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CIAI.TO vs. CCOM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIAI.TO vs. CCOM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Artificial Intelligence ETF (CIAI.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CIAI.TO achieves a 19.72% return, which is significantly higher than CCOM.TO's 14.17% return.


CIAI.TO

1D
2.56%
1M
-4.04%
6M
17.06%
YTD
19.72%
1Y
31.56%
3Y*
5Y*
10Y*
ALL TIME*
31.70%

CCOM.TO

1D
-0.10%
1M
1.72%
6M
9.39%
YTD
14.17%
1Y
23.50%
3Y*
6.82%
5Y*
10Y*
ALL TIME*
6.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$73.22KCA$113.43KCA$307.55K
CA$1.13MCA$1.20MCA$2.71M

CIAI.TO vs. CCOM.TO - Yearly Performance Comparison


2026 (YTD)20252024
CIAI.TO
CI Global Artificial Intelligence ETF
19.72%18.84%29.92%
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
14.17%6.96%0.09%

Correlation

The correlation between CIAI.TO and CCOM.TO is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.03

Correlation (All Time)
Calculated using the full available price history since May 7, 2024

0.05

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Return for Risk

CIAI.TO vs. CCOM.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CIAI.TO
CIAI.TO Risk / Return Rank: 3838
Overall Rank
CIAI.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CIAI.TO Sortino Ratio Rank: 3636
Sortino Ratio Rank
CIAI.TO Omega Ratio Rank: 3737
Omega Ratio Rank
CIAI.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
CIAI.TO Martin Ratio Rank: 3737
Martin Ratio Rank

CCOM.TO
CCOM.TO Risk / Return Rank: 7979
Overall Rank
CCOM.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CCOM.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
CCOM.TO Omega Ratio Rank: 8686
Omega Ratio Rank
CCOM.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
CCOM.TO Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CIAI.TO vs. CCOM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Global Artificial Intelligence ETF (CIAI.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.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.


CIAI.TOCCOM.TODifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.18

1.38

-0.20

Calmar ratioReturn relative to maximum drawdown

1.44

2.70

-1.26

Martin ratioReturn relative to average drawdown

3.79

7.92

-4.14

CIAI.TO vs. CCOM.TO - Sharpe Ratio Comparison

The current CIAI.TO Sharpe Ratio is 0.96, which is lower than the CCOM.TO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of CIAI.TO and CCOM.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

CIAI.TO vs. CCOM.TO - Drawdown Comparison

The maximum CIAI.TO drawdown since its inception was -31.22%, which is greater than CCOM.TO's maximum drawdown of -9.79%. Use the drawdown chart below to compare losses from any high point for CIAI.TO and CCOM.TO.


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Drawdown Indicators


CIAI.TOCCOM.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.22%

-9.79%

-21.43%

Max Drawdown (1Y)

Largest decline over 1 year

-18.93%

-7.73%

-11.20%

Max Drawdown (3Y)

Largest decline over 3 years

-8.18%

Current Drawdown

Current decline from peak

-9.81%

-4.41%

-5.40%

Average Drawdown

Average peak-to-trough decline

-6.50%

-3.07%

-3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

2.70%

+4.50%

Volatility

CIAI.TO vs. CCOM.TO - Volatility Comparison

CI Global Artificial Intelligence ETF (CIAI.TO) has a higher volatility of 10.77% compared to CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) at 2.70%. This indicates that CIAI.TO's price experiences larger fluctuations and is considered to be riskier than CCOM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIAI.TOCCOM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

2.70%

+8.07%

Volatility (6M)

Calculated over the trailing 6-month period

23.36%

8.06%

+15.30%

Volatility (1Y)

Calculated over the trailing 1-year period

28.32%

10.24%

+18.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.48%

8.45%

+21.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.48%

8.45%

+21.03%

CIAI.TO vs. CCOM.TO - Expense Ratio Comparison

CIAI.TO has a 0.50% expense ratio, which is lower than CCOM.TO's 0.73% expense ratio.


Dividends

CIAI.TO vs. CCOM.TO - Dividend Comparison

CIAI.TO has not paid dividends to shareholders, while CCOM.TO's dividend yield for the trailing twelve months is around 13.17%.


PositionTTM202520242023
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
13.17%3.48%6.99%4.21%
CIAI.TO
CI Global Artificial Intelligence ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


CIAI.TO and CCOM.TO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CIAI.TO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CIAI.TO is cheaper with a 0.50% expense ratio, compared with 0.73% for CCOM.TO.

CIAI.TO is categorized as Artificial Intelligence, while CCOM.TO is Commodities. Their fees differ too: 0.50% for CIAI.TO and 0.73% for CCOM.TO.

Portfolio Optimizer

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