CGRE.TO vs. REIT.TO
CGRE.TO (CI Global REIT Private Pool) and REIT.TO (Global X Equal Weight Canadian REITs Index ETF) are both REIT funds. CGRE.TO is actively managed, while REIT.TO is passively managed. Over the past year, CGRE.TO returned 14.74% vs 17.32% for REIT.TO. At a 0.28 correlation, their price movements are largely independent.
Performance
CGRE.TO vs. REIT.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with CGRE.TO having a 14.04% return and REIT.TO slightly higher at 14.72%.
CGRE.TO
- 1D
- 0.09%
- 1M
- 1.82%
- 6M
- 12.69%
- YTD
- 14.04%
- 1Y
- 14.74%
- 3Y*
- 8.79%
- 5Y*
- 3.49%
- 10Y*
- —
REIT.TO
- 1D
- 0.49%
- 1M
- 1.90%
- 6M
- 9.20%
- YTD
- 14.72%
- 1Y
- 17.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CGRE.TO vs. REIT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CGRE.TO CI Global REIT Private Pool | 14.04% | 2.80% |
REIT.TO Global X Equal Weight Canadian REITs Index ETF | 14.72% | 12.44% |
Correlation
The correlation between CGRE.TO and REIT.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2025 | 0.28 |
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Return for Risk
CGRE.TO vs. REIT.TO — Risk / Return Rank
CGRE.TO
REIT.TO
CGRE.TO vs. REIT.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 ETF (REIT.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 | REIT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 2.42 | -0.64 |
| Martin ratioReturn relative to average drawdown | 5.52 | 7.13 | -1.60 |
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Drawdowns
CGRE.TO vs. REIT.TO - Drawdown Comparison
The maximum CGRE.TO drawdown since its inception was -28.28%, which is greater than REIT.TO's maximum drawdown of -7.19%. Use the drawdown chart below to compare losses from any high point for CGRE.TO and REIT.TO.
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Drawdown Indicators
| CGRE.TO | REIT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.28% | -7.19% | -21.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -7.19% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -13.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.28% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.21% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -9.50% | -1.58% | -7.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.44% | +0.24% |
Volatility
CGRE.TO vs. REIT.TO - Volatility Comparison
CI Global REIT Private Pool (CGRE.TO) has a higher volatility of 3.83% compared to Global X Equal Weight Canadian REITs Index ETF (REIT.TO) at 2.78%. This indicates that CGRE.TO's price experiences larger fluctuations and is considered to be riskier than REIT.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 | REIT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 2.78% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 9.71% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 12.66% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.92% | 12.81% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.37% | 12.81% | +1.56% |
Dividends
CGRE.TO vs. REIT.TO - Dividend Comparison
CGRE.TO's dividend yield for the trailing twelve months is around 4.45%, more than REIT.TO's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CGRE.TO CI Global REIT Private Pool | 4.45% | 4.95% | 4.88% | 4.86% | 5.16% | 3.77% | 2.84% |
REIT.TO Global X Equal Weight Canadian REITs Index ETF | 4.25% | 3.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CGRE.TO and REIT.TO have a correlation of 0.29, 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.
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