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

ONEQ.TO vs. CGRE.TO

Last updated Jul 21, 2026
Documentation

ONEQ.TO (CI Global Core Plus Equity ETF) and CGRE.TO (CI Global REIT Private Pool) are both exchange-traded funds - ONEQ.TO is a Global Equities fund actively managed by CI, while CGRE.TO is a REIT fund actively managed by CI. Both are actively managed. Over the past 5 years, ONEQ.TO returned 13.10%/yr vs 3.10%/yr for CGRE.TO. At a 0.16 correlation, their price movements are largely independent.

Performance

ONEQ.TO vs. CGRE.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 Global REIT Private Pool (CGRE.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ONEQ.TO having a 13.96% return and CGRE.TO slightly lower at 13.94%.

ONEQ.TO

1D
-1.11%
1M
-0.19%
6M
11.78%
YTD
13.96%
1Y
25.28%
3Y*
20.30%
5Y*
13.10%
10Y*
11.86%
ALL TIME*
11.56%

CGRE.TO

1D
0.00%
1M
3.04%
6M
8.38%
YTD
13.94%
1Y
14.32%
3Y*
9.00%
5Y*
3.10%
10Y*
—
ALL TIME*
7.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
ONEQ.TO
CI Global Core Plus Equity ETF		13.96%17.62%22.45%19.07%-10.74%21.65%30.13%
CGRE.TO
CI Global REIT Private Pool		13.94%3.39%4.66%11.66%-23.63%35.03%8.96%

Correlation

The correlation between ONEQ.TO and CGRE.TO is 0.04, 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

0.04

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

0.12

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

0.17

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.16

The correlation between ONEQ.TO and CGRE.TO shifts across timeframes, from 0.04 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

CI Global Core Plus Equity ETF

CI Global REIT Private Pool

Often compared with ONEQ.TO:
ONEQ.TO vs. VDU.TOONEQ.TO vs. ESGG.TOONEQ.TO vs. VVO.TOONEQ.TO vs. XML.TOONEQ.TO vs. CMNY.TOONEQ.TO vs. GEQT.TOONEQ.TO vs. CIE.NEO
Often compared with CGRE.TO:
CGRE.TO vs. MREL.TOCGRE.TO vs. REIT.TOCGRE.TO vs. FSF.TOCGRE.TO vs. RIT.TOCGRE.TO vs. VRE.TOCGRE.TO vs. CIC.TOCGRE.TO vs. CBCX.TO

Return for Risk

ONEQ.TO vs. CGRE.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: 8989
Overall Rank
ONEQ.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ONEQ.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
ONEQ.TO Omega Ratio Rank: 8989
Omega Ratio Rank
ONEQ.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
ONEQ.TO Martin Ratio Rank: 9292
Martin Ratio Rank
CGRE.TO
CGRE.TO Risk / Return Rank: 5151
Overall Rank
CGRE.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CGRE.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
CGRE.TO Omega Ratio Rank: 6969
Omega Ratio Rank
CGRE.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
CGRE.TO Martin Ratio Rank: 4545
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. CGRE.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 Global REIT Private Pool (CGRE.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.TOCGRE.TODifference
Sharpe ratioReturn per unit of total volatility
2.11
1.22

+0.88

Sortino ratioReturn per unit of downside risk
3.08
1.89

+1.19

Omega ratioGain probability vs. loss probability

1.42

1.30

+0.12

Calmar ratioReturn relative to maximum drawdown

3.80

1.75

+2.05

Martin ratioReturn relative to average drawdown

16.75

5.45

+11.30

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

The current ONEQ.TO Sharpe Ratio is 2.11, which is higher than the CGRE.TO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ONEQ.TO and CGRE.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. CGRE.TO - Drawdown Comparison

The maximum ONEQ.TO drawdown since its inception was -34.40%, which is greater than CGRE.TO's maximum drawdown of -28.28%. Use the drawdown chart below to compare losses from any high point for ONEQ.TO and CGRE.TO.

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Drawdown Indicators

ONEQ.TOCGRE.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-28.28%

-6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.66%

-8.38%

+1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-16.08%

-13.72%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.61%

-28.28%

+10.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.40%

—

—

Current Drawdown

Current decline from peak

-1.20%

-0.09%

-1.11%

Average Drawdown

Average peak-to-trough decline

-3.69%

-9.47%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

2.68%

-1.17%

Volatility

ONEQ.TO vs. CGRE.TO - Volatility Comparison

CI Global Core Plus Equity ETF (ONEQ.TO) has a higher volatility of 2.83% compared to CI Global REIT Private Pool (CGRE.TO) at 1.76%. This indicates that ONEQ.TO's price experiences larger fluctuations and is considered to be riskier than CGRE.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.TOCGRE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

1.76%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

9.06%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

11.99%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.29%

14.90%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

14.35%

-0.44%

Dividends

ONEQ.TO vs. CGRE.TO - Dividend Comparison

ONEQ.TO's dividend yield for the trailing twelve months is around 1.60%, less than CGRE.TO's 4.45% yield.

PositionTTM2025202420232022202120202019201820172016
CGRE.TO
CI Global REIT Private Pool		4.45%4.95%4.88%4.86%5.16%3.77%2.84%0.00%0.00%0.00%0.00%
ONEQ.TO
CI Global Core Plus Equity ETF		1.60%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 CGRE.TO have a correlation of 0.04, 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 CGRE.TO is REIT.

Portfolio Optimizer

Find the right allocation for ONEQ.TO and CGRE.TO

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