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

Performance

CIAI.TO vs. TLF.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 Brompton Tech Leaders Income ETF (TLF.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 19.44% return, which is significantly lower than TLF.TO's 21.68% return.


CIAI.TO

1D
-1.54%
1M
-6.40%
6M
13.47%
YTD
19.44%
1Y
33.36%
3Y*
5Y*
10Y*

TLF.TO

1D
-1.10%
1M
-5.97%
6M
18.82%
YTD
21.68%
1Y
32.76%
3Y*
23.48%
5Y*
16.03%
10Y*
21.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
CIAI.TO
CI Global Artificial Intelligence ETF
19.44%18.84%29.92%
TLF.TO
Brompton Tech Leaders Income ETF
21.68%18.20%12.74%

Correlation

The correlation between CIAI.TO and TLF.TO is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.85

The correlation between CIAI.TO and TLF.TO has been stable across timeframes, ranging from 0.85 to 0.85 - a consistent structural relationship.

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Return for Risk

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

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

CIAI.TO
CIAI.TO Risk / Return Rank: 4141
Overall Rank
CIAI.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CIAI.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
CIAI.TO Omega Ratio Rank: 4040
Omega Ratio Rank
CIAI.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
CIAI.TO Martin Ratio Rank: 3939
Martin Ratio Rank

TLF.TO
TLF.TO Risk / Return Rank: 5353
Overall Rank
TLF.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TLF.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
TLF.TO Omega Ratio Rank: 5050
Omega Ratio Rank
TLF.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
TLF.TO Martin Ratio Rank: 5858
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.

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

This table presents a comparison of risk-adjusted performance metrics for CI Global Artificial Intelligence ETF (CIAI.TO) and Brompton Tech Leaders Income ETF (TLF.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.TOTLF.TODifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.22

1.24

-0.03

Calmar ratioReturn relative to maximum drawdown

1.77

2.23

-0.46

Martin ratioReturn relative to average drawdown

4.87

7.57

-2.70

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

The current CIAI.TO Sharpe Ratio is 1.23, which is comparable to the TLF.TO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of CIAI.TO and TLF.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. TLF.TO - Drawdown Comparison

The maximum CIAI.TO drawdown since its inception was -31.22%, smaller than the maximum TLF.TO drawdown of -37.19%. Use the drawdown chart below to compare losses from any high point for CIAI.TO and TLF.TO.


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Drawdown Indicators


CIAI.TOTLF.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.22%

-37.19%

+5.97%

Max Drawdown (1Y)

Largest decline over 1 year

-18.93%

-14.73%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-24.99%

Max Drawdown (5Y)

Largest decline over 5 years

-37.19%

Max Drawdown (10Y)

Largest decline over 10 years

-37.19%

Current Drawdown

Current decline from peak

-10.02%

-10.89%

+0.87%

Average Drawdown

Average peak-to-trough decline

-6.43%

-7.35%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.87%

4.34%

+2.53%

Volatility

CIAI.TO vs. TLF.TO - Volatility Comparison

The current volatility for CI Global Artificial Intelligence ETF (CIAI.TO) is 10.63%, while Brompton Tech Leaders Income ETF (TLF.TO) has a volatility of 13.70%. This indicates that CIAI.TO experiences smaller price fluctuations and is considered to be less risky than TLF.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.TOTLF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

13.70%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

22.08%

21.97%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

27.21%

24.65%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.17%

25.84%

+3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.17%

24.22%

+4.95%

Dividends

CIAI.TO vs. TLF.TO - Dividend Comparison

CIAI.TO has not paid dividends to shareholders, while TLF.TO's dividend yield for the trailing twelve months is around 5.66%.


PositionTTM20252024202320222021202020192018201720162015
CIAI.TO
CI Global Artificial Intelligence ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLF.TO
Brompton Tech Leaders Income ETF
5.66%5.90%5.86%5.31%6.97%3.40%3.49%4.64%6.05%5.94%7.67%7.63%

Frequently Asked Questions


CIAI.TO and TLF.TO have a correlation of 0.85, 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 Investments and Brompton.

Portfolio Optimizer

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