PortfoliosLab logoPortfoliosLab logo
ETHX-B.TO vs. CCOM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHX-B.TO vs. CCOM.TO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ETHX-B.TO achieves a -45.06% return, which is significantly lower than CCOM.TO's 10.49% return.


ETHX-B.TO

1D
-2.57%
1M
-19.45%
YTD
-45.06%
6M
-44.60%
1Y
-34.89%
3Y*
-4.92%
5Y*
-5.01%
10Y*

CCOM.TO

1D
0.26%
1M
-3.91%
YTD
10.49%
6M
9.70%
1Y
19.51%
3Y*
6.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHX-B.TO vs. CCOM.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
ETHX-B.TO
CI Galaxy Ethereum ETF
-45.06%-15.87%55.80%90.02%-12.24%
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
10.49%6.96%5.90%-2.46%1.40%

Correlation

The correlation between ETHX-B.TO and CCOM.TO is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2022

0.05

Compare stocks, funds, or ETFs

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


Return for Risk

ETHX-B.TO vs. CCOM.TO — Risk / Return Rank

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

ETHX-B.TO
ETHX-B.TO Risk / Return Rank: 66
Overall Rank
ETHX-B.TO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETHX-B.TO Sortino Ratio Rank: 66
Sortino Ratio Rank
ETHX-B.TO Omega Ratio Rank: 66
Omega Ratio Rank
ETHX-B.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
ETHX-B.TO Martin Ratio Rank: 66
Martin Ratio Rank

CCOM.TO
CCOM.TO Risk / Return Rank: 6565
Overall Rank
CCOM.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CCOM.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
CCOM.TO Omega Ratio Rank: 7272
Omega Ratio Rank
CCOM.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
CCOM.TO Martin Ratio Rank: 5656
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.

ETHX-B.TO vs. CCOM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Galaxy Ethereum ETF (ETHX-B.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.

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.


ETHX-B.TOCCOM.TODifference
Sharpe ratioReturn per unit of total volatility

-2.48

Sortino ratioReturn per unit of downside risk

-3.05

Omega ratioGain probability vs. loss probability

0.95

1.36

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.52

2.54

-3.06

Martin ratioReturn relative to average drawdown

-0.84

8.33

-9.16

ETHX-B.TO vs. CCOM.TO - Sharpe Ratio Comparison

The current ETHX-B.TO Sharpe Ratio is -0.53, which is lower than the CCOM.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ETHX-B.TO and CCOM.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.


Loading charts...

Drawdowns

ETHX-B.TO vs. CCOM.TO - Drawdown Comparison

The maximum ETHX-B.TO drawdown since its inception was -78.38%, which is greater than CCOM.TO's maximum drawdown of -9.79%. Use the drawdown chart below to compare losses from any high point for ETHX-B.TO and CCOM.TO.


Loading charts...

Drawdown Indicators


ETHX-B.TOCCOM.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.38%

-9.79%

-68.59%

Max Drawdown (1Y)

Largest decline over 1 year

-67.14%

-7.73%

-59.41%

Max Drawdown (3Y)

Largest decline over 3 years

-67.14%

-8.18%

-58.96%

Max Drawdown (5Y)

Largest decline over 5 years

-78.38%

Current Drawdown

Current decline from peak

-66.60%

-7.49%

-59.11%

Average Drawdown

Average peak-to-trough decline

-43.02%

-3.04%

-39.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.78%

2.35%

+39.43%

Volatility

ETHX-B.TO vs. CCOM.TO - Volatility Comparison

CI Galaxy Ethereum ETF (ETHX-B.TO) has a higher volatility of 19.42% compared to CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) at 2.45%. This indicates that ETHX-B.TO's price experiences larger fluctuations and is considered to be riskier than CCOM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ETHX-B.TOCCOM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.42%

2.45%

+16.97%

Volatility (6M)

Calculated over the trailing 6-month period

45.25%

8.46%

+36.79%

Volatility (1Y)

Calculated over the trailing 1-year period

66.77%

10.04%

+56.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.08%

8.43%

+60.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.86%

8.43%

+63.43%

Dividends

ETHX-B.TO vs. CCOM.TO - Dividend Comparison

ETHX-B.TO has not paid dividends to shareholders, while CCOM.TO's dividend yield for the trailing twelve months is around 13.61%.


PositionTTM202520242023
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
13.61%3.48%6.99%4.21%
ETHX-B.TO
CI Galaxy Ethereum ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


ETHX-B.TO and CCOM.TO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETHX-B.TO is categorized as Cryptocurrency, while CCOM.TO is Commodities.

Portfolio Optimizer

Find the right allocation for ETHX-B.TO and CCOM.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer