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ONEB.TO vs. CCOM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ONEB.TO vs. CCOM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI North American Core Plus Bond ETF (ONEB.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.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, ONEB.TO achieves a 1.50% return, which is significantly lower than CCOM.TO's 10.49% return.


ONEB.TO

1D
0.18%
1M
0.44%
YTD
1.50%
6M
1.58%
1Y
2.81%
3Y*
4.53%
5Y*
1.83%
10Y*

CCOM.TO

1D
0.26%
1M
-3.91%
YTD
10.49%
6M
9.70%
1Y
19.51%
3Y*
6.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONEB.TO vs. CCOM.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
ONEB.TO
CI North American Core Plus Bond ETF
1.50%2.57%5.27%5.08%0.79%
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
10.49%6.96%5.90%-2.46%1.40%

Correlation

The correlation between ONEB.TO and CCOM.TO is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2022

-0.09

The correlation between ONEB.TO and CCOM.TO shifts across timeframes, from -0.20 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ONEB.TO vs. CCOM.TO — Risk / Return Rank

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

ONEB.TO
ONEB.TO Risk / Return Rank: 3030
Overall Rank
ONEB.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ONEB.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
ONEB.TO Omega Ratio Rank: 2929
Omega Ratio Rank
ONEB.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
ONEB.TO Martin Ratio Rank: 3030
Martin Ratio Rank

CCOM.TO
CCOM.TO Risk / Return Rank: 6565
Overall Rank
CCOM.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CCOM.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
CCOM.TO Omega Ratio Rank: 7272
Omega Ratio Rank
CCOM.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
CCOM.TO Martin Ratio Rank: 5656
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.

ONEB.TO vs. CCOM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI North American Core Plus Bond ETF (ONEB.TO) and CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.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.


ONEB.TOCCOM.TODifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.18

1.36

-0.19

Calmar ratioReturn relative to maximum drawdown

1.58

2.54

-0.96

Martin ratioReturn relative to average drawdown

3.86

8.33

-4.47

ONEB.TO vs. CCOM.TO - Sharpe Ratio Comparison

The current ONEB.TO Sharpe Ratio is 0.98, which is lower than the CCOM.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ONEB.TO and CCOM.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

ONEB.TO vs. CCOM.TO - Drawdown Comparison

The maximum ONEB.TO drawdown since its inception was -11.25%, which is greater than CCOM.TO's maximum drawdown of -9.79%. Use the drawdown chart below to compare losses from any high point for ONEB.TO and CCOM.TO.


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Drawdown Indicators


ONEB.TOCCOM.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.25%

-9.79%

-1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

-7.73%

+5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-1.79%

-8.18%

+6.39%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

Current Drawdown

Current decline from peak

-0.02%

-7.49%

+7.47%

Average Drawdown

Average peak-to-trough decline

-2.03%

-3.04%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.35%

-1.62%

Volatility

ONEB.TO vs. CCOM.TO - Volatility Comparison

The current volatility for CI North American Core Plus Bond ETF (ONEB.TO) is 0.81%, while CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) has a volatility of 2.45%. This indicates that ONEB.TO experiences smaller price fluctuations and is considered to be less risky than CCOM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONEB.TOCCOM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

2.45%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.14%

8.46%

-6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

10.04%

-7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.45%

8.43%

-4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.43%

8.43%

-3.00%

Dividends

ONEB.TO vs. CCOM.TO - Dividend Comparison

ONEB.TO's dividend yield for the trailing twelve months is around 2.94%, less than CCOM.TO's 13.61% yield.


PositionTTM20252024202320222021202020192018
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
13.61%3.48%6.99%4.21%0.00%0.00%0.00%0.00%0.00%
ONEB.TO
CI North American Core Plus Bond ETF
2.94%2.48%2.73%2.74%2.72%1.89%2.60%2.14%0.18%

Frequently Asked Questions


ONEB.TO and CCOM.TO have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ONEB.TO is categorized as Intermediate Core-Plus Bond, while CCOM.TO is Commodities.

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