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GCNS.TO vs. CMR.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

GCNS.TO vs. CMR.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares ESG Conservative Balanced ETF Portfolio (GCNS.TO) and iShares Premium Money Market ETF (CMR.TO).

GCNS.TO and CMR.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GCNS.TO is an actively managed fund by iShares. It was launched on Sep 2, 2020. CMR.TO is an actively managed fund by iShares. It was launched on Feb 19, 2008.

Performance

GCNS.TO vs. CMR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Conservative Balanced ETF Portfolio (GCNS.TO) and iShares Premium Money Market ETF (CMR.TO). The values are adjusted to include any dividend payments, if applicable.

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GCNS.TO vs. CMR.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
GCNS.TO
iShares ESG Conservative Balanced ETF Portfolio		-2.08%7.23%15.54%11.66%-10.94%8.07%4.37%
CMR.TO
iShares Premium Money Market ETF		0.58%2.68%4.70%4.70%1.71%0.00%0.00%

Returns By Period

In the year-to-date period, GCNS.TO achieves a -2.08% return, which is significantly lower than CMR.TO's 0.58% return.

GCNS.TO

1D
0.40%
1M
-4.37%
YTD
-2.08%
6M
-2.07%
1Y
6.64%
3Y*
9.17%
5Y*
5.39%
10Y*
—

CMR.TO

1D
0.03%
1M
0.20%
YTD
0.58%
6M
1.11%
1Y
2.49%
3Y*
3.86%
5Y*
2.86%
10Y*
1.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares ESG Conservative Balanced ETF Portfolio

iShares Premium Money Market ETF

Often compared with GCNS.TO:
GCNS.TO vs. XCNS.TOGCNS.TO vs. VFV.TOGCNS.TO vs. ZBI.TOGCNS.TO vs. XSTB.TOGCNS.TO vs. VCNS.TOGCNS.TO vs. ACWVGCNS.TO vs. XMW.TO
Often compared with CMR.TO:
CMR.TO vs. ZMMK.TOCMR.TO vs. CASH.TOCMR.TO vs. CBIL.TOCMR.TO vs. XFR.TOCMR.TO vs. MNY.TOCMR.TO vs. VOOCMR.TO vs. HSAV.TO

GCNS.TO vs. CMR.TO - Expense Ratio Comparison

GCNS.TO has a 0.25% expense ratio, which is higher than CMR.TO's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

GCNS.TO
iShares ESG Conservative Balanced ETF Portfolio
CMR.TO
iShares Premium Money Market ETF

Return for Risk

GCNS.TO vs. CMR.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GCNS.TO
GCNS.TO Risk / Return Rank: 3939
Overall Rank
GCNS.TO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GCNS.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
GCNS.TO Omega Ratio Rank: 3939
Omega Ratio Rank
GCNS.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
GCNS.TO Martin Ratio Rank: 4141
Martin Ratio Rank
CMR.TO
CMR.TO Risk / Return Rank: 100100
Overall Rank
CMR.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 9999
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.

GCNS.TO vs. CMR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Conservative Balanced ETF Portfolio (GCNS.TO) and iShares Premium Money Market ETF (CMR.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.

GCNS.TOCMR.TODifference

Sharpe ratio

Return per unit of total volatility

0.65

10.83

-10.18

Sortino ratio

Return per unit of downside risk

0.93

21.84

-20.91

Omega ratio

Gain probability vs. loss probability

1.15

9.39

-8.23

Calmar ratio

Return relative to maximum drawdown

1.22

26.62

-25.40

Martin ratio

Return relative to average drawdown

3.91

195.48

-191.56

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GCNS.TO vs. CMR.TO - Sharpe Ratio Comparison

The current GCNS.TO Sharpe Ratio is 0.65, which is lower than the CMR.TO Sharpe Ratio of 10.83. The chart below compares the historical Sharpe Ratios of GCNS.TO and CMR.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

GCNS.TOCMR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

10.83

-10.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

10.33

-9.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

6.88

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

3.81

-3.07

Correlation

The correlation between GCNS.TO and CMR.TO is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GCNS.TO vs. CMR.TO - Dividend Comparison

GCNS.TO's dividend yield for the trailing twelve months is around 2.16%, less than CMR.TO's 2.57% yield.

TTM20252024202320222021202020192018201720162015
GCNS.TO
iShares ESG Conservative Balanced ETF Portfolio		2.16%2.07%2.03%2.88%2.09%1.60%2.49%0.00%0.00%0.00%0.00%0.00%
CMR.TO
iShares Premium Money Market ETF		2.57%2.81%4.56%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%

Drawdowns

GCNS.TO vs. CMR.TO - Drawdown Comparison

The maximum GCNS.TO drawdown since its inception was -15.37%, which is greater than CMR.TO's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for GCNS.TO and CMR.TO.

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Drawdown Indicators

GCNS.TOCMR.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.37%

-0.52%

-14.85%

Max Drawdown (1Y)

Largest decline over 1 year

-5.05%

-0.09%

-4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-0.09%

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

—

-0.14%

—

Current Drawdown

Current decline from peak

-4.43%

0.00%

-4.43%

Average Drawdown

Average peak-to-trough decline

-3.65%

-0.01%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

0.01%

+1.56%

Volatility

GCNS.TO vs. CMR.TO - Volatility Comparison

iShares ESG Conservative Balanced ETF Portfolio (GCNS.TO) has a higher volatility of 2.36% compared to iShares Premium Money Market ETF (CMR.TO) at 0.08%. This indicates that GCNS.TO's price experiences larger fluctuations and is considered to be riskier than CMR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GCNS.TOCMR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

0.08%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.91%

0.19%

+4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

9.58%

0.23%

+9.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.07%

0.28%

+7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.80%

0.27%

+7.53%