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TDV vs. CLML.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDV vs. CLML.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P Technology Dividend Aristocrats ETF (TDV) and CI Global Climate Leaders Fund (CLML.TO). The values are adjusted to include any dividend payments, if applicable.

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TDV vs. CLML.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TDV
ProShares S&P Technology Dividend Aristocrats ETF
-1.87%16.05%9.72%27.29%-15.94%13.22%
CLML.TO
CI Global Climate Leaders Fund
10.77%31.21%50.30%15.40%-24.13%8.13%
Different Trading Currencies

TDV is traded in USD, while CLML.TO is traded in CAD. To make them comparable, the CLML.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TDV achieves a -1.87% return, which is significantly lower than CLML.TO's 10.77% return.


TDV

1D
3.33%
1M
-5.28%
YTD
-1.87%
6M
-1.46%
1Y
17.62%
3Y*
12.79%
5Y*
9.39%
10Y*

CLML.TO

1D
2.55%
1M
-5.12%
YTD
10.77%
6M
15.52%
1Y
55.34%
3Y*
33.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDV vs. CLML.TO - Expense Ratio Comparison


Return for Risk

TDV vs. CLML.TO — Risk / Return Rank

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

TDV
TDV Risk / Return Rank: 4848
Overall Rank
TDV Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TDV Sortino Ratio Rank: 4646
Sortino Ratio Rank
TDV Omega Ratio Rank: 4646
Omega Ratio Rank
TDV Calmar Ratio Rank: 5151
Calmar Ratio Rank
TDV Martin Ratio Rank: 5656
Martin Ratio Rank

CLML.TO
CLML.TO Risk / Return Rank: 9494
Overall Rank
CLML.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CLML.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CLML.TO Omega Ratio Rank: 9292
Omega Ratio Rank
CLML.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLML.TO Martin Ratio Rank: 9696
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.

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

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P Technology Dividend Aristocrats ETF (TDV) 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.


TDVCLML.TODifference

Sharpe ratio

Return per unit of total volatility

0.74

2.20

-1.46

Sortino ratio

Return per unit of downside risk

1.20

3.33

-2.13

Omega ratio

Gain probability vs. loss probability

1.17

1.43

-0.26

Calmar ratio

Return relative to maximum drawdown

1.23

4.60

-3.37

Martin ratio

Return relative to average drawdown

5.25

19.59

-14.34

TDV vs. CLML.TO - Sharpe Ratio Comparison

The current TDV Sharpe Ratio is 0.74, which is lower than the CLML.TO Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of TDV and CLML.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.


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Sharpe Ratios by Period


TDVCLML.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

2.20

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.77

-0.17

Correlation

The correlation between TDV and CLML.TO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TDV vs. CLML.TO - Dividend Comparison

TDV's dividend yield for the trailing twelve months is around 1.17%, while CLML.TO has not paid dividends to shareholders.


TTM2025202420232022202120202019
TDV
ProShares S&P Technology Dividend Aristocrats ETF
1.17%1.09%1.16%1.16%1.67%1.08%1.10%0.11%
CLML.TO
CI Global Climate Leaders Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TDV vs. CLML.TO - Drawdown Comparison

The maximum TDV drawdown since its inception was -32.78%, which is greater than CLML.TO's maximum drawdown of -30.57%. Use the drawdown chart below to compare losses from any high point for TDV and CLML.TO.


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Drawdown Indicators


TDVCLML.TODifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-28.17%

-4.61%

Max Drawdown (1Y)

Largest decline over 1 year

-15.00%

-11.79%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

Current Drawdown

Current decline from peak

-6.54%

-4.51%

-2.03%

Average Drawdown

Average peak-to-trough decline

-5.48%

-9.24%

+3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.79%

+0.73%

Volatility

TDV vs. CLML.TO - Volatility Comparison

The current volatility for ProShares S&P Technology Dividend Aristocrats ETF (TDV) is 6.19%, while CI Global Climate Leaders Fund (CLML.TO) has a volatility of 7.42%. This indicates that TDV 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.


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Volatility by Period


TDVCLML.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

7.42%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

15.51%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

23.83%

25.27%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.40%

21.78%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.32%

21.78%

+1.54%