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CGRE.TO vs. HCRE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGRE.TO vs. HCRE.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 Global X Equal Weight Canadian REITs Index Corporate Class ETF (HCRE.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CGRE.TO having a 13.75% return and HCRE.TO slightly lower at 13.66%.


CGRE.TO

1D
0.87%
1M
4.58%
YTD
13.75%
6M
13.80%
1Y
14.66%
3Y*
9.63%
5Y*
4.17%
10Y*

HCRE.TO

1D
0.18%
1M
3.16%
YTD
13.66%
6M
13.82%
1Y
16.23%
3Y*
10.86%
5Y*
4.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGRE.TO vs. HCRE.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CGRE.TO
CI Global REIT Private Pool
13.75%3.39%4.66%11.66%-23.63%35.03%8.96%
HCRE.TO
Global X Equal Weight Canadian REITs Index Corporate Class ETF
13.66%12.54%3.71%0.93%-17.12%33.69%21.31%

Correlation

The correlation between CGRE.TO and HCRE.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.34

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

0.30

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.29

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Return for Risk

CGRE.TO vs. HCRE.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: 4444
Overall Rank
CGRE.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CGRE.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
CGRE.TO Omega Ratio Rank: 5656
Omega Ratio Rank
CGRE.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
CGRE.TO Martin Ratio Rank: 4040
Martin Ratio Rank

HCRE.TO
HCRE.TO Risk / Return Rank: 4545
Overall Rank
HCRE.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HCRE.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
HCRE.TO Omega Ratio Rank: 4343
Omega Ratio Rank
HCRE.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
HCRE.TO Martin Ratio Rank: 4242
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. HCRE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Global REIT Private Pool (CGRE.TO) and Global X Equal Weight Canadian REITs Index Corporate Class ETF (HCRE.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.TOHCRE.TODifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

1.77

2.10

-0.33

Martin ratioReturn relative to average drawdown

5.49

5.90

-0.41

CGRE.TO vs. HCRE.TO - Sharpe Ratio Comparison

The current CGRE.TO Sharpe Ratio is 1.23, which is comparable to the HCRE.TO Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of CGRE.TO and HCRE.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. HCRE.TO - Drawdown Comparison

The maximum CGRE.TO drawdown since its inception was -28.28%, smaller than the maximum HCRE.TO drawdown of -43.39%. Use the drawdown chart below to compare losses from any high point for CGRE.TO and HCRE.TO.


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Drawdown Indicators


CGRE.TOHCRE.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.28%

-43.39%

+15.11%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

-7.76%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

-18.85%

+5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-28.28%

-32.87%

+4.59%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.55%

-12.27%

+2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.76%

-0.08%

Volatility

CGRE.TO vs. HCRE.TO - Volatility Comparison

CI Global REIT Private Pool (CGRE.TO) has a higher volatility of 3.92% compared to Global X Equal Weight Canadian REITs Index Corporate Class ETF (HCRE.TO) at 2.68%. This indicates that CGRE.TO's price experiences larger fluctuations and is considered to be riskier than HCRE.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.TOHCRE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

2.68%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

9.32%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

12.10%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

16.47%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.40%

19.84%

-5.44%

Dividends

CGRE.TO vs. HCRE.TO - Dividend Comparison

CGRE.TO's dividend yield for the trailing twelve months is around 4.46%, while HCRE.TO has not paid dividends to shareholders.


PositionTTM202520242023202220212020
CGRE.TO
CI Global REIT Private Pool
4.46%4.95%4.88%4.86%5.16%3.77%2.84%
HCRE.TO
Global X Equal Weight Canadian REITs Index Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CGRE.TO and HCRE.TO have a correlation of 0.32, 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 Global X.

Portfolio Optimizer

Find the right allocation for CGRE.TO and HCRE.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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