RS.TO vs. CLML.TO

Last updated Jun 5, 2026

RS.TO (Real Estate Split Corp.) is a stock, while CLML.TO (CI Global Climate Leaders Fund) is fund fund. Over the past 3 years, RS.TO returned 21.65%/yr vs 43.47%/yr for CLML.TO. At a 0.15 correlation, their price movements are largely independent.

Performance

RS.TO vs. CLML.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Real Estate Split Corp. (RS.TO) and CI Global Climate Leaders Fund (CLML.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RS.TO achieves a 14.65% return, which is significantly lower than CLML.TO's 35.72% return.

RS.TO

• 1D: -0.41%
• 1M: -0.01%
• YTD: 14.65%
• 6M: 18.22%
• 1Y: 18.12%
• 3Y*: 21.65%
• 5Y*: 25.20%
• 10Y*: —

CLML.TO

• 1D: -0.60%
• 1M: 3.68%
• YTD: 35.72%
• 6M: 32.06%
• 1Y: 58.24%
• 3Y*: 43.47%
• 5Y*: —
• 10Y*: —

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

RS.TO vs. CLML.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RS.TO Real Estate Split Corp.	14.65%	-5.54%	46.43%	39.95%	1.16%	21.94%
CLML.TO CI Global Climate Leaders Fund	35.72%	25.21%	63.19%	12.83%	-18.69%	9.27%

Correlation

The correlation between RS.TO and CLML.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jul 14, 2021	0.15

Return for Risk

RS.TO vs. CLML.TO — Risk / Return Rank

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

RS.TO

RS.TO Risk / Return Rank: 73
RS.TO Sharpe Ratio Rank: 79
RS.TO Sortino Ratio Rank: 74
RS.TO Omega Ratio Rank: 72
RS.TO Calmar Ratio Rank: 68
RS.TO Martin Ratio Rank: 73

CLML.TO

CLML.TO Risk / Return Rank: 89
CLML.TO Sharpe Ratio Rank: 87
CLML.TO Sortino Ratio Rank: 87
CLML.TO Omega Ratio Rank: 82
CLML.TO Calmar Ratio Rank: 95
CLML.TO Martin Ratio Rank: 93

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.

RS.TO vs. CLML.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Real Estate Split Corp. (RS.TO) and CI Global Climate Leaders Fund (CLML.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.

	RS.TO	CLML.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.30	2.88	-1.58
Sortino ratio: Return per unit of downside risk	1.92	3.92	-2.00
Omega ratio: Gain probability vs. loss probability	1.24	1.48	-0.25
Calmar ratio: Return relative to maximum drawdown	1.41	8.02	-6.62
Martin ratio: Return relative to average drawdown	4.28	24.19	-19.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RS.TO vs. CLML.TO - Sharpe Ratio Comparison

The current RS.TO Sharpe Ratio is 1.30, which is lower than the CLML.TO Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of RS.TO and CLML.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.

Sharpe Ratios by Period

	RS.TO	CLML.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	2.88	-1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.99	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	1.13	-0.09

Drawdowns

RS.TO vs. CLML.TO - Drawdown Comparison

The maximum RS.TO drawdown since its inception was -28.91%, roughly equal to the maximum CLML.TO drawdown of -28.17%. Use the drawdown chart below to compare losses from any high point for RS.TO and CLML.TO.

Drawdown Indicators

	RS.TO	CLML.TO	Difference
Max Drawdown Largest peak-to-trough decline	-28.91%	-28.17%	-0.74%
Max Drawdown (1Y) Largest decline over 1 year	-12.94%	-7.30%	-5.64%
Max Drawdown (3Y) Largest decline over 3 years	-28.91%	-25.94%	-2.97%
Max Drawdown (5Y) Largest decline over 5 years	-28.91%	—	—
Current Drawdown Current decline from peak	-1.31%	-0.60%	-0.71%
Average Drawdown Average peak-to-trough decline	-6.90%	-8.95%	+2.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.25%	2.42%	+1.83%

Volatility

RS.TO vs. CLML.TO - Volatility Comparison

The current volatility for Real Estate Split Corp. (RS.TO) is 2.32%, while CI Global Climate Leaders Fund (CLML.TO) has a volatility of 8.69%. This indicates that RS.TO experiences smaller price fluctuations and is considered to be less risky than CLML.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RS.TO	CLML.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.32%	8.69%	-6.37%
Volatility (6M) Calculated over the trailing 6-month period	11.21%	16.51%	-5.30%
Volatility (1Y) Calculated over the trailing 1-year period	14.02%	20.36%	-6.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.54%	20.68%	+4.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.87%	20.68%	+5.19%

Dividends

RS.TO vs. CLML.TO - Dividend Comparison

RS.TO's dividend yield for the trailing twelve months is around 15.95%, while CLML.TO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
CLML.TO CI Global Climate Leaders Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RS.TO Real Estate Split Corp.	15.95%	17.11%	52.56%	43.23%	36.14%	21.58%	5.00%

Frequently Asked Questions

Can I hold both RS.TO and CLML.TO in my portfolio?

RS.TO and CLML.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.