CGR.TO vs. FTGC
CGR.TO (iShares Global Real Estate Index ETF) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both exchange-traded funds - CGR.TO is a REIT fund tracking the Morningstar DM REIT NR CAD, while FTGC is a Commodities fund actively managed by First Trust. CGR.TO is passively managed, while FTGC is actively managed. Over the past 10 years, CGR.TO returned 3.96%/yr vs 8.55%/yr for FTGC. At a 0.04 correlation, their price movements are largely independent. CGR.TO charges 0.72%/yr vs 0.95%/yr for FTGC.
Performance
CGR.TO vs. FTGC - Performance Comparison
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Different Trading Currencies
CGR.TO is traded in CAD, while FTGC is traded in USD. To make them comparable, the FTGC values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CGR.TO achieves a 7.84% return, which is significantly lower than FTGC's 28.77% return. Over the past 10 years, CGR.TO has underperformed FTGC with an annualized return of 3.96%, while FTGC has yielded a comparatively higher 8.55% annualized return.
CGR.TO
- 1D
- -0.12%
- 1M
- -0.61%
- YTD
- 7.84%
- 6M
- 6.09%
- 1Y
- 9.02%
- 3Y*
- 9.97%
- 5Y*
- 3.60%
- 10Y*
- 3.96%
FTGC
- 1D
- -0.04%
- 1M
- -0.68%
- YTD
- 28.77%
- 6M
- 25.58%
- 1Y
- 43.14%
- 3Y*
- 19.51%
- 5Y*
- 16.31%
- 10Y*
- 8.55%
CGR.TO vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGR.TO iShares Global Real Estate Index ETF | 7.84% | 2.56% | 9.99% | 7.58% | -21.75% | 28.98% | -9.40% | 14.90% | 2.92% | 3.32% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 28.77% | 9.36% | 19.41% | -7.45% | 25.72% | 26.79% | 0.44% | 1.17% | -5.35% | -3.81% |
Correlation
The correlation between CGR.TO and FTGC is -0.08, 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 (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013 | 0.04 |
The correlation between CGR.TO and FTGC shifts across timeframes, from -0.08 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CGR.TO vs. FTGC — Risk / Return Rank
CGR.TO
FTGC
CGR.TO vs. FTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Real Estate Index ETF (CGR.TO) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.
| CGR.TO | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.50 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 6.28 | -5.33 |
| Martin ratioReturn relative to average drawdown | 3.03 | 19.16 | -16.14 |
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
| CGR.TO | FTGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 2.85 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 1.11 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.64 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.45 | -0.17 |
Drawdowns
CGR.TO vs. FTGC - Drawdown Comparison
The maximum CGR.TO drawdown since its inception was -52.90%, which is greater than FTGC's maximum drawdown of -47.68%. Use the drawdown chart below to compare losses from any high point for CGR.TO and FTGC.
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Drawdown Indicators
| CGR.TO | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.90% | -47.68% | -5.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -6.91% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -14.40% | -10.56% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -28.76% | -18.62% | -10.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.71% | -29.16% | -4.55% |
Current DrawdownCurrent decline from peak | -2.99% | -3.25% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -20.49% | +10.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.26% | +0.73% |
Volatility
CGR.TO vs. FTGC - Volatility Comparison
The current volatility for iShares Global Real Estate Index ETF (CGR.TO) is 3.77%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 4.63%. This indicates that CGR.TO experiences smaller price fluctuations and is considered to be less risky than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGR.TO | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 4.63% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 12.67% | -2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 15.21% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 14.85% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 13.50% | +3.06% |
CGR.TO vs. FTGC - Expense Ratio Comparison
CGR.TO has a 0.72% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
CGR.TO vs. FTGC - Dividend Comparison
CGR.TO's dividend yield for the trailing twelve months is around 2.33%, less than FTGC's 15.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGR.TO iShares Global Real Estate Index ETF | 2.33% | 2.51% | 2.52% | 2.59% | 2.40% | 1.70% | 2.22% | 2.10% | 2.54% | 4.25% | 2.83% | 2.97% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.08% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% | 0.00% | 0.00% |
Frequently Asked Questions
CGR.TO and FTGC have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CGR.TO is cheaper at 0.72% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CGR.TO is cheaper with a 0.72% expense ratio, compared with 0.95% for FTGC.
CGR.TO is categorized as REIT, while FTGC is Commodities. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.72% for CGR.TO and 0.95% for FTGC.
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