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LEAD.TO vs. CIE.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEAD.TO vs. CIE.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Future Leadership Fund (LEAD.TO) and iShares International Fundamental Common Class (CIE.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LEAD.TO achieves a -4.13% return, which is significantly lower than CIE.NEO's 18.10% return.


LEAD.TO

1D
-1.14%
1M
1.87%
6M
-0.68%
YTD
-4.13%
1Y
-3.93%
3Y*
18.17%
5Y*
5.58%
10Y*
ALL TIME*
8.63%

CIE.NEO

1D
-0.10%
1M
0.54%
6M
13.13%
YTD
18.10%
1Y
33.29%
3Y*
23.42%
5Y*
15.78%
10Y*
11.82%
ALL TIME*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$139.00KCA$169.43KCA$163.96K
CA$5.33KCA$6.18KCA$7.84K

LEAD.TO vs. CIE.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LEAD.TO
Evolve Future Leadership Fund
-4.13%12.13%38.23%34.98%-34.79%14.98%7.95%
CIE.NEO
iShares International Fundamental Common Class
18.10%34.92%12.83%15.59%-2.83%14.42%13.26%

Correlation

The correlation between LEAD.TO and CIE.NEO 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 (3Y)
Calculated over the trailing 3-year period

0.24

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2020

0.26

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Return for Risk

LEAD.TO vs. CIE.NEO — Risk / Return Rank

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

LEAD.TO
LEAD.TO Risk / Return Rank: 1010
Overall Rank
LEAD.TO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LEAD.TO Sortino Ratio Rank: 99
Sortino Ratio Rank
LEAD.TO Omega Ratio Rank: 99
Omega Ratio Rank
LEAD.TO Calmar Ratio Rank: 1010
Calmar Ratio Rank
LEAD.TO Martin Ratio Rank: 1010
Martin Ratio Rank

CIE.NEO
CIE.NEO Risk / Return Rank: 8888
Overall Rank
CIE.NEO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CIE.NEO Sortino Ratio Rank: 9191
Sortino Ratio Rank
CIE.NEO Omega Ratio Rank: 9292
Omega Ratio Rank
CIE.NEO Calmar Ratio Rank: 8080
Calmar Ratio Rank
CIE.NEO Martin Ratio Rank: 8585
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.

LEAD.TO vs. CIE.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Future Leadership Fund (LEAD.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.

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.


LEAD.TOCIE.NEODifference
Sharpe ratioReturn per unit of total volatility

-2.44

Sortino ratioReturn per unit of downside risk

-3.27

Omega ratioGain probability vs. loss probability

0.99

1.44

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.15

3.03

-3.17

Martin ratioReturn relative to average drawdown

-0.33

12.15

-12.47

LEAD.TO vs. CIE.NEO - Sharpe Ratio Comparison

The current LEAD.TO Sharpe Ratio is -0.18, which is lower than the CIE.NEO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of LEAD.TO and CIE.NEO, 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

LEAD.TO vs. CIE.NEO - Drawdown Comparison

The maximum LEAD.TO drawdown since its inception was -39.80%, roughly equal to the maximum CIE.NEO drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for LEAD.TO and CIE.NEO.


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Drawdown Indicators


LEAD.TOCIE.NEODifference

Max Drawdown

Largest peak-to-trough decline

-39.80%

-40.08%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-22.65%

-11.10%

-11.55%

Max Drawdown (3Y)

Largest decline over 3 years

-22.65%

-15.44%

-7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-39.80%

-20.55%

-19.25%

Max Drawdown (10Y)

Largest decline over 10 years

-40.08%

Current Drawdown

Current decline from peak

-9.30%

-2.10%

-7.20%

Average Drawdown

Average peak-to-trough decline

-13.81%

-7.09%

-6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.12%

2.76%

+7.36%

Volatility

LEAD.TO vs. CIE.NEO - Volatility Comparison

Evolve Future Leadership Fund (LEAD.TO) has a higher volatility of 5.40% compared to iShares International Fundamental Common Class (CIE.NEO) at 3.05%. This indicates that LEAD.TO's price experiences larger fluctuations and is considered to be riskier 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


LEAD.TOCIE.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

3.05%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

12.84%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

14.84%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.80%

14.06%

+7.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

18.02%

+3.00%

LEAD.TO vs. CIE.NEO - Expense Ratio Comparison

LEAD.TO has a 0.92% expense ratio, which is higher than CIE.NEO's 0.73% expense ratio.


Dividends

LEAD.TO vs. CIE.NEO - Dividend Comparison

LEAD.TO's dividend yield for the trailing twelve months is around 11.67%, more than CIE.NEO's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
CIE.NEO
iShares International Fundamental Common Class
2.17%2.53%2.82%3.08%3.32%2.89%2.15%3.63%3.12%2.67%2.80%2.44%
LEAD.TO
Evolve Future Leadership Fund
11.67%9.21%5.84%7.25%9.02%5.44%1.48%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LEAD.TO and CIE.NEO 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.

On fees, CIE.NEO is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CIE.NEO is cheaper with a 0.73% expense ratio, compared with 0.92% for LEAD.TO.

They also come from different issuers: Evolve Funds Group Inc. and iShares. Their fees differ too: 0.92% for LEAD.TO and 0.73% for CIE.NEO.

Portfolio Optimizer

Find the right allocation for LEAD.TO and CIE.NEO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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