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

Performance

CIC.TO vs. VALT.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 CI Gold Bullion ETF (VALT.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 26.83% return, which is significantly higher than VALT.TO's -7.03% return.


CIC.TO

1D
0.37%
1M
1.17%
6M
27.70%
YTD
26.83%
1Y
56.61%
3Y*
28.74%
5Y*
16.57%
10Y*
13.76%
ALL TIME*
11.63%

VALT.TO

1D
-1.49%
1M
-3.12%
6M
-17.23%
YTD
-7.03%
1Y
18.13%
3Y*
25.59%
5Y*
15.89%
10Y*
ALL TIME*
13.88%
*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$388.70KCA$258.13KCA$198.22K
CA$249.60KCA$225.50KCA$326.65K

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


2026 (YTD)20252024202320222021
CIC.TO
CI Canadian Banks Covered Call Income Class ETF
26.83%35.32%21.30%6.58%-10.99%30.74%
VALT.TO
CI Gold Bullion ETF
-7.03%60.46%25.58%12.35%0.92%-3.19%

Correlation

The correlation between CIC.TO and VALT.TO is 0.18, which is low. Their historical price movements had little consistent relationship.


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

0.18

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2021

0.11

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Return for Risk

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

Compare historical risk-adjusted metric ranks 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: 9797
Sortino Ratio Rank
CIC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CIC.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
CIC.TO Martin Ratio Rank: 9797
Martin Ratio Rank

VALT.TO
VALT.TO Risk / Return Rank: 2828
Overall Rank
VALT.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VALT.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
VALT.TO Omega Ratio Rank: 3232
Omega Ratio Rank
VALT.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
VALT.TO Martin Ratio Rank: 2323
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.

CIC.TO vs. VALT.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 CI Gold Bullion ETF (VALT.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.TOVALT.TODifference
Sharpe ratioReturn per unit of total volatility

+3.71

Sortino ratioReturn per unit of downside risk

+4.58

Omega ratioGain probability vs. loss probability

1.81

1.15

+0.66

Calmar ratioReturn relative to maximum drawdown

6.84

0.77

+6.07

Martin ratioReturn relative to average drawdown

30.63

1.65

+28.98

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

The current CIC.TO Sharpe Ratio is 4.45, which is higher than the VALT.TO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of CIC.TO and VALT.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. VALT.TO - Drawdown Comparison

The maximum CIC.TO drawdown since its inception was -38.55%, which is greater than VALT.TO's maximum drawdown of -27.07%. Use the drawdown chart below to compare losses from any high point for CIC.TO and VALT.TO.


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Drawdown Indicators


CIC.TOVALT.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.55%

-27.07%

-11.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-27.07%

+18.84%

Max Drawdown (3Y)

Largest decline over 3 years

-12.72%

-27.07%

+14.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.34%

-27.07%

+0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-38.55%

Current Drawdown

Current decline from peak

-2.31%

-25.83%

+23.52%

Average Drawdown

Average peak-to-trough decline

-5.45%

-6.32%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

12.55%

-10.72%

Volatility

CIC.TO vs. VALT.TO - Volatility Comparison

The current volatility for CI Canadian Banks Covered Call Income Class ETF (CIC.TO) is 5.63%, while CI Gold Bullion ETF (VALT.TO) has a volatility of 6.01%. This indicates that CIC.TO experiences smaller price fluctuations and is considered to be less risky than VALT.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.TOVALT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

6.01%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

21.25%

-10.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.67%

28.27%

-15.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.96%

18.65%

-5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

18.21%

-1.87%

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

CIC.TO has a 0.87% expense ratio, which is higher than VALT.TO's 0.17% expense ratio.


Dividends

CIC.TO vs. VALT.TO - Dividend Comparison

CIC.TO's dividend yield for the trailing twelve months is around 4.92%, while VALT.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CIC.TO
CI Canadian Banks Covered Call Income Class ETF
4.92%5.17%6.71%7.37%7.64%5.48%9.56%6.16%6.61%5.68%6.72%7.31%
VALT.TO
CI Gold Bullion 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%

Frequently Asked Questions


CIC.TO and VALT.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VALT.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VALT.TO is cheaper with a 0.17% expense ratio, compared with 0.87% for CIC.TO.

CIC.TO is categorized as Financials Equities, while VALT.TO is Gold. Their fees differ too: 0.87% for CIC.TO and 0.17% for VALT.TO.

Portfolio Optimizer

Find the right allocation for CIC.TO and VALT.TO

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