EHE.TO vs. CCOM.TO

Last updated Jun 8, 2026

EHE.TO (CI Europe Hedged Equity Index ETF) and CCOM.TO (CI Auspice Broad Commodity Fund ETF Hedged Units) are both exchange-traded funds - EHE.TO is a Europe Equities fund tracking the WisdomTree Europe CAD-Hedged Equity Index, while CCOM.TO is a Commodities fund tracking the Auspice Broad Commodity Excess Return Index. Both are passively managed.

Performance

EHE.TO vs. CCOM.TO - Performance Comparison

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

Returns By Period

EHE.TO

• 1D: 1.09%
• 1M: 3.27%
• YTD: 5.98%
• 6M: 7.19%
• 1Y: 14.83%
• 3Y*: 13.45%
• 5Y*: 9.97%
• 10Y*: —

CCOM.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

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

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

EHE.TO

EHE.TO Risk / Return Rank: 29
EHE.TO Sharpe Ratio Rank: 28
EHE.TO Sortino Ratio Rank: 28
EHE.TO Omega Ratio Rank: 29
EHE.TO Calmar Ratio Rank: 28
EHE.TO Martin Ratio Rank: 33

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.

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

This table presents a comparison of risk-adjusted performance metrics for CI Europe Hedged Equity Index ETF (EHE.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.

	EHE.TO	CCOM.TO	Difference
Sharpe ratio: Return per unit of total volatility	0.92	—	—
Sortino ratio: Return per unit of downside risk	1.40	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.24	—	—
Martin ratio: Return relative to average drawdown	4.59	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EHE.TO	CCOM.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	—	—

Drawdowns

Drawdown Indicators

	EHE.TO	CCOM.TO	Difference
Max Drawdown Largest peak-to-trough decline	-38.20%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.85%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.30%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.91%	—	—
Current Drawdown Current decline from peak	-0.62%	—	—
Average Drawdown Average peak-to-trough decline	-5.35%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	—	—

Volatility

Volatility by Period

	EHE.TO	CCOM.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.64%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.02%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.98%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.44%	—	—

Dividends

EHE.TO vs. CCOM.TO - Dividend Comparison

EHE.TO's dividend yield for the trailing twelve months is around 2.02%, while CCOM.TO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CCOM.TO CI Auspice Broad Commodity Fund ETF Hedged Units	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EHE.TO CI Europe Hedged Equity Index ETF	2.02%	2.16%	4.38%	3.30%	2.19%	1.90%	2.55%	2.02%	2.08%	1.37%	0.13%

Frequently Asked Questions

What is the main difference between EHE.TO and CCOM.TO?

EHE.TO is categorized as Europe Equities, while CCOM.TO is Commodities. EHE.TO tracks WisdomTree Europe CAD-Hedged Equity Index, while CCOM.TO tracks Auspice Broad Commodity Excess Return Index.