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

RIT.TO vs. CGRE.TO

Last updated Jul 16, 2026
Documentation

RIT.TO (CI Canadian REIT ETF) and CGRE.TO (CI Global REIT Private Pool) are both REIT funds. Both are actively managed. Over the past 5 years, RIT.TO returned 3.50%/yr vs 3.15%/yr for CGRE.TO. At a 0.34 correlation, their price movements are largely independent.

Performance

RIT.TO vs. CGRE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Canadian REIT ETF (RIT.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

In the year-to-date period, RIT.TO achieves a 13.24% return, which is significantly lower than CGRE.TO's 13.94% return.

RIT.TO

1D
0.11%
1M
2.59%
6M
7.69%
YTD
13.24%
1Y
13.66%
3Y*
9.72%
5Y*
3.50%
10Y*
6.83%

CGRE.TO

1D
0.00%
1M
2.27%
6M
10.96%
YTD
13.94%
1Y
13.95%
3Y*
8.76%
5Y*
3.15%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
RIT.TO
CI Canadian REIT ETF		13.24%11.98%2.51%5.37%-20.71%34.40%16.34%
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 RIT.TO and CGRE.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.35

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

0.36

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

0.34

Compare stocks, funds, or ETFs

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

CI Canadian REIT ETF

CI Global REIT Private Pool

Often compared with RIT.TO:
RIT.TO vs. ZRE.TORIT.TO vs. XRE.TORIT.TO vs. RMAX.TORIT.TO vs. HGR.TORIT.TO vs. VRE.TORIT.TO vs. SRVRRIT.TO vs. SCHH
Often compared with CGRE.TO:
CGRE.TO vs. MREL.TOCGRE.TO vs. REIT.TOCGRE.TO vs. VRE.TOCGRE.TO vs. FSF.TOCGRE.TO vs. EHE.TOCGRE.TO vs. CBCX.TOCGRE.TO vs. CEQP.TO

Return for Risk

RIT.TO vs. CGRE.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RIT.TO
RIT.TO Risk / Return Rank: 4343
Overall Rank
RIT.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
RIT.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
RIT.TO Omega Ratio Rank: 4040
Omega Ratio Rank
RIT.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
RIT.TO Martin Ratio Rank: 4242
Martin Ratio Rank
CGRE.TO
CGRE.TO Risk / Return Rank: 4343
Overall Rank
CGRE.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CGRE.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
CGRE.TO Omega Ratio Rank: 5757
Omega Ratio Rank
CGRE.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
CGRE.TO Martin Ratio Rank: 4040
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.

RIT.TO vs. CGRE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Canadian REIT ETF (RIT.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.

RIT.TOCGRE.TODifference
Sharpe ratioReturn per unit of total volatility
1.29
1.17

+0.12

Sortino ratioReturn per unit of downside risk
1.92
1.82

+0.10

Omega ratioGain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratioReturn relative to maximum drawdown

1.90

1.68

+0.22

Martin ratioReturn relative to average drawdown

5.54

5.23

+0.31

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

The current RIT.TO Sharpe Ratio is 1.29, which is comparable to the CGRE.TO Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of RIT.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

RIT.TO vs. CGRE.TO - Drawdown Comparison

The maximum RIT.TO drawdown since its inception was -58.76%, 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 RIT.TO and CGRE.TO.

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Drawdown Indicators

RIT.TOCGRE.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.76%

-28.28%

-30.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

-8.38%

+1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-17.16%

-13.72%

-3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-30.73%

-28.28%

-2.45%

Max Drawdown (10Y)

Largest decline over 10 years

-40.90%

—

—

Current Drawdown

Current decline from peak

-1.02%

-0.09%

-0.93%

Average Drawdown

Average peak-to-trough decline

-9.87%

-9.49%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.68%

-0.20%

Volatility

RIT.TO vs. CGRE.TO - Volatility Comparison

CI Canadian REIT ETF (RIT.TO) has a higher volatility of 3.03% compared to CI Global REIT Private Pool (CGRE.TO) at 1.88%. This indicates that RIT.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

RIT.TOCGRE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

1.88%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

9.28%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

12.01%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.70%

14.92%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

14.36%

+1.11%

Dividends

RIT.TO vs. CGRE.TO - Dividend Comparison

RIT.TO's dividend yield for the trailing twelve months is around 4.38%, less than CGRE.TO's 4.45% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
RIT.TO
CI Canadian REIT ETF		4.38%4.85%5.17%5.04%5.08%3.85%4.94%4.35%5.12%5.09%5.30%4.78%

Frequently Asked Questions

RIT.TO and CGRE.TO have a correlation of 0.27, 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 Investments and CI.

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