PortfoliosLab logoPortfoliosLab logo
FGEP.TO vs. CLML.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGEP.TO vs. CLML.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Equity+ Fund ETF (FGEP.TO) and CI Global Climate Leaders Fund (CLML.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FGEP.TO achieves a 20.73% return, which is significantly lower than CLML.TO's 24.04% return.


FGEP.TO

1D
0.58%
1M
0.19%
6M
16.06%
YTD
20.73%
1Y
31.07%
3Y*
5Y*
10Y*
ALL TIME*
22.43%

CLML.TO

1D
0.55%
1M
-8.07%
6M
16.20%
YTD
24.04%
1Y
32.66%
3Y*
36.77%
5Y*
20.37%
10Y*
ALL TIME*
20.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$201.62KCA$413.31KCA$399.13K
CA$1.06MCA$1.09MCA$1.04M

FGEP.TO vs. CLML.TO - Yearly Performance Comparison


2026 (YTD)20252024
FGEP.TO
Fidelity Global Equity+ Fund ETF
20.73%17.44%9.88%
CLML.TO
CI Global Climate Leaders Fund
24.04%25.21%16.23%

Correlation

The correlation between FGEP.TO and CLML.TO is 0.48, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.48

Correlation (All Time)
Calculated using the full available price history since May 22, 2024

0.47

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

FGEP.TO vs. CLML.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FGEP.TO
FGEP.TO Risk / Return Rank: 9292
Overall Rank
FGEP.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FGEP.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
FGEP.TO Omega Ratio Rank: 9292
Omega Ratio Rank
FGEP.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
FGEP.TO Martin Ratio Rank: 9292
Martin Ratio Rank

CLML.TO
CLML.TO Risk / Return Rank: 5353
Overall Rank
CLML.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CLML.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
CLML.TO Omega Ratio Rank: 4949
Omega Ratio Rank
CLML.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
CLML.TO Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FGEP.TO vs. CLML.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Equity+ Fund ETF (FGEP.TO) and CI Global Climate Leaders Fund (CLML.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.


FGEP.TOCLML.TODifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

1.46

1.23

+0.22

Calmar ratioReturn relative to maximum drawdown

4.07

1.97

+2.10

Martin ratioReturn relative to average drawdown

16.37

7.95

+8.42

FGEP.TO vs. CLML.TO - Sharpe Ratio Comparison

The current FGEP.TO Sharpe Ratio is 2.54, which is higher than the CLML.TO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FGEP.TO and CLML.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

FGEP.TO vs. CLML.TO - Drawdown Comparison

The maximum FGEP.TO drawdown since its inception was -14.78%, smaller than the maximum CLML.TO drawdown of -28.17%. Use the drawdown chart below to compare losses from any high point for FGEP.TO and CLML.TO.


Loading charts...

Drawdown Indicators


FGEP.TOCLML.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.78%

-28.17%

+13.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-15.61%

+8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-25.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

Current Drawdown

Current decline from peak

-0.06%

-11.92%

+11.86%

Average Drawdown

Average peak-to-trough decline

-1.60%

-8.87%

+7.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

3.86%

-2.09%

Volatility

FGEP.TO vs. CLML.TO - Volatility Comparison

The current volatility for Fidelity Global Equity+ Fund ETF (FGEP.TO) is 3.48%, while CI Global Climate Leaders Fund (CLML.TO) has a volatility of 7.85%. This indicates that FGEP.TO experiences smaller price fluctuations and is considered to be less risky than CLML.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FGEP.TOCLML.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

7.85%

-4.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

19.77%

-10.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

23.72%

-12.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

21.27%

-8.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.71%

21.17%

-8.46%

FGEP.TO vs. CLML.TO - Expense Ratio Comparison

FGEP.TO has a 1.16% expense ratio, which is higher than CLML.TO's 0.99% expense ratio.


Dividends

FGEP.TO vs. CLML.TO - Dividend Comparison

Neither FGEP.TO nor CLML.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FGEP.TO and CLML.TO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CLML.TO is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLML.TO is cheaper with a 0.99% expense ratio, compared with 1.16% for FGEP.TO.

FGEP.TO is categorized as Global Equities, while CLML.TO is Alternative Energy Equities. They also come from different issuers: Fidelity and CI. Their fees differ too: 1.16% for FGEP.TO and 0.99% for CLML.TO.

Portfolio Optimizer

Find the right allocation for FGEP.TO and CLML.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