RBNK.TO vs. CGI.TO

Last updated Apr 1, 2026

Compare and contrast key facts about RBC Canadian Bank Yield Index ETF (RBNK.TO) and Canadian General Investments, Limited (CGI.TO).

RBNK.TO is a passively managed fund by RBC that tracks the performance of the Solactive Canada Bank Yield Index. It was launched on Oct 19, 2017.

Performance

RBNK.TO vs. CGI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Canadian Bank Yield Index ETF (RBNK.TO) and Canadian General Investments, Limited (CGI.TO). The values are adjusted to include any dividend payments, if applicable.

RBNK.TO vs. CGI.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RBNK.TO RBC Canadian Bank Yield Index ETF	1.94%	44.94%	22.08%	11.01%	-13.14%	40.30%	3.34%	16.82%	-9.14%	3.71%
CGI.TO Canadian General Investments, Limited	-0.08%	19.86%	19.65%	9.56%	-24.07%	29.40%	37.02%	32.11%	-10.78%	5.00%

Returns By Period

In the year-to-date period, RBNK.TO achieves a 1.94% return, which is significantly higher than CGI.TO's -0.08% return.

RBNK.TO

• 1D: 2.60%
• 1M: -4.12%
• YTD: 1.94%
• 6M: 13.12%
• 1Y: 51.38%
• 3Y*: 25.27%
• 5Y*: 16.01%
• 10Y*: —

CGI.TO

• 1D: 1.98%
• 1M: -6.63%
• YTD: -0.08%
• 6M: 2.09%
• 1Y: 32.60%
• 3Y*: 15.46%
• 5Y*: 7.90%
• 10Y*: 13.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RBNK.TO vs. CGI.TO — Risk / Return Rank

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

RBNK.TO

RBNK.TO Risk / Return Rank: 98
RBNK.TO Sharpe Ratio Rank: 98
RBNK.TO Sortino Ratio Rank: 98
RBNK.TO Omega Ratio Rank: 98
RBNK.TO Calmar Ratio Rank: 98
RBNK.TO Martin Ratio Rank: 98

CGI.TO

CGI.TO Risk / Return Rank: 82
CGI.TO Sharpe Ratio Rank: 84
CGI.TO Sortino Ratio Rank: 79
CGI.TO Omega Ratio Rank: 81
CGI.TO Calmar Ratio Rank: 79
CGI.TO Martin Ratio Rank: 85

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.

RBNK.TO vs. CGI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Canadian Bank Yield Index ETF (RBNK.TO) and Canadian General Investments, Limited (CGI.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.

	RBNK.TO	CGI.TO	Difference
Sharpe ratio Return per unit of total volatility	3.79	1.50	+2.29
Sortino ratio Return per unit of downside risk	4.81	2.05	+2.76
Omega ratio Gain probability vs. loss probability	1.73	1.30	+0.43
Calmar ratio Return relative to maximum drawdown	5.70	2.21	+3.49
Martin ratio Return relative to average drawdown	22.90	7.81	+15.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RBNK.TO vs. CGI.TO - Sharpe Ratio Comparison

The current RBNK.TO Sharpe Ratio is 3.79, which is higher than the CGI.TO Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of RBNK.TO and CGI.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RBNK.TO	CGI.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.79	1.50	+2.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.18	0.40	+0.78
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.34	+0.37

Correlation

The correlation between RBNK.TO and CGI.TO is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

RBNK.TO vs. CGI.TO - Dividend Comparison

RBNK.TO's dividend yield for the trailing twelve months is around 3.47%, more than CGI.TO's 2.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RBNK.TO RBC Canadian Bank Yield Index ETF	3.47%	3.39%	4.50%	4.77%	4.49%	3.07%	4.18%	3.86%	4.06%	0.56%	0.00%	0.00%
CGI.TO Canadian General Investments, Limited	2.39%	2.29%	2.47%	2.76%	2.82%	2.00%	2.41%	3.05%	3.71%	3.20%	3.91%	4.05%

Drawdowns

RBNK.TO vs. CGI.TO - Drawdown Comparison

The maximum RBNK.TO drawdown since its inception was -39.08%, smaller than the maximum CGI.TO drawdown of -72.10%. Use the drawdown chart below to compare losses from any high point for RBNK.TO and CGI.TO.

Drawdown Indicators

	RBNK.TO	CGI.TO	Difference
Max Drawdown Largest peak-to-trough decline	-39.08%	-72.10%	+33.02%
Max Drawdown (1Y) Largest decline over 1 year	-9.08%	-15.07%	+5.99%
Max Drawdown (5Y) Largest decline over 5 years	-28.64%	-34.33%	+5.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.49%	—
Current Drawdown Current decline from peak	-6.41%	-7.91%	+1.50%
Average Drawdown Average peak-to-trough decline	-7.69%	-20.43%	+12.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	4.26%	-2.00%

Volatility

RBNK.TO vs. CGI.TO - Volatility Comparison

The current volatility for RBC Canadian Bank Yield Index ETF (RBNK.TO) is 6.29%, while Canadian General Investments, Limited (CGI.TO) has a volatility of 8.05%. This indicates that RBNK.TO experiences smaller price fluctuations and is considered to be less risky than CGI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RBNK.TO	CGI.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	8.05%	-1.76%
Volatility (6M) Calculated over the trailing 6-month period	10.42%	13.18%	-2.76%
Volatility (1Y) Calculated over the trailing 1-year period	13.64%	21.83%	-8.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.63%	20.24%	-6.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.24%	20.57%	-2.33%