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CLML.TO vs. ETHX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLML.TO vs. ETHX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Climate Leaders Fund (CLML.TO) and CI Galaxy Ethereum ETF CAD Hedged Series (ETHX.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, CLML.TO achieves a 25.72% return, which is significantly higher than ETHX.TO's -38.42% return.


CLML.TO

1D
-0.97%
1M
-7.84%
6M
20.44%
YTD
25.72%
1Y
33.44%
3Y*
37.82%
5Y*
20.73%
10Y*
ALL TIME*
20.69%

ETHX.TO

1D
-0.53%
1M
17.19%
6M
-37.40%
YTD
-38.42%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*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$494.12KCA$394.47KCA$468.54K
CA$27.01KCA$25.02KCA$46.62K

CLML.TO vs. ETHX.TO - Yearly Performance Comparison


2026 (YTD)2025
CLML.TO
CI Global Climate Leaders Fund
25.72%6.22%
ETHX.TO
CI Galaxy Ethereum ETF CAD Hedged Series
-38.42%-36.36%

Correlation

The correlation between CLML.TO and ETHX.TO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 27, 2025

0.37

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Return for Risk

CLML.TO vs. ETHX.TO — Risk / Return Rank

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

CLML.TO
CLML.TO Risk / Return Rank: 6868
Overall Rank
CLML.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CLML.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
CLML.TO Omega Ratio Rank: 6060
Omega Ratio Rank
CLML.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
CLML.TO Martin Ratio Rank: 7676
Martin Ratio Rank

ETHX.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CLML.TO vs. ETHX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Global Climate Leaders Fund (CLML.TO) and CI Galaxy Ethereum ETF CAD Hedged Series (ETHX.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.


CLML.TOETHX.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.90

Martin ratioReturn relative to average drawdown

9.65

CLML.TO vs. ETHX.TO - Sharpe Ratio Comparison


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Drawdowns

CLML.TO vs. ETHX.TO - Drawdown Comparison

The maximum CLML.TO drawdown since its inception was -28.17%, smaller than the maximum ETHX.TO drawdown of -67.53%. Use the drawdown chart below to compare losses from any high point for CLML.TO and ETHX.TO.


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Drawdown Indicators


CLML.TOETHX.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.17%

-67.53%

+39.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

Max Drawdown (3Y)

Largest decline over 3 years

-25.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

Current Drawdown

Current decline from peak

-10.72%

-61.34%

+50.62%

Average Drawdown

Average peak-to-trough decline

-8.85%

-41.77%

+32.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

Volatility

CLML.TO vs. ETHX.TO - Volatility Comparison


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Volatility by Period


CLML.TOETHX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.33%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

Volatility (1Y)

Calculated over the trailing 1-year period

23.21%

68.28%

-45.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.14%

68.28%

-47.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.08%

68.28%

-47.20%

CLML.TO vs. ETHX.TO - Expense Ratio Comparison

CLML.TO has a 0.99% expense ratio, which is higher than ETHX.TO's 0.68% expense ratio.


Dividends

CLML.TO vs. ETHX.TO - Dividend Comparison

Neither CLML.TO nor ETHX.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CLML.TO and ETHX.TO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETHX.TO is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETHX.TO is cheaper with a 0.68% expense ratio, compared with 0.99% for CLML.TO.

CLML.TO is categorized as Alternative Energy Equities, while ETHX.TO is Cryptocurrency. Their fees differ too: 0.99% for CLML.TO and 0.68% for ETHX.TO.

Portfolio Optimizer

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