KNGX.TO vs. CLML.TO

Last updated Jun 4, 2026

KNGX.TO (Brompton International Cash Flow Kings ETF) and CLML.TO (CI Global Climate Leaders Fund) are both exchange-traded funds - KNGX.TO is a International Equity fund tracking the Brompton Index One International Cash Flow Kings Index, while CLML.TO is a fund fund. Over the past year, KNGX.TO returned 36.11% vs 58.40% for CLML.TO. At a 0.22 correlation, their price movements are largely independent.

Performance

KNGX.TO vs. CLML.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton International Cash Flow Kings ETF (KNGX.TO) and CI Global Climate Leaders Fund (CLML.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KNGX.TO achieves a 11.88% return, which is significantly lower than CLML.TO's 36.54% return.

KNGX.TO

• 1D: 0.00%
• 1M: 2.80%
• YTD: 11.88%
• 6M: 14.57%
• 1Y: 36.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CLML.TO

• 1D: 0.37%
• 1M: 6.60%
• YTD: 36.54%
• 6M: 35.01%
• 1Y: 58.40%
• 3Y*: 44.11%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024
KNGX.TO Brompton International Cash Flow Kings ETF	11.88%	35.23%	-3.95%
CLML.TO CI Global Climate Leaders Fund	36.54%	25.21%	15.62%

Correlation

The correlation between KNGX.TO and CLML.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jul 25, 2024	0.22

Return for Risk

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

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

KNGX.TO

KNGX.TO Risk / Return Rank: 85
KNGX.TO Sharpe Ratio Rank: 83
KNGX.TO Sortino Ratio Rank: 86
KNGX.TO Omega Ratio Rank: 82
KNGX.TO Calmar Ratio Rank: 91
KNGX.TO Martin Ratio Rank: 85

CLML.TO

CLML.TO Risk / Return Rank: 88
CLML.TO Sharpe Ratio Rank: 86
CLML.TO Sortino Ratio Rank: 86
CLML.TO Omega Ratio Rank: 81
CLML.TO Calmar Ratio Rank: 95
CLML.TO Martin Ratio Rank: 93

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.

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

This table presents a comparison of risk-adjusted performance metrics for Brompton International Cash Flow Kings ETF (KNGX.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.

	KNGX.TO	CLML.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.71	2.88	-0.17
Sortino ratio: Return per unit of downside risk	3.86	3.93	-0.07
Omega ratio: Gain probability vs. loss probability	1.49	1.49	0.00
Calmar ratio: Return relative to maximum drawdown	5.78	8.04	-2.26
Martin ratio: Return relative to average drawdown	17.65	24.25	-6.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current KNGX.TO Sharpe Ratio is 2.71, which is comparable to the CLML.TO Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of KNGX.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.

Sharpe Ratios by Period

	KNGX.TO	CLML.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.71	2.88	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	1.49	1.14	+0.35

Drawdowns

KNGX.TO vs. CLML.TO - Drawdown Comparison

The maximum KNGX.TO drawdown since its inception was -13.51%, smaller than the maximum CLML.TO drawdown of -28.17%. Use the drawdown chart below to compare losses from any high point for KNGX.TO and CLML.TO.

Drawdown Indicators

	KNGX.TO	CLML.TO	Difference
Max Drawdown Largest peak-to-trough decline	-13.51%	-28.17%	+14.66%
Max Drawdown (1Y) Largest decline over 1 year	-6.27%	-7.30%	+1.03%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.94%	—
Current Drawdown Current decline from peak	-1.76%	0.00%	-1.76%
Average Drawdown Average peak-to-trough decline	-2.25%	-8.96%	+6.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.42%	-0.37%

Volatility

KNGX.TO vs. CLML.TO - Volatility Comparison

The current volatility for Brompton International Cash Flow Kings ETF (KNGX.TO) is 4.66%, while CI Global Climate Leaders Fund (CLML.TO) has a volatility of 8.88%. This indicates that KNGX.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.

Volatility by Period

	KNGX.TO	CLML.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.66%	8.88%	-4.22%
Volatility (6M) Calculated over the trailing 6-month period	10.03%	16.50%	-6.47%
Volatility (1Y) Calculated over the trailing 1-year period	13.41%	20.38%	-6.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.03%	20.68%	-5.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.03%	20.68%	-5.65%

Dividends

KNGX.TO vs. CLML.TO - Dividend Comparison

KNGX.TO's dividend yield for the trailing twelve months is around 1.62%, while CLML.TO has not paid dividends to shareholders.

Position	TTM	2025	2024
CLML.TO CI Global Climate Leaders Fund	0.00%	0.00%	0.00%
KNGX.TO Brompton International Cash Flow Kings ETF	1.62%	2.16%	1.02%

Frequently Asked Questions

Can I hold both KNGX.TO and CLML.TO in my portfolio?

KNGX.TO and CLML.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.