CLML.TO vs. KNGX.TO

Last updated Jun 5, 2026

CLML.TO (CI Global Climate Leaders Fund) and KNGX.TO (Brompton International Cash Flow Kings ETF) are both exchange-traded funds - CLML.TO is a fund fund, while KNGX.TO is a International Equity fund tracking the Brompton Index One International Cash Flow Kings Index. Over the past year, CLML.TO returned 58.24% vs 38.80% for KNGX.TO. At a 0.22 correlation, their price movements are largely independent.

Performance

CLML.TO vs. KNGX.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 Brompton International Cash Flow Kings ETF (KNGX.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CLML.TO achieves a 35.72% return, which is significantly higher than KNGX.TO's 13.33% return.

CLML.TO

• 1D: -0.60%
• 1M: 3.68%
• YTD: 35.72%
• 6M: 32.06%
• 1Y: 58.24%
• 3Y*: 43.47%
• 5Y*: —
• 10Y*: —

KNGX.TO

• 1D: 1.29%
• 1M: 2.92%
• YTD: 13.33%
• 6M: 15.96%
• 1Y: 38.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024
CLML.TO CI Global Climate Leaders Fund	35.72%	25.21%	15.62%
KNGX.TO Brompton International Cash Flow Kings ETF	13.33%	35.23%	-3.95%

Correlation

The correlation between CLML.TO and KNGX.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jul 25, 2024	0.22

Return for Risk

CLML.TO vs. KNGX.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: 89
CLML.TO Sharpe Ratio Rank: 87
CLML.TO Sortino Ratio Rank: 87
CLML.TO Omega Ratio Rank: 82
CLML.TO Calmar Ratio Rank: 95
CLML.TO Martin Ratio Rank: 93

KNGX.TO

KNGX.TO Risk / Return Rank: 89
KNGX.TO Sharpe Ratio Rank: 88
KNGX.TO Sortino Ratio Rank: 90
KNGX.TO Omega Ratio Rank: 87
KNGX.TO Calmar Ratio Rank: 92
KNGX.TO Martin Ratio Rank: 88

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. KNGX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Global Climate Leaders Fund (CLML.TO) and Brompton International Cash Flow Kings ETF (KNGX.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.

	CLML.TO	KNGX.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.88	2.91	-0.03
Sortino ratio: Return per unit of downside risk	3.92	4.11	-0.19
Omega ratio: Gain probability vs. loss probability	1.48	1.53	-0.04
Calmar ratio: Return relative to maximum drawdown	8.02	6.21	+1.81
Martin ratio: Return relative to average drawdown	24.19	18.96	+5.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current CLML.TO Sharpe Ratio is 2.88, which is comparable to the KNGX.TO Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of CLML.TO and KNGX.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.

Sharpe Ratios by Period

	CLML.TO	KNGX.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.88	2.91	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	1.54	-0.41

Drawdowns

CLML.TO vs. KNGX.TO - Drawdown Comparison

The maximum CLML.TO drawdown since its inception was -28.17%, which is greater than KNGX.TO's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for CLML.TO and KNGX.TO.

Drawdown Indicators

	CLML.TO	KNGX.TO	Difference
Max Drawdown Largest peak-to-trough decline	-28.17%	-13.51%	-14.66%
Max Drawdown (1Y) Largest decline over 1 year	-7.30%	-6.27%	-1.03%
Max Drawdown (3Y) Largest decline over 3 years	-25.94%	—	—
Current Drawdown Current decline from peak	-0.60%	-0.49%	-0.11%
Average Drawdown Average peak-to-trough decline	-8.95%	-2.24%	-6.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	2.05%	+0.37%

Volatility

CLML.TO vs. KNGX.TO - Volatility Comparison

CI Global Climate Leaders Fund (CLML.TO) has a higher volatility of 8.69% compared to Brompton International Cash Flow Kings ETF (KNGX.TO) at 4.69%. This indicates that CLML.TO's price experiences larger fluctuations and is considered to be riskier than KNGX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLML.TO	KNGX.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.69%	4.69%	+4.00%
Volatility (6M) Calculated over the trailing 6-month period	16.51%	10.09%	+6.42%
Volatility (1Y) Calculated over the trailing 1-year period	20.36%	13.42%	+6.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.68%	15.04%	+5.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.68%	15.04%	+5.64%

Dividends

CLML.TO vs. KNGX.TO - Dividend Comparison

CLML.TO has not paid dividends to shareholders, while KNGX.TO's dividend yield for the trailing twelve months is around 1.59%.

Position	TTM	2025	2024
CLML.TO CI Global Climate Leaders Fund	0.00%	0.00%	0.00%
KNGX.TO Brompton International Cash Flow Kings ETF	1.59%	2.16%	1.02%

Frequently Asked Questions

Can I hold both CLML.TO and KNGX.TO in my portfolio?

CLML.TO and KNGX.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.