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CXF.TO vs. CCOM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CXF.TO vs. CCOM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Canadian Convertible Bond ETF (CXF.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.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, CXF.TO achieves a 1.52% return, which is significantly lower than CCOM.TO's 10.49% return.


CXF.TO

1D
-0.47%
1M
0.95%
YTD
1.52%
6M
1.43%
1Y
9.48%
3Y*
8.56%
5Y*
5.34%
10Y*
6.01%

CCOM.TO

1D
0.26%
1M
-3.91%
YTD
10.49%
6M
9.70%
1Y
19.51%
3Y*
6.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
CXF.TO
CI Canadian Convertible Bond ETF
1.52%9.05%19.64%1.36%1.60%
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
10.49%6.96%5.90%-2.46%1.40%

Correlation

The correlation between CXF.TO and CCOM.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.00

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2022

-0.01

The correlation between CXF.TO and CCOM.TO shifts across timeframes, from -0.01 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

CXF.TO
CXF.TO Risk / Return Rank: 3636
Overall Rank
CXF.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CXF.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
CXF.TO Omega Ratio Rank: 2727
Omega Ratio Rank
CXF.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
CXF.TO Martin Ratio Rank: 3838
Martin Ratio Rank

CCOM.TO
CCOM.TO Risk / Return Rank: 6565
Overall Rank
CCOM.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CCOM.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
CCOM.TO Omega Ratio Rank: 7272
Omega Ratio Rank
CCOM.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
CCOM.TO Martin Ratio Rank: 5656
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.

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

This table presents a comparison of risk-adjusted performance metrics for CI Canadian Convertible Bond ETF (CXF.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.

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.


CXF.TOCCOM.TODifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.17

1.36

-0.19

Calmar ratioReturn relative to maximum drawdown

2.51

2.54

-0.02

Martin ratioReturn relative to average drawdown

5.22

8.33

-3.11

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

The current CXF.TO Sharpe Ratio is 0.92, which is lower than the CCOM.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of CXF.TO and CCOM.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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Drawdowns

CXF.TO vs. CCOM.TO - Drawdown Comparison

The maximum CXF.TO drawdown since its inception was -31.03%, which is greater than CCOM.TO's maximum drawdown of -9.79%. Use the drawdown chart below to compare losses from any high point for CXF.TO and CCOM.TO.


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Drawdown Indicators


CXF.TOCCOM.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.03%

-9.79%

-21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.79%

-7.73%

+3.94%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

-8.18%

-4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-31.03%

Current Drawdown

Current decline from peak

-0.56%

-7.49%

+6.93%

Average Drawdown

Average peak-to-trough decline

-2.96%

-3.04%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

2.35%

-0.53%

Volatility

CXF.TO vs. CCOM.TO - Volatility Comparison

CI Canadian Convertible Bond ETF (CXF.TO) has a higher volatility of 3.27% compared to CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) at 2.45%. This indicates that CXF.TO's price experiences larger fluctuations and is considered to be riskier than CCOM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CXF.TOCCOM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

2.45%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

7.97%

8.46%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

10.35%

10.04%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.03%

8.43%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.30%

8.43%

+5.87%

Dividends

CXF.TO vs. CCOM.TO - Dividend Comparison

CXF.TO's dividend yield for the trailing twelve months is around 4.52%, less than CCOM.TO's 13.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
13.61%3.48%6.99%4.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CXF.TO
CI Canadian Convertible Bond ETF
4.52%4.48%4.75%5.31%5.11%4.70%4.79%4.86%5.32%4.82%4.79%5.17%

Frequently Asked Questions


CXF.TO and CCOM.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CXF.TO is categorized as Convertible Bonds, while CCOM.TO is Commodities.

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