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CIC.TO vs. FIE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIC.TO vs. FIE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Canadian Banks Covered Call Income Class ETF (CIC.TO) and iShares Canadian Financial Monthly Income ETF (FIE.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, CIC.TO achieves a 24.90% return, which is significantly higher than FIE.TO's 14.56% return. Over the past 10 years, CIC.TO has outperformed FIE.TO with an annualized return of 13.82%, while FIE.TO has yielded a comparatively lower 12.31% annualized return.


CIC.TO

1D
0.37%
1M
6.57%
YTD
24.90%
6M
24.90%
1Y
59.88%
3Y*
31.09%
5Y*
16.24%
10Y*
13.82%

FIE.TO

1D
0.09%
1M
4.86%
YTD
14.56%
6M
11.23%
1Y
32.60%
3Y*
26.44%
5Y*
13.03%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIC.TO vs. FIE.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIC.TO
CI Canadian Banks Covered Call Income Class ETF
24.90%36.24%21.30%6.58%-10.99%33.76%1.89%14.12%-8.88%12.14%
FIE.TO
iShares Canadian Financial Monthly Income ETF
14.56%24.36%27.62%12.58%-14.35%27.34%1.33%18.97%-9.12%12.01%

Correlation

The correlation between CIC.TO and FIE.TO is 0.82, 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

0.82

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

0.82

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

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2010

0.72

The correlation between CIC.TO and FIE.TO shifts across timeframes, from 0.72 (all time) to 0.86 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CIC.TO vs. FIE.TO — Risk / Return Rank

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

CIC.TO
CIC.TO Risk / Return Rank: 9797
Overall Rank
CIC.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CIC.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
CIC.TO Omega Ratio Rank: 9898
Omega Ratio Rank
CIC.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CIC.TO Martin Ratio Rank: 9696
Martin Ratio Rank

FIE.TO
FIE.TO Risk / Return Rank: 9090
Overall Rank
FIE.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9595
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
FIE.TO Martin Ratio Rank: 7979
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.

CIC.TO vs. FIE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Canadian Banks Covered Call Income Class ETF (CIC.TO) and iShares Canadian Financial Monthly Income ETF (FIE.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.


CIC.TOFIE.TODifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+2.27

Omega ratioGain probability vs. loss probability

2.02

1.71

+0.31

Calmar ratioReturn relative to maximum drawdown

7.31

4.55

+2.76

Martin ratioReturn relative to average drawdown

34.28

14.80

+19.47

CIC.TO vs. FIE.TO - Sharpe Ratio Comparison

The current CIC.TO Sharpe Ratio is 5.28, which is higher than the FIE.TO Sharpe Ratio of 3.64. The chart below compares the historical Sharpe Ratios of CIC.TO and FIE.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

CIC.TO vs. FIE.TO - Drawdown Comparison

The maximum CIC.TO drawdown since its inception was -38.55%, smaller than the maximum FIE.TO drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for CIC.TO and FIE.TO.


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Drawdown Indicators


CIC.TOFIE.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.55%

-42.24%

+3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-7.19%

-1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-14.32%

-10.70%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.34%

-22.93%

-3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-38.55%

-42.24%

+3.69%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.48%

-4.88%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

2.21%

-0.46%

Volatility

CIC.TO vs. FIE.TO - Volatility Comparison

CI Canadian Banks Covered Call Income Class ETF (CIC.TO) has a higher volatility of 3.21% compared to iShares Canadian Financial Monthly Income ETF (FIE.TO) at 2.54%. This indicates that CIC.TO's price experiences larger fluctuations and is considered to be riskier than FIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIC.TOFIE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.54%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

7.83%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.40%

9.02%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.80%

10.55%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

14.06%

+2.22%

CIC.TO vs. FIE.TO - Expense Ratio Comparison

CIC.TO has a 0.87% expense ratio, which is higher than FIE.TO's 0.74% expense ratio.


Dividends

CIC.TO vs. FIE.TO - Dividend Comparison

CIC.TO's dividend yield for the trailing twelve months is around 4.88%, more than FIE.TO's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
CIC.TO
CI Canadian Banks Covered Call Income Class ETF
4.88%5.72%6.71%7.37%7.64%5.48%9.56%6.16%6.61%5.68%6.72%7.31%
FIE.TO
iShares Canadian Financial Monthly Income ETF
4.34%4.94%5.83%6.98%7.31%5.92%7.10%6.65%7.38%6.28%6.59%7.43%

Frequently Asked Questions


CIC.TO and FIE.TO have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FIE.TO is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FIE.TO is cheaper with a 0.74% expense ratio, compared with 0.87% for CIC.TO.

They also come from different issuers: CI and iShares. Their fees differ too: 0.87% for CIC.TO and 0.74% for FIE.TO.

Portfolio Optimizer

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