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

Performance

ONEB.TO vs. CDLB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI North American Core Plus Bond ETF (ONEB.TO) and CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series (CDLB.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 0.73% return, which is significantly higher than CDLB.TO's -0.79% return.


ONEB.TO

1D
0.27%
1M
-0.77%
6M
0.47%
YTD
0.73%
1Y
2.81%
3Y*
4.29%
5Y*
1.58%
10Y*
ALL TIME*
2.16%

CDLB.TO

1D
0.00%
1M
-0.18%
6M
-0.19%
YTD
-0.79%
1Y
2.54%
3Y*
3.03%
5Y*
-0.77%
10Y*
ALL TIME*
0.02%
*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$18.24KCA$16.16KCA$15.64K
CA$27.08KCA$74.29KCA$55.12K

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


2026 (YTD)202520242023202220212020
ONEB.TO
CI North American Core Plus Bond ETF
0.73%2.57%5.27%5.08%-4.32%-2.01%3.57%
CDLB.TO
CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series
-0.79%5.44%2.59%2.39%-12.02%-0.11%3.68%

Correlation

The correlation between ONEB.TO and CDLB.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.25

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

0.22

Correlation (All Time)
Calculated using the full available price history since May 8, 2020

0.20

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Return for Risk

ONEB.TO vs. CDLB.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: 3939
Overall Rank
ONEB.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ONEB.TO Sortino Ratio Rank: 3636
Sortino Ratio Rank
ONEB.TO Omega Ratio Rank: 3838
Omega Ratio Rank
ONEB.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
ONEB.TO Martin Ratio Rank: 3838
Martin Ratio Rank

CDLB.TO
CDLB.TO Risk / Return Rank: 3232
Overall Rank
CDLB.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CDLB.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
CDLB.TO Omega Ratio Rank: 4646
Omega Ratio Rank
CDLB.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
CDLB.TO Martin Ratio Rank: 2727
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. CDLB.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 DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series (CDLB.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.TOCDLB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratioReturn relative to maximum drawdown

1.58

1.21

+0.36

Martin ratioReturn relative to average drawdown

3.95

2.44

+1.52

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

The current ONEB.TO Sharpe Ratio is 0.99, which is higher than the CDLB.TO Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of ONEB.TO and CDLB.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. CDLB.TO - Drawdown Comparison

The maximum ONEB.TO drawdown since its inception was -11.25%, smaller than the maximum CDLB.TO drawdown of -16.85%. Use the drawdown chart below to compare losses from any high point for ONEB.TO and CDLB.TO.


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Drawdown Indicators


ONEB.TOCDLB.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.25%

-16.85%

+5.60%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

-2.11%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-1.79%

-5.00%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

-16.85%

+9.25%

Current Drawdown

Current decline from peak

-0.77%

-3.95%

+3.18%

Average Drawdown

Average peak-to-trough decline

-2.01%

-6.43%

+4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

1.05%

-0.34%

Volatility

ONEB.TO vs. CDLB.TO - Volatility Comparison

The current volatility for CI North American Core Plus Bond ETF (ONEB.TO) is 0.83%, while CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series (CDLB.TO) has a volatility of 0.97%. This indicates that ONEB.TO experiences smaller price fluctuations and is considered to be less risky than CDLB.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.TOCDLB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.97%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

2.50%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.86%

3.89%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.46%

5.37%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

4.91%

+0.50%

Dividends

ONEB.TO vs. CDLB.TO - Dividend Comparison

ONEB.TO's dividend yield for the trailing twelve months is around 2.96%, less than CDLB.TO's 4.56% yield.


PositionTTM20252024202320222021202020192018
CDLB.TO
CI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series
4.56%4.45%4.35%3.87%2.81%2.38%1.14%0.00%0.00%
ONEB.TO
CI North American Core Plus Bond ETF
2.96%2.48%2.73%2.74%2.72%1.89%2.60%2.14%0.18%

Frequently Asked Questions


ONEB.TO and CDLB.TO have a correlation of 0.25, 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 CI Global Asset Management.

Portfolio Optimizer

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