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CIF.TO vs. PPLN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIF.TO vs. PPLN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Infrastructure Index ETF (CIF.TO) and Global X Equal Weight Canadian Pipelines Index ETF (PPLN.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, CIF.TO achieves a 25.20% return, which is significantly lower than PPLN.TO's 29.04% return. Over the past 10 years, CIF.TO has outperformed PPLN.TO with an annualized return of 12.99%, while PPLN.TO has yielded a comparatively lower 10.87% annualized return.


CIF.TO

1D
1.03%
1M
3.28%
YTD
25.20%
6M
16.23%
1Y
35.22%
3Y*
25.10%
5Y*
18.52%
10Y*
12.99%

PPLN.TO

1D
-0.24%
1M
6.16%
YTD
29.04%
6M
28.59%
1Y
39.15%
3Y*
18.78%
5Y*
14.07%
10Y*
10.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIF.TO vs. PPLN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIF.TO
iShares Global Infrastructure Index ETF
25.20%14.45%25.40%14.65%5.90%17.73%-0.62%23.55%-5.46%2.34%
PPLN.TO
Global X Equal Weight Canadian Pipelines Index ETF
29.04%4.14%17.18%8.45%16.63%33.83%-17.80%20.50%-11.54%-2.67%

Correlation

The correlation between CIF.TO and PPLN.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.32

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

0.43

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2014

0.40

Over the past year, the correlation between CIF.TO and PPLN.TO has dropped to 0.13 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

CIF.TO vs. PPLN.TO — Risk / Return Rank

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

CIF.TO
CIF.TO Risk / Return Rank: 7070
Overall Rank
CIF.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CIF.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
CIF.TO Omega Ratio Rank: 7171
Omega Ratio Rank
CIF.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
CIF.TO Martin Ratio Rank: 7171
Martin Ratio Rank

PPLN.TO
PPLN.TO Risk / Return Rank: 7777
Overall Rank
PPLN.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PPLN.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
PPLN.TO Omega Ratio Rank: 8080
Omega Ratio Rank
PPLN.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
PPLN.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.

CIF.TO vs. PPLN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure Index ETF (CIF.TO) and Global X Equal Weight Canadian Pipelines Index ETF (PPLN.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.


CIF.TOPPLN.TODifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.43

1.47

-0.04

Calmar ratioReturn relative to maximum drawdown

3.72

3.85

-0.12

Martin ratioReturn relative to average drawdown

13.46

10.25

+3.21

CIF.TO vs. PPLN.TO - Sharpe Ratio Comparison

The current CIF.TO Sharpe Ratio is 2.33, which is comparable to the PPLN.TO Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of CIF.TO and PPLN.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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Sharpe Ratios by Period


CIF.TOPPLN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.73

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.81

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.47

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.33

+0.20

Drawdowns

CIF.TO vs. PPLN.TO - Drawdown Comparison

The maximum CIF.TO drawdown since its inception was -42.37%, smaller than the maximum PPLN.TO drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for CIF.TO and PPLN.TO.


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Drawdown Indicators


CIF.TOPPLN.TODifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

-59.05%

+16.68%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-10.22%

+0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-20.40%

-15.31%

-5.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

-18.54%

-1.86%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

-59.05%

+16.68%

Current Drawdown

Current decline from peak

-0.76%

-2.93%

+2.17%

Average Drawdown

Average peak-to-trough decline

-5.66%

-9.47%

+3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.84%

-1.21%

Volatility

CIF.TO vs. PPLN.TO - Volatility Comparison

iShares Global Infrastructure Index ETF (CIF.TO) and Global X Equal Weight Canadian Pipelines Index ETF (PPLN.TO) have volatilities of 5.85% and 5.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIF.TOPPLN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

5.77%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

11.56%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.23%

14.40%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

17.40%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.69%

23.20%

-6.51%

CIF.TO vs. PPLN.TO - Expense Ratio Comparison

CIF.TO has a 0.72% expense ratio, which is higher than PPLN.TO's 0.31% expense ratio.


Dividends

CIF.TO vs. PPLN.TO - Dividend Comparison

CIF.TO's dividend yield for the trailing twelve months is around 1.77%, less than PPLN.TO's 4.26% yield.


PositionTTM20252024202320222021202020192018201720162015
CIF.TO
iShares Global Infrastructure Index ETF
1.77%2.05%2.84%2.36%2.53%2.24%2.06%1.83%2.45%2.27%1.81%2.41%
PPLN.TO
Global X Equal Weight Canadian Pipelines Index ETF
4.26%4.35%2.94%3.77%3.23%3.47%5.76%4.40%5.21%4.31%3.99%4.41%

Frequently Asked Questions


CIF.TO and PPLN.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PPLN.TO is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PPLN.TO is cheaper with a 0.31% expense ratio, compared with 0.72% for CIF.TO.

CIF.TO tracks Manulife Investment Management Global Infrastructure Index, while PPLN.TO tracks Mirae Asset Equal Weight Canadian Pipeline Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.72% for CIF.TO and 0.31% for PPLN.TO.

Portfolio Optimizer

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