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CGRE.TO vs. ETHX-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGRE.TO vs. ETHX-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global REIT Private Pool (CGRE.TO) and CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CGRE.TO is traded in CAD, while ETHX-U.TO is traded in USD. To make them comparable, the ETHX-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CGRE.TO achieves a 13.94% return, which is significantly higher than ETHX-U.TO's -33.52% return.


CGRE.TO

1D
0.00%
1M
3.04%
6M
10.19%
YTD
13.94%
1Y
13.84%
3Y*
9.00%
5Y*
3.10%
10Y*
ALL TIME*
7.34%

ETHX-U.TO

1D
1.80%
1M
13.01%
6M
-34.97%
YTD
-33.52%
1Y
-47.44%
3Y*
2.10%
5Y*
0.40%
10Y*
ALL TIME*
-1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGRE.TO vs. ETHX-U.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CGRE.TO
CI Global REIT Private Pool
13.94%3.39%4.66%11.66%-23.63%24.61%
ETHX-U.TO
CI Galaxy Ethereum ETF (US$ Series)
-33.52%-15.57%55.61%88.71%-65.91%66.78%

Correlation

The correlation between CGRE.TO and ETHX-U.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.08

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

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2021

0.10

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Return for Risk

CGRE.TO vs. ETHX-U.TO — Risk / Return Rank

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

CGRE.TO
CGRE.TO Risk / Return Rank: 5050
Overall Rank
CGRE.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CGRE.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
CGRE.TO Omega Ratio Rank: 6767
Omega Ratio Rank
CGRE.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
CGRE.TO Martin Ratio Rank: 4444
Martin Ratio Rank

ETHX-U.TO
ETHX-U.TO Risk / Return Rank: 44
Overall Rank
ETHX-U.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ETHX-U.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
ETHX-U.TO Omega Ratio Rank: 44
Omega Ratio Rank
ETHX-U.TO Calmar Ratio Rank: 44
Calmar Ratio Rank
ETHX-U.TO Martin Ratio Rank: 44
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.

CGRE.TO vs. ETHX-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Global REIT Private Pool (CGRE.TO) and CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.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.


CGRE.TOETHX-U.TODifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.78

Omega ratioGain probability vs. loss probability

1.30

0.90

+0.40

Calmar ratioReturn relative to maximum drawdown

1.75

-0.70

+2.45

Martin ratioReturn relative to average drawdown

5.45

-1.06

+6.51

CGRE.TO vs. ETHX-U.TO - Sharpe Ratio Comparison

The current CGRE.TO Sharpe Ratio is 1.22, which is higher than the ETHX-U.TO Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of CGRE.TO and ETHX-U.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

CGRE.TO vs. ETHX-U.TO - Drawdown Comparison

The maximum CGRE.TO drawdown since its inception was -28.28%, smaller than the maximum ETHX-U.TO drawdown of -78.30%. Use the drawdown chart below to compare losses from any high point for CGRE.TO and ETHX-U.TO.


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Drawdown Indicators


CGRE.TOETHX-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.28%

-78.30%

+50.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

-67.75%

+59.37%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

-67.75%

+54.03%

Max Drawdown (5Y)

Largest decline over 5 years

-28.28%

-78.30%

+50.02%

Current Drawdown

Current decline from peak

-0.09%

-60.01%

+59.92%

Average Drawdown

Average peak-to-trough decline

-9.47%

-43.17%

+33.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

44.66%

-41.98%

Volatility

CGRE.TO vs. ETHX-U.TO - Volatility Comparison

The current volatility for CI Global REIT Private Pool (CGRE.TO) is 1.76%, while CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.TO) has a volatility of 14.86%. This indicates that CGRE.TO experiences smaller price fluctuations and is considered to be less risky than ETHX-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGRE.TOETHX-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

14.86%

-13.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

46.16%

-37.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

67.20%

-55.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

71.08%

-56.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.35%

73.93%

-59.58%

Dividends

CGRE.TO vs. ETHX-U.TO - Dividend Comparison

CGRE.TO's dividend yield for the trailing twelve months is around 4.45%, while ETHX-U.TO has not paid dividends to shareholders.


PositionTTM202520242023202220212020
CGRE.TO
CI Global REIT Private Pool
4.45%4.95%4.88%4.86%5.16%3.77%2.84%
ETHX-U.TO
CI Galaxy Ethereum ETF (US$ Series)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CGRE.TO and ETHX-U.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGRE.TO is categorized as REIT, while ETHX-U.TO is Cryptocurrency.

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