CGRA.TO vs. ZWQT.TO
CGRA.TO (CI Global Real Asset Private Pool) and ZWQT.TO (BMO Global Enhanced Income Fund Series ETF) are both Global Allocation funds. Both are actively managed. Over the past 3 years, CGRA.TO returned 13.99%/yr vs 18.03%/yr for ZWQT.TO. At a 0.15 correlation, their price movements are largely independent.
Performance
CGRA.TO vs. ZWQT.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CGRA.TO having a 15.15% return and ZWQT.TO slightly lower at 15.05%.
CGRA.TO
- 1D
- 0.00%
- 1M
- 3.45%
- YTD
- 15.15%
- 6M
- 15.15%
- 1Y
- 17.05%
- 3Y*
- 13.99%
- 5Y*
- 7.84%
- 10Y*
- —
ZWQT.TO
- 1D
- 0.54%
- 1M
- 2.70%
- YTD
- 15.05%
- 6M
- 15.24%
- 1Y
- 29.40%
- 3Y*
- 18.03%
- 5Y*
- —
- 10Y*
- —
CGRA.TO vs. ZWQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CGRA.TO CI Global Real Asset Private Pool | 15.15% | 7.16% | 10.58% | 6.46% |
ZWQT.TO BMO Global Enhanced Income Fund Series ETF | 15.05% | 14.08% | 17.82% | 6.60% |
Correlation
The correlation between CGRA.TO and ZWQT.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2023 | 0.15 |
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Return for Risk
CGRA.TO vs. ZWQT.TO — Risk / Return Rank
CGRA.TO
ZWQT.TO
CGRA.TO vs. ZWQT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Global Real Asset Private Pool (CGRA.TO) and BMO Global Enhanced Income Fund Series ETF (ZWQT.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.
| CGRA.TO | ZWQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.70 | 1.59 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 5.40 | -2.73 |
| Martin ratioReturn relative to average drawdown | 9.91 | 22.17 | -12.26 |
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Drawdowns
CGRA.TO vs. ZWQT.TO - Drawdown Comparison
The maximum CGRA.TO drawdown since its inception was -16.03%, which is greater than ZWQT.TO's maximum drawdown of -14.93%. Use the drawdown chart below to compare losses from any high point for CGRA.TO and ZWQT.TO.
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Drawdown Indicators
| CGRA.TO | ZWQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -14.93% | -1.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.43% | -5.47% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -7.89% | -14.93% | +7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -16.03% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.45% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -1.47% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 1.33% | +0.40% |
Volatility
CGRA.TO vs. ZWQT.TO - Volatility Comparison
The current volatility for CI Global Real Asset Private Pool (CGRA.TO) is 2.67%, while BMO Global Enhanced Income Fund Series ETF (ZWQT.TO) has a volatility of 3.67%. This indicates that CGRA.TO experiences smaller price fluctuations and is considered to be less risky than ZWQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGRA.TO | ZWQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 3.67% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 7.66% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.43% | 9.70% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.12% | 11.02% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.68% | 11.02% | +0.66% |
Dividends
CGRA.TO vs. ZWQT.TO - Dividend Comparison
CGRA.TO's dividend yield for the trailing twelve months is around 3.56%, less than ZWQT.TO's 4.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CGRA.TO CI Global Real Asset Private Pool | 3.56% | 4.02% | 4.14% | 4.39% | 4.46% | 3.89% | 2.61% |
ZWQT.TO BMO Global Enhanced Income Fund Series ETF | 4.94% | 5.54% | 5.96% | 3.30% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CGRA.TO and ZWQT.TO have a correlation of 0.13, 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: CI and BMO.
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