CGRE.TO vs. FSF.TO
CGRE.TO (CI Global REIT Private Pool) and FSF.TO (CI Global Financial Sector ETF) are both exchange-traded funds - CGRE.TO is a REIT fund actively managed by CI, while FSF.TO is a Financials Equities fund actively managed by CI. Both are actively managed. Over the past 5 years, CGRE.TO returned 3.49%/yr vs 12.50%/yr for FSF.TO. At a 0.19 correlation, their price movements are largely independent.
Performance
CGRE.TO vs. FSF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CGRE.TO achieves a 14.04% return, which is significantly higher than FSF.TO's 6.37% return.
CGRE.TO
- 1D
- 0.09%
- 1M
- 1.82%
- 6M
- 12.69%
- YTD
- 14.04%
- 1Y
- 14.74%
- 3Y*
- 8.79%
- 5Y*
- 3.49%
- 10Y*
- —
FSF.TO
- 1D
- 0.53%
- 1M
- 5.76%
- 6M
- 4.16%
- YTD
- 6.37%
- 1Y
- 16.27%
- 3Y*
- 23.59%
- 5Y*
- 12.50%
- 10Y*
- 21.55%
CGRE.TO vs. FSF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CGRE.TO CI Global REIT Private Pool | 14.04% | 3.39% | 4.66% | 11.66% | -23.63% | 35.03% | 8.96% |
FSF.TO CI Global Financial Sector ETF | 6.37% | 20.68% | 33.83% | 10.49% | -11.77% | 30.71% | 49.56% |
Correlation
The correlation between CGRE.TO and FSF.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.19 |
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Return for Risk
CGRE.TO vs. FSF.TO — Risk / Return Rank
CGRE.TO
FSF.TO
CGRE.TO vs. FSF.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 Global Financial Sector ETF (FSF.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.TO | FSF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.08 | +0.70 |
| Martin ratioReturn relative to average drawdown | 5.52 | 3.17 | +2.36 |
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Drawdowns
CGRE.TO vs. FSF.TO - Drawdown Comparison
The maximum CGRE.TO drawdown since its inception was -28.28%, smaller than the maximum FSF.TO drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for CGRE.TO and FSF.TO.
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Drawdown Indicators
| CGRE.TO | FSF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.28% | -73.78% | +45.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -15.09% | +6.71% |
Max Drawdown (3Y)Largest decline over 3 years | -13.72% | -17.26% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -28.28% | -26.08% | -2.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.78% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.57% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -9.50% | -16.24% | +6.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 5.12% | -2.44% |
Volatility
CGRE.TO vs. FSF.TO - Volatility Comparison
The current volatility for CI Global REIT Private Pool (CGRE.TO) is 3.83%, while CI Global Financial Sector ETF (FSF.TO) has a volatility of 5.19%. This indicates that CGRE.TO experiences smaller price fluctuations and is considered to be less risky than FSF.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.TO | FSF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 5.19% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 13.05% | -3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 15.80% | -3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.92% | 19.39% | -4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.37% | 212.64% | -198.27% |
Dividends
CGRE.TO vs. FSF.TO - Dividend Comparison
CGRE.TO's dividend yield for the trailing twelve months is around 4.45%, more than FSF.TO's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CGRE.TO CI Global REIT Private Pool | 4.45% | 4.95% | 4.88% | 4.86% | 5.16% | 3.77% | 2.84% | 0.00% | 0.00% | 0.00% | 0.00% |
FSF.TO CI Global Financial Sector ETF | 1.37% | 1.28% | 1.41% | 2.10% | 2.35% | 0.74% | 1.28% | 1.91% | 2.30% | 0.96% | 0.79% |
Frequently Asked Questions
CGRE.TO and FSF.TO have a correlation of 0.20, 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 FSF.TO is Financials Equities.
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