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CLG.TO vs. SRU-UN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLG.TO vs. SRU-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares 1-10 Year Laddered Government Bond Index ETF (CLG.TO) and SmartCentres Real Estate Investment Trust (SRU-UN.TO). The values are adjusted to include any dividend payments, if applicable.

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CLG.TO vs. SRU-UN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLG.TO
iShares 1-10 Year Laddered Government Bond Index ETF
0.35%3.35%4.30%4.82%-6.21%-2.23%6.66%3.40%1.69%-0.02%
SRU-UN.TO
SmartCentres Real Estate Investment Trust
6.74%13.10%6.13%0.16%-11.27%48.64%-19.65%6.97%5.77%1.14%

Returns By Period

In the year-to-date period, CLG.TO achieves a 0.35% return, which is significantly lower than SRU-UN.TO's 6.74% return. Over the past 10 years, CLG.TO has underperformed SRU-UN.TO with an annualized return of 1.53%, while SRU-UN.TO has yielded a comparatively higher 4.40% annualized return.


CLG.TO

1D
0.23%
1M
-1.32%
YTD
0.35%
6M
0.29%
1Y
1.64%
3Y*
3.40%
5Y*
1.30%
10Y*
1.53%

SRU-UN.TO

1D
1.43%
1M
-1.78%
YTD
6.74%
6M
4.42%
1Y
13.69%
3Y*
8.34%
5Y*
7.30%
10Y*
4.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CLG.TO vs. SRU-UN.TO — Risk / Return Rank

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

CLG.TO
CLG.TO Risk / Return Rank: 2828
Overall Rank
CLG.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CLG.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
CLG.TO Omega Ratio Rank: 2424
Omega Ratio Rank
CLG.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
CLG.TO Martin Ratio Rank: 2727
Martin Ratio Rank

SRU-UN.TO
SRU-UN.TO Risk / Return Rank: 7474
Overall Rank
SRU-UN.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SRU-UN.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
SRU-UN.TO Omega Ratio Rank: 6464
Omega Ratio Rank
SRU-UN.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
SRU-UN.TO Martin Ratio Rank: 8080
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.

CLG.TO vs. SRU-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-10 Year Laddered Government Bond Index ETF (CLG.TO) and SmartCentres Real Estate Investment Trust (SRU-UN.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.


CLG.TOSRU-UN.TODifference

Sharpe ratio

Return per unit of total volatility

0.54

1.07

-0.53

Sortino ratio

Return per unit of downside risk

0.73

1.55

-0.82

Omega ratio

Gain probability vs. loss probability

1.10

1.19

-0.09

Calmar ratio

Return relative to maximum drawdown

0.94

2.29

-1.35

Martin ratio

Return relative to average drawdown

2.26

6.20

-3.94

CLG.TO vs. SRU-UN.TO - Sharpe Ratio Comparison

The current CLG.TO Sharpe Ratio is 0.54, which is lower than the SRU-UN.TO Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of CLG.TO and SRU-UN.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CLG.TOSRU-UN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.07

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.45

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.21

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.35

+0.18

Correlation

The correlation between CLG.TO and SRU-UN.TO is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CLG.TO vs. SRU-UN.TO - Dividend Comparison

CLG.TO's dividend yield for the trailing twelve months is around 2.55%, less than SRU-UN.TO's 6.84% yield.


TTM20252024202320222021202020192018201720162015
CLG.TO
iShares 1-10 Year Laddered Government Bond Index ETF
2.55%2.54%2.53%2.51%2.55%2.61%2.59%2.88%3.02%3.17%3.25%3.34%
SRU-UN.TO
SmartCentres Real Estate Investment Trust
6.84%7.18%7.56%7.42%6.90%5.74%8.01%5.81%5.72%5.55%5.17%5.34%

Drawdowns

CLG.TO vs. SRU-UN.TO - Drawdown Comparison

The maximum CLG.TO drawdown since its inception was -10.74%, smaller than the maximum SRU-UN.TO drawdown of -68.25%. Use the drawdown chart below to compare losses from any high point for CLG.TO and SRU-UN.TO.


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Drawdown Indicators


CLG.TOSRU-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.74%

-68.25%

+57.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-6.39%

+4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-9.96%

-28.89%

+18.93%

Max Drawdown (10Y)

Largest decline over 10 years

-10.74%

-54.78%

+44.04%

Current Drawdown

Current decline from peak

-1.32%

-2.71%

+1.39%

Average Drawdown

Average peak-to-trough decline

-2.01%

-11.06%

+9.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

2.36%

-1.56%

Volatility

CLG.TO vs. SRU-UN.TO - Volatility Comparison

The current volatility for iShares 1-10 Year Laddered Government Bond Index ETF (CLG.TO) is 1.31%, while SmartCentres Real Estate Investment Trust (SRU-UN.TO) has a volatility of 3.81%. This indicates that CLG.TO experiences smaller price fluctuations and is considered to be less risky than SRU-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLG.TOSRU-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

3.81%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

8.51%

-6.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

12.85%

-9.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.27%

16.24%

-11.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.32%

21.57%

-17.25%