ESGY.TO vs. CAUS.TO

Last updated Jul 17, 2026

ESGY.TO (BMO MSCI USA Selection Equity Index ETF) and CAUS.TO (Avantis CIBC U.S. All-Cap Equity ETF) are both Large Cap Blend Equities funds. A 0.79 correlation means they provide meaningful diversification when combined.

Performance

ESGY.TO vs. CAUS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO MSCI USA Selection Equity Index ETF (ESGY.TO) and Avantis CIBC U.S. All-Cap Equity ETF (CAUS.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ESGY.TO

• 1D: -0.25%
• 1M: 0.20%
• 6M: 9.15%
• YTD: 11.92%
• 1Y: 26.08%
• 3Y*: 22.30%
• 5Y*: 15.28%
• 10Y*: —

CAUS.TO

• 1D: -0.44%
• 1M: 0.40%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ESGY.TO vs. CAUS.TO - Yearly Performance Comparison

	2026 (YTD)
ESGY.TO BMO MSCI USA Selection Equity Index ETF	12.17%
CAUS.TO Avantis CIBC U.S. All-Cap Equity ETF	12.47%

Correlation

The correlation between ESGY.TO and CAUS.TO is 0.79, 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 Feb 23, 2026	0.79

Return for Risk

ESGY.TO vs. CAUS.TO — Risk / Return Rank

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

ESGY.TO

ESGY.TO Risk / Return Rank: 73
ESGY.TO Sharpe Ratio Rank: 80
ESGY.TO Sortino Ratio Rank: 82
ESGY.TO Omega Ratio Rank: 79
ESGY.TO Calmar Ratio Rank: 62
ESGY.TO Martin Ratio Rank: 64

CAUS.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ESGY.TO vs. CAUS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO MSCI USA Selection Equity Index ETF (ESGY.TO) and Avantis CIBC U.S. All-Cap Equity ETF (CAUS.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.

	ESGY.TO	CAUS.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.05	—	—
Sortino ratio: Return per unit of downside risk	2.99	—	—
Omega ratio: Gain probability vs. loss probability	1.37	—	—
Calmar ratio: Return relative to maximum drawdown	2.47	—	—
Martin ratio: Return relative to average drawdown	8.92	—	—

Drawdowns

ESGY.TO vs. CAUS.TO - Drawdown Comparison

The maximum ESGY.TO drawdown since its inception was -26.36%, which is greater than CAUS.TO's maximum drawdown of -6.25%. Use the drawdown chart below to compare losses from any high point for ESGY.TO and CAUS.TO.

Drawdown Indicators

	ESGY.TO	CAUS.TO	Difference
Max Drawdown Largest peak-to-trough decline	-26.36%	-6.25%	-20.11%
Max Drawdown (1Y) Largest decline over 1 year	-10.62%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.83%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.89%	—	—
Current Drawdown Current decline from peak	-1.47%	-1.40%	-0.07%
Average Drawdown Average peak-to-trough decline	-5.25%	-1.42%	-3.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	—	—

Volatility

Volatility by Period

	ESGY.TO	CAUS.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.85%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.80%	14.76%	-1.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.61%	14.76%	+0.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.82%	14.76%	+2.06%

Dividends

ESGY.TO vs. CAUS.TO - Dividend Comparison

ESGY.TO's dividend yield for the trailing twelve months is around 0.62%, more than CAUS.TO's 0.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
CAUS.TO Avantis CIBC U.S. All-Cap Equity ETF	0.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ESGY.TO BMO MSCI USA Selection Equity Index ETF	0.62%	0.66%	0.79%	1.16%	1.34%	1.12%	1.44%

Frequently Asked Questions

Can I hold both ESGY.TO and CAUS.TO in my portfolio?

ESGY.TO and CAUS.TO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

What is the main difference between ESGY.TO and CAUS.TO?

They also come from different issuers: BMO and Avantis.