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IQD.TO vs. CWIN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQD.TO vs. CWIN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI International Quality Dividend Growth Index ETF (IQD.TO) and HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQD.TO achieves a 8.20% return, which is significantly lower than CWIN.TO's 20.39% return.


IQD.TO

1D
0.23%
1M
2.60%
YTD
8.20%
6M
7.85%
1Y
16.35%
3Y*
10.30%
5Y*
6.87%
10Y*

CWIN.TO

1D
-0.61%
1M
5.84%
YTD
20.39%
6M
19.94%
1Y
40.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQD.TO vs. CWIN.TO - Yearly Performance Comparison


Correlation

The correlation between IQD.TO and CWIN.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2025

0.40

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Return for Risk

IQD.TO vs. CWIN.TO — Risk / Return Rank

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

IQD.TO
IQD.TO Risk / Return Rank: 3737
Overall Rank
IQD.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IQD.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
IQD.TO Omega Ratio Rank: 3737
Omega Ratio Rank
IQD.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
IQD.TO Martin Ratio Rank: 4141
Martin Ratio Rank

CWIN.TO
CWIN.TO Risk / Return Rank: 9494
Overall Rank
CWIN.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CWIN.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CWIN.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CWIN.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
CWIN.TO Martin Ratio Rank: 9393
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.

IQD.TO vs. CWIN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI International Quality Dividend Growth Index ETF (IQD.TO) and HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.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.


IQD.TOCWIN.TODifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.60

Omega ratioGain probability vs. loss probability

1.22

1.62

-0.39

Calmar ratioReturn relative to maximum drawdown

1.59

5.66

-4.07

Martin ratioReturn relative to average drawdown

5.68

20.94

-15.25

IQD.TO vs. CWIN.TO - Sharpe Ratio Comparison

The current IQD.TO Sharpe Ratio is 1.14, which is lower than the CWIN.TO Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of IQD.TO and CWIN.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

IQD.TO vs. CWIN.TO - Drawdown Comparison

The maximum IQD.TO drawdown since its inception was -30.69%, which is greater than CWIN.TO's maximum drawdown of -10.87%. Use the drawdown chart below to compare losses from any high point for IQD.TO and CWIN.TO.


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Drawdown Indicators


IQD.TOCWIN.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.69%

-10.87%

-19.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.31%

-7.15%

-3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-18.94%

Max Drawdown (5Y)

Largest decline over 5 years

-20.52%

Current Drawdown

Current decline from peak

-0.31%

-0.61%

+0.30%

Average Drawdown

Average peak-to-trough decline

-4.13%

-1.37%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

1.93%

+0.95%

Volatility

IQD.TO vs. CWIN.TO - Volatility Comparison

CI International Quality Dividend Growth Index ETF (IQD.TO) has a higher volatility of 4.32% compared to HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) at 3.89%. This indicates that IQD.TO's price experiences larger fluctuations and is considered to be riskier than CWIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQD.TOCWIN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

3.89%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

10.03%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

14.42%

12.45%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

13.86%

+1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.41%

13.86%

+1.55%

Dividends

IQD.TO vs. CWIN.TO - Dividend Comparison

IQD.TO's dividend yield for the trailing twelve months is around 2.37%, less than CWIN.TO's 2.82% yield.


PositionTTM2025202420232022202120202019201820172016
CWIN.TO
HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units
2.82%3.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQD.TO
CI International Quality Dividend Growth Index ETF
2.37%3.08%1.38%1.66%4.21%2.19%1.24%1.79%2.10%1.12%0.48%

Frequently Asked Questions


IQD.TO and CWIN.TO have a correlation of 0.34, 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: CI and Hamilton.

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