PortfoliosLab logoPortfoliosLab logo
GEQT.TO vs. ONEQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEQT.TO vs. ONEQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Equity ETF Portfolio (GEQT.TO) and CI Global Core Plus Equity ETF (ONEQ.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GEQT.TO achieves a 18.33% return, which is significantly higher than ONEQ.TO's 12.41% return.


GEQT.TO

1D
1.15%
1M
4.70%
YTD
18.33%
6M
17.61%
1Y
29.22%
3Y*
23.67%
5Y*
14.52%
10Y*

ONEQ.TO

1D
-0.02%
1M
-0.52%
YTD
12.41%
6M
12.14%
1Y
26.29%
3Y*
21.18%
5Y*
12.91%
10Y*
12.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEQT.TO vs. ONEQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GEQT.TO
iShares ESG Equity ETF Portfolio
18.33%17.86%25.42%22.35%-15.19%21.99%7.15%
ONEQ.TO
CI Global Core Plus Equity ETF
12.41%17.62%22.45%19.07%-10.74%21.65%9.77%

Correlation

The correlation between GEQT.TO and ONEQ.TO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.38

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

0.37

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2020

0.35

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

GEQT.TO vs. ONEQ.TO — Risk / Return Rank

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

GEQT.TO
GEQT.TO Risk / Return Rank: 7474
Overall Rank
GEQT.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GEQT.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
GEQT.TO Omega Ratio Rank: 7272
Omega Ratio Rank
GEQT.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
GEQT.TO Martin Ratio Rank: 7979
Martin Ratio Rank

ONEQ.TO
ONEQ.TO Risk / Return Rank: 8787
Overall Rank
ONEQ.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ONEQ.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
ONEQ.TO Omega Ratio Rank: 8888
Omega Ratio Rank
ONEQ.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
ONEQ.TO Martin Ratio Rank: 9191
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.

GEQT.TO vs. ONEQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Equity ETF Portfolio (GEQT.TO) and CI Global Core Plus Equity ETF (ONEQ.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.


GEQT.TOONEQ.TODifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.36

1.47

-0.10

Calmar ratioReturn relative to maximum drawdown

3.16

4.08

-0.92

Martin ratioReturn relative to average drawdown

12.85

18.06

-5.21

GEQT.TO vs. ONEQ.TO - Sharpe Ratio Comparison

The current GEQT.TO Sharpe Ratio is 2.01, which is comparable to the ONEQ.TO Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of GEQT.TO and ONEQ.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

GEQT.TO vs. ONEQ.TO - Drawdown Comparison

The maximum GEQT.TO drawdown since its inception was -23.66%, smaller than the maximum ONEQ.TO drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for GEQT.TO and ONEQ.TO.


Loading charts...

Drawdown Indicators


GEQT.TOONEQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.66%

-34.40%

+10.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-6.66%

-2.63%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-16.08%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-17.61%

-6.05%

Max Drawdown (10Y)

Largest decline over 10 years

-34.40%

Current Drawdown

Current decline from peak

0.00%

-1.58%

+1.58%

Average Drawdown

Average peak-to-trough decline

-5.06%

-3.71%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

1.50%

+0.78%

Volatility

GEQT.TO vs. ONEQ.TO - Volatility Comparison

iShares ESG Equity ETF Portfolio (GEQT.TO) has a higher volatility of 5.93% compared to CI Global Core Plus Equity ETF (ONEQ.TO) at 3.68%. This indicates that GEQT.TO's price experiences larger fluctuations and is considered to be riskier than ONEQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GEQT.TOONEQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

3.68%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

9.89%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

11.89%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

13.27%

+4.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

13.93%

+3.42%

Dividends

GEQT.TO vs. ONEQ.TO - Dividend Comparison

GEQT.TO's dividend yield for the trailing twelve months is around 1.12%, less than ONEQ.TO's 1.62% yield.


PositionTTM2025202420232022202120202019201820172016
GEQT.TO
iShares ESG Equity ETF Portfolio
1.12%1.26%1.38%1.58%1.82%1.32%0.87%0.00%0.00%0.00%0.00%
ONEQ.TO
CI Global Core Plus Equity ETF
1.62%1.60%1.05%1.53%1.38%0.89%1.22%1.39%0.94%1.03%1.22%

Frequently Asked Questions


GEQT.TO and ONEQ.TO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and CI.

Portfolio Optimizer

Find the right allocation for GEQT.TO and ONEQ.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