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

ETHI.TO vs. CYH.TO

Last updated Jul 16, 2026
Documentation

ETHI.TO (Global X Global Sustainability Leaders Index ETF) and CYH.TO (iShares Global Monthly Dividend Index ETF (CAD-Hedged)) are both Global Equities funds. ETHI.TO is actively managed, while CYH.TO is passively managed. Over the past 5 years, ETHI.TO returned 6.68%/yr vs 9.60%/yr for CYH.TO. At a 0.49 correlation, their price movements are largely independent.

Performance

ETHI.TO vs. CYH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Global Sustainability Leaders Index ETF (ETHI.TO) and iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.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, ETHI.TO achieves a 8.35% return, which is significantly lower than CYH.TO's 11.38% return.

ETHI.TO

1D
0.11%
1M
2.07%
6M
8.18%
YTD
8.35%
1Y
14.76%
3Y*
13.04%
5Y*
6.68%
10Y*
—

CYH.TO

1D
0.15%
1M
0.61%
6M
7.95%
YTD
11.38%
1Y
20.25%
3Y*
16.18%
5Y*
9.60%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
ETHI.TO
Global X Global Sustainability Leaders Index ETF		8.35%8.90%15.46%23.45%-23.60%22.09%35.86%27.19%-2.52%
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)		11.38%18.78%12.28%3.85%-2.46%23.39%-8.70%9.23%-7.17%

Correlation

The correlation between ETHI.TO and CYH.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2018

0.49

The correlation between ETHI.TO and CYH.TO shifts across timeframes, from 0.35 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X Global Sustainability Leaders Index ETF

iShares Global Monthly Dividend Index ETF (CAD-Hedged)

Often compared with CYH.TO:
CYH.TO vs. XDG.TOCYH.TO vs. CUD.TOCYH.TO vs. XEI.TOCYH.TO vs. VDY.TOCYH.TO vs. ZDIVXCYH.TO vs. XDIV.TOCYH.TO vs. VEQT.TO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ETHI.TO
ETHI.TO Risk / Return Rank: 3434
Overall Rank
ETHI.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ETHI.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
ETHI.TO Omega Ratio Rank: 3232
Omega Ratio Rank
ETHI.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
ETHI.TO Martin Ratio Rank: 3737
Martin Ratio Rank
CYH.TO
CYH.TO Risk / Return Rank: 8282
Overall Rank
CYH.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CYH.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
CYH.TO Omega Ratio Rank: 7777
Omega Ratio Rank
CYH.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
CYH.TO Martin Ratio Rank: 8686
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Global Sustainability Leaders Index ETF (ETHI.TO) and iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.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.

ETHI.TOCYH.TODifference
Sharpe ratioReturn per unit of total volatility
1.06
2.02

-0.96

Sortino ratioReturn per unit of downside risk
1.59
2.88

-1.29

Omega ratioGain probability vs. loss probability

1.19

1.36

-0.17

Calmar ratioReturn relative to maximum drawdown

1.28

3.84

-2.56

Martin ratioReturn relative to average drawdown

4.64

13.96

-9.33

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

The current ETHI.TO Sharpe Ratio is 1.06, which is lower than the CYH.TO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ETHI.TO and CYH.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

ETHI.TO vs. CYH.TO - Drawdown Comparison

The maximum ETHI.TO drawdown since its inception was -32.78%, smaller than the maximum CYH.TO drawdown of -61.50%. Use the drawdown chart below to compare losses from any high point for ETHI.TO and CYH.TO.

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Drawdown Indicators

ETHI.TOCYH.TODifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-61.50%

+28.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-5.34%

-6.25%

Max Drawdown (3Y)

Largest decline over 3 years

-19.07%

-12.12%

-6.95%

Max Drawdown (5Y)

Largest decline over 5 years

-31.97%

-17.65%

-14.32%

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.90%

—

Current Drawdown

Current decline from peak

-0.35%

-0.63%

+0.28%

Average Drawdown

Average peak-to-trough decline

-6.86%

-10.16%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

1.47%

+1.72%

Volatility

ETHI.TO vs. CYH.TO - Volatility Comparison

Global X Global Sustainability Leaders Index ETF (ETHI.TO) has a higher volatility of 3.72% compared to iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) at 3.30%. This indicates that ETHI.TO's price experiences larger fluctuations and is considered to be riskier than CYH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ETHI.TOCYH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

3.30%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.35%

7.56%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

14.05%

10.23%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

13.41%

+3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.96%

17.11%

+2.85%

Dividends

ETHI.TO vs. CYH.TO - Dividend Comparison

ETHI.TO's dividend yield for the trailing twelve months is around 0.80%, less than CYH.TO's 3.28% yield.

PositionTTM20252024202320222021202020192018201720162015
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)		3.28%3.77%4.33%4.68%4.72%3.89%4.51%4.18%3.98%3.03%3.39%3.84%
ETHI.TO
Global X Global Sustainability Leaders Index ETF		0.80%0.99%0.82%1.06%1.09%1.22%0.84%0.64%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ETHI.TO and CYH.TO have a correlation of 0.35, 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: Global X and iShares.

Portfolio Optimizer

Find the right allocation for ETHI.TO and CYH.TO

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