17%
3Y*
3.44%
5Y*
3.13%
10Y*
ALL TIME*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$4.87KCA$10.66KCA$16.79K
CA$1.49MCA$1.26MCA$1.48M

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


2026 (YTD)202520242023
CEQT.TO
CI Equity Asset Allocation ETF
13.51%18.84%27.38%6.47%
CSAV.TO
CI High Interest Savings ETF
1.18%2.54%4.43%3.23%

Correlation

The correlation between CEQT.TO and CSAV.TO is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.02

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (All Time)
Calculated using the full available price history since May 17, 2023

-0.00

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Return for Risk

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

Compare historical risk-adjusted metric ranks over the past 12 months.

CEQT.TO
CEQT.TO Risk / Return Rank: 9191
Overall Rank
CEQT.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CEQT.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
CEQT.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CEQT.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
CEQT.TO Martin Ratio Rank: 8888
Martin Ratio Rank

CSAV.TO
CSAV.TO Risk / Return Rank: 9999
Overall Rank
CSAV.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSAV.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSAV.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CSAV.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSAV.TO Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CEQT.TO vs. CSAV.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 High Interest Savings ETF (CSAV.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.


CEQT.TOCSAV.TODifference
Sharpe ratioReturn per unit of total volatility

-6.24

Sortino ratioReturn per unit of downside risk

-15.92

Omega ratioGain probability vs. loss probability

1.73

4.54

-2.81

Calmar ratioReturn relative to maximum drawdown

3.63

108.77

-105.14

Martin ratioReturn relative to average drawdown

14.11

301.45

-287.34

CEQT.TO vs. CSAV.TO - Sharpe Ratio Comparison

The current CEQT.TO Sharpe Ratio is 2.38, which is lower than the CSAV.TO Sharpe Ratio of 8.62. The chart below compares the historical Sharpe Ratios of CEQT.TO and CSAV.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CEQT.TO vs. CSAV.TO - Drawdown Comparison

The maximum CEQT.TO drawdown since its inception was -14.02%, which is greater than CSAV.TO's maximum drawdown of -0.02%. Use the drawdown chart below to compare losses from any high point for CEQT.TO and CSAV.TO.


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Drawdown Indicators


CEQT.TOCSAV.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.02%

-0.02%

-14.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

-0.02%

-7.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-0.02%

-14.00%

Max Drawdown (5Y)

Largest decline over 5 years

-0.02%

Current Drawdown

Current decline from peak

-1.64%

0.00%

-1.64%

Average Drawdown

Average peak-to-trough decline

-1.17%

0.00%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

0.01%

+1.85%

Volatility

CEQT.TO vs. CSAV.TO - Volatility Comparison

CI Equity Asset Allocation ETF (CEQT.TO) has a higher volatility of 1.60% compared to CI High Interest Savings ETF (CSAV.TO) at 0.07%. This indicates that CEQT.TO's price experiences larger fluctuations and is considered to be riskier than CSAV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEQT.TOCSAV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

0.07%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

0.18%

+8.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.07%

0.25%

+10.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

0.28%

+12.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.93%

0.27%

+12.66%

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

CEQT.TO has a 0.30% expense ratio, which is higher than CSAV.TO's 0.15% expense ratio.


Dividends

CEQT.TO vs. CSAV.TO - Dividend Comparison

CEQT.TO's dividend yield for the trailing twelve months is around 1.09%, less than CSAV.TO's 2.16% yield.


PositionTTM2025202420232022202120202019
CEQT.TO
CI Equity Asset Allocation ETF
1.09%1.25%1.82%1.06%0.00%0.00%0.00%0.00%
CSAV.TO
CI High Interest Savings ETF
2.16%2.53%4.40%4.90%2.15%0.57%0.89%1.14%

Frequently Asked Questions


CEQT.TO and CSAV.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, CSAV.TO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSAV.TO is cheaper with a 0.15% expense ratio, compared with 0.30% for CEQT.TO.

CEQT.TO is categorized as Diversified Portfolio, while CSAV.TO is Money Market. Their fees differ too: 0.30% for CEQT.TO and 0.15% for CSAV.TO.

Portfolio Optimizer

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