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

ONEQ.TO vs. CIE.NEO

Last updated Jul 1, 2026
See Documentation

ONEQ.TO (CI Global Core Plus Equity ETF) and CIE.NEO (iShares International Fundamental Common Class) are both Global Equities funds. ONEQ.TO is actively managed, while CIE.NEO is passively managed. Over the past 10 years, ONEQ.TO returned 12.40%/yr vs 12.35%/yr for CIE.NEO. At a 0.32 correlation, their price movements are largely independent.

Performance

ONEQ.TO vs. CIE.NEO - 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 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, ONEQ.TO achieves a 12.41% return, which is significantly lower than CIE.NEO's 18.50% return. Both investments have delivered pretty close results over the past 10 years, with ONEQ.TO having a 12.40% annualized return and CIE.NEO not far behind at 12.35%.

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%

CIE.NEO

1D
0.21%
1M
1.41%
YTD
18.50%
6M
18.17%
1Y
37.26%
3Y*
24.56%
5Y*
15.90%
10Y*
12.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
ONEQ.TO
CI Global Core Plus Equity ETF		12.41%17.62%22.45%19.07%-10.74%21.65%8.21%22.22%-10.36%13.10%
CIE.NEO
iShares International Fundamental Common Class		18.50%34.92%12.83%15.59%-2.83%14.42%1.33%11.29%-8.19%16.74%

Correlation

The correlation between ONEQ.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

0.27

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

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2015

0.32

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

iShares International Fundamental Common Class

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Return for Risk

ONEQ.TO vs. CIE.NEO — 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
CIE.NEO
CIE.NEO Risk / Return Rank: 8585
Overall Rank
CIE.NEO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CIE.NEO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CIE.NEO Omega Ratio Rank: 9090
Omega Ratio Rank
CIE.NEO Calmar Ratio Rank: 7777
Calmar Ratio Rank
CIE.NEO Martin Ratio Rank: 8282
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. CIE.NEO - Risk-Adjusted Trends Comparison

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

ONEQ.TOCIE.NEODifference
Sharpe ratioReturn per unit of total volatility
2.29
2.52

-0.23

Sortino ratioReturn per unit of downside risk
3.32
3.49

-0.16

Omega ratioGain probability vs. loss probability

1.47

1.49

-0.03

Calmar ratioReturn relative to maximum drawdown

4.08

3.39

+0.69

Martin ratioReturn relative to average drawdown

18.06

13.74

+4.32

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

The current ONEQ.TO Sharpe Ratio is 2.29, which is comparable to the CIE.NEO Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of ONEQ.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

ONEQ.TO vs. CIE.NEO - Drawdown Comparison

The maximum ONEQ.TO drawdown since its inception was -34.40%, smaller than the maximum CIE.NEO drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for ONEQ.TO and CIE.NEO.

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Drawdown Indicators

ONEQ.TOCIE.NEODifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-40.08%

+5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-6.66%

-11.10%

+4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.08%

-15.44%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.61%

-20.55%

+2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.40%

-40.08%

+5.68%

Current Drawdown

Current decline from peak

-1.58%

-1.47%

-0.11%

Average Drawdown

Average peak-to-trough decline

-3.71%

-7.11%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

2.73%

-1.23%

Volatility

ONEQ.TO vs. CIE.NEO - Volatility Comparison

The current volatility for CI Global Core Plus Equity ETF (ONEQ.TO) is 3.68%, while iShares International Fundamental Common Class (CIE.NEO) has a volatility of 6.16%. This indicates that ONEQ.TO experiences smaller price fluctuations and is considered to be less risky 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

ONEQ.TOCIE.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

6.16%

-2.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

12.90%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.89%

14.95%

-3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

14.07%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

18.05%

-4.12%

Dividends

ONEQ.TO vs. CIE.NEO - Dividend Comparison

ONEQ.TO's dividend yield for the trailing twelve months is around 1.62%, less 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%
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%0.00%

Frequently Asked Questions

ONEQ.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.

They also come from different issuers: CI and iShares.

Portfolio Optimizer

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