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

Performance

ONEQ.TO vs. CCOM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Core Plus Equity ETF (ONEQ.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, ONEQ.TO achieves a 12.41% return, which is significantly higher than CCOM.TO's 10.49% return.


ONEQ.TO

1D
-0.02%
1M
-0.52%
YTD
12.41%
6M
12.14%
1Y
26.29%
3Y*
21.18%
5Y*
12.91%
10Y*
12.40%

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)

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


2026 (YTD)2025202420232022
ONEQ.TO
CI Global Core Plus Equity ETF
12.41%17.62%22.45%19.07%6.94%
CCOM.TO
CI Auspice Broad Commodity Fund ETF Hedged Units
10.49%6.96%5.90%-2.46%1.40%

Correlation

The correlation between ONEQ.TO and CCOM.TO is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.10

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

0.09

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Return for Risk

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

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

ONEQ.TO
ONEQ.TO Risk / Return Rank: 8787
Overall Rank
ONEQ.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ONEQ.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
ONEQ.TO Omega Ratio Rank: 8888
Omega Ratio Rank
ONEQ.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
ONEQ.TO Martin Ratio Rank: 9191
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.

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

This table presents a comparison of risk-adjusted performance metrics for CI Global Core Plus Equity ETF (ONEQ.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.


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

+0.33

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.47

1.36

+0.10

Calmar ratioReturn relative to maximum drawdown

4.08

2.54

+1.54

Martin ratioReturn relative to average drawdown

18.06

8.33

+9.73

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

The current ONEQ.TO Sharpe Ratio is 2.29, which is comparable to the CCOM.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ONEQ.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

ONEQ.TO vs. CCOM.TO - Drawdown Comparison

The maximum ONEQ.TO drawdown since its inception was -34.40%, 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 ONEQ.TO and CCOM.TO.


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Drawdown Indicators


ONEQ.TOCCOM.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-9.79%

-24.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.66%

-7.73%

+1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.08%

-8.18%

-7.90%

Max Drawdown (5Y)

Largest decline over 5 years

-17.61%

Max Drawdown (10Y)

Largest decline over 10 years

-34.40%

Current Drawdown

Current decline from peak

-1.58%

-7.49%

+5.91%

Average Drawdown

Average peak-to-trough decline

-3.71%

-3.04%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

2.35%

-0.85%

Volatility

ONEQ.TO vs. CCOM.TO - Volatility Comparison

CI Global Core Plus Equity ETF (ONEQ.TO) has a higher volatility of 3.68% compared to CI Auspice Broad Commodity Fund ETF Hedged Units (CCOM.TO) at 2.45%. This indicates that ONEQ.TO's price experiences larger fluctuations and is considered to be riskier 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


ONEQ.TOCCOM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

2.45%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

8.46%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

11.89%

10.04%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

8.43%

+4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

8.43%

+5.50%

Dividends

ONEQ.TO vs. CCOM.TO - Dividend Comparison

ONEQ.TO's dividend yield for the trailing twelve months is around 1.62%, less than CCOM.TO's 13.61% yield.


PositionTTM2025202420232022202120202019201820172016
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%0.00%0.00%
ONEQ.TO
CI Global Core Plus Equity ETF
1.62%1.60%1.05%1.53%1.38%0.89%1.22%1.39%0.94%1.03%1.22%

Frequently Asked Questions


ONEQ.TO and CCOM.TO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ONEQ.TO is categorized as Global Equities, while CCOM.TO is Commodities.

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