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CYH.TO vs. CAGE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CYH.TO vs. CAGE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) and Avantis CIBC All-Equity Asset Allocation ETF (CAGE.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CYH.TO

1D
0.26%
1M
-0.11%
YTD
10.22%
6M
11.20%
1Y
23.68%
3Y*
16.48%
5Y*
8.53%
10Y*
8.21%

CAGE.TO

1D
0.67%
1M
5.30%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYH.TO vs. CAGE.TO - Yearly Performance Comparison


Correlation

The correlation between CYH.TO and CAGE.TO is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 19, 2026

0.68

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Return for Risk

CYH.TO vs. CAGE.TO — Risk / Return Rank

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

CYH.TO
CYH.TO Risk / Return Rank: 7979
Overall Rank
CYH.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CYH.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
CYH.TO Omega Ratio Rank: 7474
Omega Ratio Rank
CYH.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
CYH.TO Martin Ratio Rank: 8484
Martin Ratio Rank

CAGE.TO
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.

CYH.TO vs. CAGE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) and Avantis CIBC All-Equity Asset Allocation ETF (CAGE.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.


CYH.TOCAGE.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

4.45

Martin ratioReturn relative to average drawdown

17.05

CYH.TO vs. CAGE.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CYH.TOCAGE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

4.71

-4.38

Drawdowns

CYH.TO vs. CAGE.TO - Drawdown Comparison

The maximum CYH.TO drawdown since its inception was -61.48%, which is greater than CAGE.TO's maximum drawdown of -2.93%. Use the drawdown chart below to compare losses from any high point for CYH.TO and CAGE.TO.


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Drawdown Indicators


CYH.TOCAGE.TODifference

Max Drawdown

Largest peak-to-trough decline

-61.48%

-2.93%

-58.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.34%

Max Drawdown (3Y)

Largest decline over 3 years

-12.13%

Max Drawdown (5Y)

Largest decline over 5 years

-17.67%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

Current Drawdown

Current decline from peak

-1.30%

-1.31%

+0.01%

Average Drawdown

Average peak-to-trough decline

-9.94%

-0.73%

-9.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

Volatility

CYH.TO vs. CAGE.TO - Volatility Comparison


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Volatility by Period


CYH.TOCAGE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

15.63%

-5.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.58%

15.63%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

15.63%

+1.39%

Dividends

CYH.TO vs. CAGE.TO - Dividend Comparison

CYH.TO's dividend yield for the trailing twelve months is around 3.33%, while CAGE.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CAGE.TO
Avantis CIBC All-Equity Asset Allocation ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)
3.33%3.77%4.33%4.68%4.72%3.89%4.51%4.01%3.98%3.03%3.39%3.84%

Frequently Asked Questions


CYH.TO and CAGE.TO have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and Avantis.

Portfolio Optimizer

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