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ETHX-U.TO vs. CGRE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHX-U.TO vs. CGRE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.TO) and CI Global REIT Private Pool (CGRE.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ETHX-U.TO is traded in USD, while CGRE.TO is traded in CAD. To make them comparable, the CGRE.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ETHX-U.TO achieves a -35.30% return, which is significantly lower than CGRE.TO's 11.16% return.


ETHX-U.TO

1D
1.43%
1M
13.56%
6M
-35.89%
YTD
-35.30%
1Y
-48.74%
3Y*
-0.12%
5Y*
-1.84%
10Y*
ALL TIME*
-3.40%

CGRE.TO

1D
0.00%
1M
3.80%
6M
8.91%
YTD
11.16%
1Y
11.30%
3Y*
6.79%
5Y*
0.88%
10Y*
ALL TIME*
7.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHX-U.TO vs. CGRE.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETHX-U.TO
CI Galaxy Ethereum ETF (US$ Series)
-35.30%-11.53%43.46%93.31%-67.94%63.87%
CGRE.TO
CI Global REIT Private Pool
11.16%8.34%-3.51%14.38%-28.18%22.40%

Correlation

The correlation between ETHX-U.TO and CGRE.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.07

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

0.08

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2021

0.08

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Return for Risk

ETHX-U.TO vs. CGRE.TO — Risk / Return Rank

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

ETHX-U.TO
ETHX-U.TO Risk / Return Rank: 44
Overall Rank
ETHX-U.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ETHX-U.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
ETHX-U.TO Omega Ratio Rank: 44
Omega Ratio Rank
ETHX-U.TO Calmar Ratio Rank: 44
Calmar Ratio Rank
ETHX-U.TO Martin Ratio Rank: 44
Martin Ratio Rank

CGRE.TO
CGRE.TO Risk / Return Rank: 5050
Overall Rank
CGRE.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CGRE.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
CGRE.TO Omega Ratio Rank: 6767
Omega Ratio Rank
CGRE.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
CGRE.TO Martin Ratio Rank: 4444
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-U.TO vs. CGRE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.TO) and CI Global REIT Private Pool (CGRE.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-U.TOCGRE.TODifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-2.48

Omega ratioGain probability vs. loss probability

0.90

1.20

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.72

1.21

-1.93

Martin ratioReturn relative to average drawdown

-1.10

4.13

-5.22

ETHX-U.TO vs. CGRE.TO - Sharpe Ratio Comparison

The current ETHX-U.TO Sharpe Ratio is -0.73, which is lower than the CGRE.TO Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ETHX-U.TO and CGRE.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-U.TO vs. CGRE.TO - Drawdown Comparison

The maximum ETHX-U.TO drawdown since its inception was -79.05%, which is greater than CGRE.TO's maximum drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for ETHX-U.TO and CGRE.TO.


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Drawdown Indicators


ETHX-U.TOCGRE.TODifference

Max Drawdown

Largest peak-to-trough decline

-79.05%

-34.07%

-44.98%

Max Drawdown (1Y)

Largest decline over 1 year

-68.04%

-9.72%

-58.32%

Max Drawdown (3Y)

Largest decline over 3 years

-68.04%

-17.82%

-50.22%

Max Drawdown (5Y)

Largest decline over 5 years

-79.05%

-34.07%

-44.98%

Current Drawdown

Current decline from peak

-61.18%

-4.55%

-56.63%

Average Drawdown

Average peak-to-trough decline

-46.42%

-13.31%

-33.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.49%

2.85%

+41.64%

Volatility

ETHX-U.TO vs. CGRE.TO - Volatility Comparison

CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.TO) has a higher volatility of 15.03% compared to CI Global REIT Private Pool (CGRE.TO) at 2.37%. This indicates that ETHX-U.TO's price experiences larger fluctuations and is considered to be riskier than CGRE.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-U.TOCGRE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.03%

2.37%

+12.66%

Volatility (6M)

Calculated over the trailing 6-month period

46.40%

9.58%

+36.82%

Volatility (1Y)

Calculated over the trailing 1-year period

66.99%

12.39%

+54.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.77%

16.57%

+54.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.67%

16.05%

+57.62%

Dividends

ETHX-U.TO vs. CGRE.TO - Dividend Comparison

ETHX-U.TO has not paid dividends to shareholders, while CGRE.TO's dividend yield for the trailing twelve months is around 4.45%.


PositionTTM202520242023202220212020
CGRE.TO
CI Global REIT Private Pool
4.45%4.95%4.88%4.86%5.16%3.77%2.84%
ETHX-U.TO
CI Galaxy Ethereum ETF (US$ Series)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ETHX-U.TO and CGRE.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETHX-U.TO is categorized as Cryptocurrency, while CGRE.TO is REIT.

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