CMNY.TO vs. CCOM.TO

Last updated Apr 2, 2026

Compare and contrast key facts about CI Money Market ETF CAD Series (CMNY.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO).

CMNY.TO and CCOM.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CMNY.TO is an actively managed fund by CI. It was launched on Jul 25, 2023. CCOM.TO is a passively managed fund by CI that tracks the performance of the Auspice Broad Commodity Excess Return Index. It was launched on May 16, 2023.

Performance

CMNY.TO vs. CCOM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Money Market ETF CAD Series (CMNY.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO). The values are adjusted to include any dividend payments, if applicable.

CMNY.TO vs. CCOM.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CMNY.TO CI Money Market ETF CAD Series	0.58%	2.83%	4.77%	2.14%
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units	12.19%	6.96%	5.90%	-6.06%

Returns By Period

In the year-to-date period, CMNY.TO achieves a 0.58% return, which is significantly lower than CCOM.TO's 12.19% return.

CMNY.TO

• 1D: 0.01%
• 1M: 0.20%
• YTD: 0.58%
• 6M: 1.17%
• 1Y: 2.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CCOM.TO

• 1D: -0.90%
• 1M: 4.15%
• YTD: 12.19%
• 6M: 16.16%
• 1Y: 14.86%
• 3Y*: 6.13%
• 5Y*: —
• 10Y*: —

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

CMNY.TO vs. CCOM.TO - Expense Ratio Comparison

CMNY.TO has a 0.16% expense ratio, which is lower than CCOM.TO's 0.73% expense ratio.

CCOM.TO

CI Auspice Broad Commodity Fund ETF Hedged Units

CMNY.TO

CI Money Market ETF CAD Series

Return for Risk

CMNY.TO vs. CCOM.TO — Risk / Return Rank

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

CMNY.TO

CMNY.TO Risk / Return Rank: 99
CMNY.TO Sharpe Ratio Rank: 99
CMNY.TO Sortino Ratio Rank: 99
CMNY.TO Omega Ratio Rank: 99
CMNY.TO Calmar Ratio Rank: 100
CMNY.TO Martin Ratio Rank: 99

CCOM.TO

CCOM.TO Risk / Return Rank: 72
CCOM.TO Sharpe Ratio Rank: 78
CCOM.TO Sortino Ratio Rank: 75
CCOM.TO Omega Ratio Rank: 75
CCOM.TO Calmar Ratio Rank: 81
CCOM.TO Martin Ratio Rank: 49

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.

CMNY.TO vs. CCOM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Money Market ETF CAD Series (CMNY.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.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.

	CMNY.TO	CCOM.TO	Difference
Sharpe ratio Return per unit of total volatility	6.89	1.53	+5.36
Sortino ratio Return per unit of downside risk	15.61	2.00	+13.61
Omega ratio Gain probability vs. loss probability	3.36	1.30	+2.06
Calmar ratio Return relative to maximum drawdown	43.53	2.51	+41.02
Martin ratio Return relative to average drawdown	175.90	5.24	+170.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMNY.TO vs. CCOM.TO - Sharpe Ratio Comparison

The current CMNY.TO Sharpe Ratio is 6.89, which is higher than the CCOM.TO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of CMNY.TO and CCOM.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.

Sharpe Ratios by Period

	CMNY.TO	CCOM.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	6.89	1.53	+5.36
Sharpe Ratio (All Time) Calculated using the full available price history	3.72	0.83	+2.89

Correlation

The correlation between CMNY.TO and CCOM.TO is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

CMNY.TO vs. CCOM.TO - Dividend Comparison

CMNY.TO's dividend yield for the trailing twelve months is around 2.64%, less than CCOM.TO's 7.48% yield.

	TTM	2025	2024	2023
CMNY.TO CI Money Market ETF CAD Series	2.64%	2.89%	4.64%	2.02%
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units	7.48%	3.48%	6.99%	4.21%

Drawdowns

CMNY.TO vs. CCOM.TO - Drawdown Comparison

The maximum CMNY.TO drawdown since its inception was -0.83%, smaller than the maximum CCOM.TO drawdown of -9.79%. Use the drawdown chart below to compare losses from any high point for CMNY.TO and CCOM.TO.

Drawdown Indicators

	CMNY.TO	CCOM.TO	Difference
Max Drawdown Largest peak-to-trough decline	-0.83%	-9.79%	+8.96%
Max Drawdown (1Y) Largest decline over 1 year	-0.06%	-6.05%	+5.99%
Current Drawdown Current decline from peak	-0.01%	-1.98%	+1.97%
Average Drawdown Average peak-to-trough decline	-0.05%	-3.03%	+2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	2.91%	-2.90%

Volatility

CMNY.TO vs. CCOM.TO - Volatility Comparison

The current volatility for CI Money Market ETF CAD Series (CMNY.TO) is 0.09%, while CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) has a volatility of 4.10%. This indicates that CMNY.TO experiences smaller price fluctuations and is considered to be less risky than CCOM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMNY.TO	CCOM.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.09%	4.10%	-4.01%
Volatility (6M) Calculated over the trailing 6-month period	0.25%	7.45%	-7.20%
Volatility (1Y) Calculated over the trailing 1-year period	0.38%	9.78%	-9.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.05%	8.19%	-7.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.05%	8.19%	-7.14%