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ETHX-B.TO vs. CEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHX-B.TO vs. CEQT.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 Equity Asset Allocation ETF (CEQT.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, ETHX-B.TO achieves a -45.06% return, which is significantly lower than CEQT.TO's 14.27% 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*

CEQT.TO

1D
0.43%
1M
1.75%
YTD
14.27%
6M
13.93%
1Y
29.87%
3Y*
22.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
ETHX-B.TO
CI Galaxy Ethereum ETF
-45.06%-15.87%55.80%24.60%
CEQT.TO
CI Equity Asset Allocation ETF
14.27%18.84%27.38%6.47%

Correlation

The correlation between ETHX-B.TO and CEQT.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.20

Correlation (All Time)
Calculated using the full available price history since May 17, 2023

0.20

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Return for Risk

ETHX-B.TO vs. CEQT.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

CEQT.TO
CEQT.TO Risk / Return Rank: 9292
Overall Rank
CEQT.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CEQT.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CEQT.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CEQT.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
CEQT.TO Martin Ratio Rank: 8888
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. CEQT.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 Equity Asset Allocation ETF (CEQT.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.TOCEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-3.27

Sortino ratioReturn per unit of downside risk

-4.78

Omega ratioGain probability vs. loss probability

0.95

1.88

-0.93

Calmar ratioReturn relative to maximum drawdown

-0.52

4.15

-4.67

Martin ratioReturn relative to average drawdown

-0.84

16.41

-17.24

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

The current ETHX-B.TO Sharpe Ratio is -0.53, which is lower than the CEQT.TO Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of ETHX-B.TO and CEQT.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

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

The maximum ETHX-B.TO drawdown since its inception was -78.38%, which is greater than CEQT.TO's maximum drawdown of -14.02%. Use the drawdown chart below to compare losses from any high point for ETHX-B.TO and CEQT.TO.


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Drawdown Indicators


ETHX-B.TOCEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.38%

-14.02%

-64.36%

Max Drawdown (1Y)

Largest decline over 1 year

-67.14%

-7.26%

-59.88%

Max Drawdown (3Y)

Largest decline over 3 years

-67.14%

-14.02%

-53.12%

Max Drawdown (5Y)

Largest decline over 5 years

-78.38%

Current Drawdown

Current decline from peak

-66.60%

-0.44%

-66.16%

Average Drawdown

Average peak-to-trough decline

-43.02%

-1.18%

-41.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.78%

1.83%

+39.95%

Volatility

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

CI Galaxy Ethereum ETF (ETHX-B.TO) has a higher volatility of 19.42% compared to CI Equity Asset Allocation ETF (CEQT.TO) at 4.14%. This indicates that ETHX-B.TO's price experiences larger fluctuations and is considered to be riskier than CEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHX-B.TOCEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.42%

4.14%

+15.28%

Volatility (6M)

Calculated over the trailing 6-month period

45.25%

9.22%

+36.03%

Volatility (1Y)

Calculated over the trailing 1-year period

66.77%

11.02%

+55.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.08%

13.08%

+56.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.86%

13.08%

+58.78%

Dividends

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

ETHX-B.TO has not paid dividends to shareholders, while CEQT.TO's dividend yield for the trailing twelve months is around 1.09%.


PositionTTM202520242023
CEQT.TO
CI Equity Asset Allocation ETF
1.09%1.25%1.82%1.06%
ETHX-B.TO
CI Galaxy Ethereum ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


ETHX-B.TO and CEQT.TO have a correlation of 0.28, 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 CEQT.TO is Diversified Portfolio.

Portfolio Optimizer

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

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

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