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CGLO.TO vs. ONEQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGLO.TO vs. ONEQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CIBC Global Growth ETF (CGLO.TO) and CI Global Core Plus Equity ETF (ONEQ.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, CGLO.TO achieves a 5.72% return, which is significantly lower than ONEQ.TO's 14.56% return.


CGLO.TO

1D
-0.81%
1M
0.82%
6M
2.26%
YTD
5.72%
1Y
9.94%
3Y*
10.36%
5Y*
7.12%
10Y*

ONEQ.TO

1D
-0.68%
1M
0.39%
6M
11.89%
YTD
14.56%
1Y
26.90%
3Y*
20.72%
5Y*
13.22%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGLO.TO vs. ONEQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CGLO.TO
CIBC Global Growth ETF
5.72%4.24%17.98%18.74%-14.90%17.27%9.87%
ONEQ.TO
CI Global Core Plus Equity ETF
14.56%17.62%22.45%19.07%-10.74%21.65%15.39%

Correlation

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


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2020

0.32

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Return for Risk

CGLO.TO vs. ONEQ.TO — Risk / Return Rank

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

CGLO.TO
CGLO.TO Risk / Return Rank: 2323
Overall Rank
CGLO.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CGLO.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
CGLO.TO Omega Ratio Rank: 2222
Omega Ratio Rank
CGLO.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGLO.TO Martin Ratio Rank: 2424
Martin Ratio Rank

ONEQ.TO
ONEQ.TO Risk / Return Rank: 8989
Overall Rank
ONEQ.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ONEQ.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
ONEQ.TO Omega Ratio Rank: 9090
Omega Ratio Rank
ONEQ.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
ONEQ.TO Martin Ratio Rank: 9292
Martin Ratio Rank
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.

CGLO.TO vs. ONEQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CIBC Global Growth ETF (CGLO.TO) and CI Global Core Plus Equity ETF (ONEQ.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.


CGLO.TOONEQ.TODifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.13

1.46

-0.33

Calmar ratioReturn relative to maximum drawdown

0.87

4.07

-3.20

Martin ratioReturn relative to average drawdown

2.57

17.98

-15.41

CGLO.TO vs. ONEQ.TO - Sharpe Ratio Comparison

The current CGLO.TO Sharpe Ratio is 0.73, which is lower than the ONEQ.TO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of CGLO.TO and ONEQ.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

CGLO.TO vs. ONEQ.TO - Drawdown Comparison

The maximum CGLO.TO drawdown since its inception was -25.07%, smaller than the maximum ONEQ.TO drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for CGLO.TO and ONEQ.TO.


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Drawdown Indicators


CGLO.TOONEQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-34.40%

+9.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-6.66%

-4.80%

Max Drawdown (3Y)

Largest decline over 3 years

-17.51%

-16.08%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-17.61%

-7.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.40%

Current Drawdown

Current decline from peak

-2.93%

-0.68%

-2.25%

Average Drawdown

Average peak-to-trough decline

-5.38%

-3.70%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

1.51%

+2.37%

Volatility

CGLO.TO vs. ONEQ.TO - Volatility Comparison

CIBC Global Growth ETF (CGLO.TO) has a higher volatility of 5.33% compared to CI Global Core Plus Equity ETF (ONEQ.TO) at 2.84%. This indicates that CGLO.TO's price experiences larger fluctuations and is considered to be riskier than ONEQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGLO.TOONEQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

2.84%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

9.88%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

11.96%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.52%

13.28%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.24%

13.91%

+0.33%

Dividends

CGLO.TO vs. ONEQ.TO - Dividend Comparison

CGLO.TO's dividend yield for the trailing twelve months is around 0.13%, less than ONEQ.TO's 1.59% yield.


PositionTTM2025202420232022202120202019201820172016
CGLO.TO
CIBC Global Growth ETF
0.13%0.14%0.28%0.39%0.31%0.13%0.77%0.00%0.00%0.00%0.00%
ONEQ.TO
CI Global Core Plus Equity ETF
1.59%1.60%1.05%1.53%1.38%0.89%1.22%1.39%0.94%1.03%1.22%

Frequently Asked Questions


CGLO.TO and ONEQ.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.

They also come from different issuers: CIBC and CI.

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