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CGR.TO vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGR.TO vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Real Estate Index ETF (CGR.TO) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

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

CGR.TO vs. FTGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CGR.TO
CGR.TO Risk / Return Rank: 2121
Overall Rank
CGR.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CGR.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
CGR.TO Omega Ratio Rank: 2020
Omega Ratio Rank
CGR.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGR.TO Martin Ratio Rank: 2424
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 8181
Overall Rank
FTGC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTGC Omega Ratio Rank: 7777
Omega Ratio Rank
FTGC Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTGC Martin Ratio Rank: 8484
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.

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.TOFTGCDifference
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

CGR.TO vs. FTGC - Sharpe Ratio Comparison

The current CGR.TO Sharpe Ratio is 0.72, which is lower than the FTGC Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of CGR.TO and FTGC, 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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Sharpe Ratios by Period


CGR.TOFTGCDifference

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.TOFTGCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.99%

-3.25%

+0.26%

Average Drawdown

Average peak-to-trough decline

-9.98%

-20.49%

+10.51%

Ulcer Index

Depth 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.TOFTGCDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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