GEQT.TO vs. CIE.NEO
GEQT.TO (iShares ESG Equity ETF Portfolio) and CIE.NEO (iShares International Fundamental Common Class) are both Global Equities funds from iShares. GEQT.TO is actively managed, while CIE.NEO is passively managed. Over the past 5 years, GEQT.TO returned 14.52%/yr vs 15.50%/yr for CIE.NEO. A 0.53 correlation means they provide meaningful diversification when combined. GEQT.TO charges 0.25%/yr vs 0.73%/yr for CIE.NEO.
Performance
GEQT.TO vs. CIE.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, GEQT.TO achieves a 14.67% return, which is significantly lower than CIE.NEO's 17.83% return.
GEQT.TO
- 1D
- -0.42%
- 1M
- 8.79%
- YTD
- 14.67%
- 6M
- 12.80%
- 1Y
- 29.64%
- 3Y*
- 23.50%
- 5Y*
- 14.52%
- 10Y*
- —
CIE.NEO
- 1D
- -0.39%
- 1M
- 6.26%
- YTD
- 17.83%
- 6M
- 19.92%
- 1Y
- 39.49%
- 3Y*
- 25.09%
- 5Y*
- 15.50%
- 10Y*
- 11.89%
GEQT.TO vs. CIE.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GEQT.TO iShares ESG Equity ETF Portfolio | 14.67% | 17.85% | 25.42% | 22.35% | -15.18% | 21.99% | 9.67% |
CIE.NEO iShares International Fundamental Common Class | 17.83% | 34.92% | 12.83% | 15.59% | -2.83% | 14.42% | 12.75% |
Correlation
The correlation between GEQT.TO and CIE.NEO is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2020 | 0.53 |
The correlation between GEQT.TO and CIE.NEO has been stable across timeframes, ranging from 0.53 to 0.63 - a consistent structural relationship.
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Return for Risk
GEQT.TO vs. CIE.NEO — Risk / Return Rank
GEQT.TO
CIE.NEO
GEQT.TO vs. CIE.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Equity ETF Portfolio (GEQT.TO) and iShares International Fundamental Common Class (CIE.NEO). 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.
| GEQT.TO | CIE.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.54 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 3.57 | -0.37 |
| Martin ratioReturn relative to average drawdown | 13.28 | 14.78 | -1.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GEQT.TO | CIE.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.85 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 1.13 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.44 | +0.72 |
Drawdowns
GEQT.TO vs. CIE.NEO - Drawdown Comparison
The maximum GEQT.TO drawdown since its inception was -23.64%, smaller than the maximum CIE.NEO drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for GEQT.TO and CIE.NEO.
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Drawdown Indicators
| GEQT.TO | CIE.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.64% | -40.08% | +16.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.29% | -11.10% | +1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -17.01% | -15.44% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.64% | -20.55% | -3.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.08% | — |
Current DrawdownCurrent decline from peak | -0.42% | -0.39% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -7.13% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.68% | -0.44% |
Volatility
GEQT.TO vs. CIE.NEO - Volatility Comparison
The current volatility for iShares ESG Equity ETF Portfolio (GEQT.TO) is 4.08%, while iShares International Fundamental Common Class (CIE.NEO) has a volatility of 4.85%. This indicates that GEQT.TO experiences smaller price fluctuations and is considered to be less risky than CIE.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GEQT.TO | CIE.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.85% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 11.56% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 13.95% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 13.85% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.92% | 18.19% | -4.27% |
GEQT.TO vs. CIE.NEO - Expense Ratio Comparison
GEQT.TO has a 0.25% expense ratio, which is lower than CIE.NEO's 0.73% expense ratio.
Dividends
GEQT.TO vs. CIE.NEO - Dividend Comparison
GEQT.TO's dividend yield for the trailing twelve months is around 1.10%, less than CIE.NEO's 2.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIE.NEO iShares International Fundamental Common Class | 2.12% | 2.53% | 2.82% | 3.08% | 3.32% | 2.89% | 2.15% | 3.63% | 3.12% | 2.67% | 2.80% | 2.44% |
GEQT.TO iShares ESG Equity ETF Portfolio | 1.10% | 1.25% | 1.38% | 1.58% | 1.82% | 1.32% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GEQT.TO and CIE.NEO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GEQT.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GEQT.TO is cheaper with a 0.25% expense ratio, compared with 0.73% for CIE.NEO.
Their fees differ too: 0.25% for GEQT.TO and 0.73% for CIE.NEO.
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