SOLQ.TO vs. CCCX-B.TO

Last updated Jul 16, 2026

SOLQ.TO (3iQ Solana Staking ETF) and CCCX-B.TO (CI Galaxy Core Multi-Crypto ETF (CAD)) are both Cryptocurrency funds. Both are actively managed. At a 0.35 correlation, their price movements are largely independent.

Performance

SOLQ.TO vs. CCCX-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in 3iQ Solana Staking ETF (SOLQ.TO) and CI Galaxy Core Multi-Crypto ETF (CAD) (CCCX-B.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOLQ.TO achieves a -35.22% return, which is significantly lower than CCCX-B.TO's -28.67% return.

SOLQ.TO

• 1D: -0.23%
• 1M: 3.04%
• 6M: -46.18%
• YTD: -35.22%
• 1Y: -49.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CCCX-B.TO

• 1D: -0.40%
• 1M: 5.26%
• 6M: -34.73%
• YTD: -28.67%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SOLQ.TO vs. CCCX-B.TO - Yearly Performance Comparison

	2026 (YTD)	2025
SOLQ.TO 3iQ Solana Staking ETF	-35.22%	-37.04%
CCCX-B.TO CI Galaxy Core Multi-Crypto ETF (CAD)	-28.67%	-27.81%

Correlation

The correlation between SOLQ.TO and CCCX-B.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 27, 2025	0.35

Return for Risk

SOLQ.TO vs. CCCX-B.TO — Risk / Return Rank

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

SOLQ.TO

SOLQ.TO Risk / Return Rank: 4
SOLQ.TO Sharpe Ratio Rank: 4
SOLQ.TO Sortino Ratio Rank: 4
SOLQ.TO Omega Ratio Rank: 4
SOLQ.TO Calmar Ratio Rank: 4
SOLQ.TO Martin Ratio Rank: 5

CCCX-B.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SOLQ.TO vs. CCCX-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3iQ Solana Staking ETF (SOLQ.TO) and CI Galaxy Core Multi-Crypto ETF (CAD) (CCCX-B.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.

	SOLQ.TO	CCCX-B.TO	Difference
Sharpe ratio: Return per unit of total volatility	-0.68	—	—
Sortino ratio: Return per unit of downside risk	-0.81	—	—
Omega ratio: Gain probability vs. loss probability	0.91	—	—
Calmar ratio: Return relative to maximum drawdown	-0.67	—	—
Martin ratio: Return relative to average drawdown	-0.98	—	—

Drawdowns

SOLQ.TO vs. CCCX-B.TO - Drawdown Comparison

The maximum SOLQ.TO drawdown since its inception was -73.59%, which is greater than CCCX-B.TO's maximum drawdown of -58.46%. Use the drawdown chart below to compare losses from any high point for SOLQ.TO and CCCX-B.TO.

Drawdown Indicators

	SOLQ.TO	CCCX-B.TO	Difference
Max Drawdown Largest peak-to-trough decline	-73.59%	-58.46%	-15.13%
Max Drawdown (1Y) Largest decline over 1 year	-73.59%	—	—
Current Drawdown Current decline from peak	-67.55%	-53.75%	-13.80%
Average Drawdown Average peak-to-trough decline	-37.30%	-35.88%	-1.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	50.13%	—	—

Volatility

Volatility by Period

	SOLQ.TO	CCCX-B.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.13%	—	—
Volatility (6M) Calculated over the trailing 6-month period	51.32%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	73.16%	47.50%	+25.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.18%	47.50%	+23.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.18%	47.50%	+23.68%

Dividends

SOLQ.TO vs. CCCX-B.TO - Dividend Comparison

Neither SOLQ.TO nor CCCX-B.TO has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both SOLQ.TO and CCCX-B.TO in my portfolio?

SOLQ.TO and CCCX-B.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

What is the main difference between SOLQ.TO and CCCX-B.TO?

They also come from different issuers: 3iQ and CI Global Asset Management.