CIE.NEO vs. NNRG.NEO
CIE.NEO (iShares International Fundamental Common Class) and NNRG.NEO (Ninepoint Energy ETF) are both exchange-traded funds - CIE.NEO is a Global Equities fund tracking the FTSE RAFI Developed ex US 1000 Index, while NNRG.NEO is a Energy Equities fund tracking the S&P/TSX Capped Energy Total Return Index. Both are passively managed. Over the past 5 years, CIE.NEO returned 15.60%/yr vs 34.11%/yr for NNRG.NEO. At a 0.22 correlation, their price movements are largely independent. CIE.NEO charges 0.73%/yr vs 1.79%/yr for NNRG.NEO.
Performance
CIE.NEO vs. NNRG.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, CIE.NEO achieves a 18.32% return, which is significantly lower than NNRG.NEO's 47.23% return.
CIE.NEO
- 1D
- 0.42%
- 1M
- 6.88%
- YTD
- 18.32%
- 6M
- 20.08%
- 1Y
- 40.12%
- 3Y*
- 24.89%
- 5Y*
- 15.60%
- 10Y*
- 11.97%
NNRG.NEO
- 1D
- 1.12%
- 1M
- -0.66%
- YTD
- 47.23%
- 6M
- 39.75%
- 1Y
- 71.20%
- 3Y*
- 26.98%
- 5Y*
- 34.11%
- 10Y*
- —
CIE.NEO vs. NNRG.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CIE.NEO iShares International Fundamental Common Class | 18.32% | 34.92% | 12.83% | 15.59% | -2.83% | 5.68% |
NNRG.NEO Ninepoint Energy ETF | 47.23% | 19.14% | 13.26% | -4.21% | 66.18% | 55.91% |
Correlation
The correlation between CIE.NEO and NNRG.NEO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 12, 2021 | 0.22 |
The correlation between CIE.NEO and NNRG.NEO shifts across timeframes, from -0.03 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CIE.NEO vs. NNRG.NEO — Risk / Return Rank
CIE.NEO
NNRG.NEO
CIE.NEO vs. NNRG.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Fundamental Common Class (CIE.NEO) and Ninepoint Energy ETF (NNRG.NEO). 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.
| CIE.NEO | NNRG.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.48 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 6.60 | -2.97 |
| Martin ratioReturn relative to average drawdown | 15.02 | 13.91 | +1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CIE.NEO | NNRG.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.89 | 2.92 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.99 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.08 | -0.64 |
Drawdowns
CIE.NEO vs. NNRG.NEO - Drawdown Comparison
The maximum CIE.NEO drawdown since its inception was -40.08%, which is greater than NNRG.NEO's maximum drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for CIE.NEO and NNRG.NEO.
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Drawdown Indicators
| CIE.NEO | NNRG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.08% | -35.78% | -4.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -10.84% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -23.52% | +8.08% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -35.78% | +15.23% |
Max Drawdown (10Y)Largest decline over 10 years | -40.08% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.63% | +3.63% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -9.58% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 5.14% | -2.46% |
Volatility
CIE.NEO vs. NNRG.NEO - Volatility Comparison
The current volatility for iShares International Fundamental Common Class (CIE.NEO) is 4.82%, while Ninepoint Energy ETF (NNRG.NEO) has a volatility of 10.30%. This indicates that CIE.NEO experiences smaller price fluctuations and is considered to be less risky than NNRG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIE.NEO | NNRG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 10.30% | -5.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 20.65% | -9.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 24.55% | -10.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 34.60% | -20.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 34.55% | -16.37% |
CIE.NEO vs. NNRG.NEO - Expense Ratio Comparison
CIE.NEO has a 0.73% expense ratio, which is lower than NNRG.NEO's 1.79% expense ratio.
Dividends
CIE.NEO vs. NNRG.NEO - Dividend Comparison
CIE.NEO's dividend yield for the trailing twelve months is around 2.11%, more than NNRG.NEO's 0.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIE.NEO iShares International Fundamental Common Class | 2.11% | 2.53% | 2.82% | 3.08% | 3.32% | 2.89% | 2.15% | 3.63% | 3.12% | 2.67% | 2.80% | 2.44% |
NNRG.NEO Ninepoint Energy ETF | 0.51% | 0.37% | 0.39% | 0.38% | 9.08% | 1.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CIE.NEO and NNRG.NEO 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, CIE.NEO is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CIE.NEO is cheaper with a 0.73% expense ratio, compared with 1.79% for NNRG.NEO.
CIE.NEO is categorized as Global Equities, while NNRG.NEO is Energy Equities. CIE.NEO tracks FTSE RAFI Developed ex US 1000 Index, while NNRG.NEO tracks S&P/TSX Capped Energy Total Return Index. They also come from different issuers: iShares and Ninepoint. Their fees differ too: 0.73% for CIE.NEO and 1.79% for NNRG.NEO.
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