ESGG.TO vs. ONEQ.TO
ESGG.TO (BMO MSCI Global Selection Equity Index ETF) and ONEQ.TO (CI Global Core Plus Equity ETF) are both Global Equities funds. Over the past 5 years, ESGG.TO returned 14.54%/yr vs 12.91%/yr for ONEQ.TO. At a 0.44 correlation, their price movements are largely independent.
Performance
ESGG.TO vs. ONEQ.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ESGG.TO achieves a 13.51% return, which is significantly higher than ONEQ.TO's 12.41% return.
ESGG.TO
- 1D
- 1.89%
- 1M
- 3.45%
- YTD
- 13.51%
- 6M
- 12.68%
- 1Y
- 27.26%
- 3Y*
- 21.79%
- 5Y*
- 14.54%
- 10Y*
- —
ONEQ.TO
- 1D
- -0.02%
- 1M
- -0.52%
- YTD
- 12.41%
- 6M
- 12.14%
- 1Y
- 26.29%
- 3Y*
- 21.18%
- 5Y*
- 12.91%
- 10Y*
- 12.40%
ESGG.TO vs. ONEQ.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESGG.TO BMO MSCI Global Selection Equity Index ETF | 13.51% | 15.44% | 27.08% | 23.34% | -14.25% | 23.71% | 8.86% |
ONEQ.TO CI Global Core Plus Equity ETF | 12.41% | 17.62% | 22.45% | 19.07% | -10.74% | 21.65% | 6.09% |
Correlation
The correlation between ESGG.TO and ONEQ.TO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2020 | 0.44 |
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Return for Risk
ESGG.TO vs. ONEQ.TO — Risk / Return Rank
ESGG.TO
ONEQ.TO
ESGG.TO vs. ONEQ.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO MSCI Global Selection Equity Index ETF (ESGG.TO) and CI Global Core Plus Equity ETF (ONEQ.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.
| ESGG.TO | ONEQ.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.47 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 4.08 | -1.12 |
| Martin ratioReturn relative to average drawdown | 11.73 | 18.06 | -6.33 |
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Drawdowns
ESGG.TO vs. ONEQ.TO - Drawdown Comparison
The maximum ESGG.TO drawdown since its inception was -27.90%, smaller than the maximum ONEQ.TO drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for ESGG.TO and ONEQ.TO.
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Drawdown Indicators
| ESGG.TO | ONEQ.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.90% | -34.40% | +6.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -6.66% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.79% | -16.08% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -25.31% | -17.61% | -7.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.40% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -3.71% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 1.50% | +0.83% |
Volatility
ESGG.TO vs. ONEQ.TO - Volatility Comparison
BMO MSCI Global Selection Equity Index ETF (ESGG.TO) has a higher volatility of 3.91% compared to CI Global Core Plus Equity ETF (ONEQ.TO) at 3.68%. This indicates that ESGG.TO's price experiences larger fluctuations and is considered to be riskier than ONEQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGG.TO | ONEQ.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.68% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 9.89% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | 11.89% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 13.27% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 13.93% | +2.45% |
Dividends
ESGG.TO vs. ONEQ.TO - Dividend Comparison
ESGG.TO's dividend yield for the trailing twelve months is around 0.86%, less than ONEQ.TO's 1.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGG.TO BMO MSCI Global Selection Equity Index ETF | 0.86% | 1.01% | 1.20% | 1.56% | 1.82% | 1.53% | 1.87% | 0.00% | 0.00% | 0.00% | 0.00% |
ONEQ.TO CI Global Core Plus Equity ETF | 1.62% | 1.60% | 1.05% | 1.53% | 1.38% | 0.89% | 1.22% | 1.39% | 0.94% | 1.03% | 1.22% |
Frequently Asked Questions
ESGG.TO and ONEQ.TO have a correlation of 0.40, 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: BMO and CI.
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