ETHI.TO vs. ONEQ.TO
ETHI.TO (Global X Global Sustainability Leaders Index ETF) and ONEQ.TO (CI Global Core Plus Equity ETF) are both Global Equities funds. Both are actively managed. Over the past 5 years, ETHI.TO returned 6.68%/yr vs 13.22%/yr for ONEQ.TO. At a 0.37 correlation, their price movements are largely independent.
Performance
ETHI.TO vs. ONEQ.TO - Performance Comparison
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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 ONEQ.TO's 14.56% 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*
- —
ONEQ.TO
- 1D
- -0.68%
- 1M
- 0.39%
- 6M
- 11.89%
- YTD
- 14.56%
- 1Y
- 26.90%
- 3Y*
- 20.72%
- 5Y*
- 13.22%
- 10Y*
- 11.95%
ETHI.TO vs. ONEQ.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
ONEQ.TO CI Global Core Plus Equity ETF | 14.56% | 17.62% | 22.45% | 19.07% | -10.74% | 21.65% | 8.21% | 22.22% | -5.64% |
Correlation
The correlation between ETHI.TO and ONEQ.TO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.37 |
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Return for Risk
ETHI.TO vs. ONEQ.TO — Risk / Return Rank
ETHI.TO
ONEQ.TO
ETHI.TO vs. ONEQ.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 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.
| ETHI.TO | ONEQ.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.46 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 4.07 | -2.80 |
| Martin ratioReturn relative to average drawdown | 4.64 | 17.98 | -13.34 |
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Drawdowns
ETHI.TO vs. ONEQ.TO - Drawdown Comparison
The maximum ETHI.TO drawdown since its inception was -32.78%, roughly equal to the maximum ONEQ.TO drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for ETHI.TO and ONEQ.TO.
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Drawdown Indicators
| ETHI.TO | ONEQ.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.78% | -34.40% | +1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -6.66% | -4.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.07% | -16.08% | -2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -31.97% | -17.61% | -14.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.40% | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.68% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -3.70% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.51% | +1.68% |
Volatility
ETHI.TO vs. ONEQ.TO - Volatility Comparison
Global X Global Sustainability Leaders Index ETF (ETHI.TO) has a higher volatility of 3.72% compared to CI Global Core Plus Equity ETF (ONEQ.TO) at 2.84%. This indicates that ETHI.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
| ETHI.TO | ONEQ.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 2.84% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.35% | 9.88% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 11.96% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 13.28% | +3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.96% | 13.91% | +6.05% |
Dividends
ETHI.TO vs. ONEQ.TO - Dividend Comparison
ETHI.TO's dividend yield for the trailing twelve months is around 0.80%, less than ONEQ.TO's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ONEQ.TO CI Global Core Plus Equity ETF | 1.59% | 1.60% | 1.05% | 1.53% | 1.38% | 0.89% | 1.22% | 1.39% | 0.94% | 1.03% | 1.22% |
Frequently Asked Questions
ETHI.TO and ONEQ.TO have a correlation of 0.38, 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 CI.
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