WXM.TO vs. ATSX.TO
Compare and contrast key facts about CI Morningstar Canada Momentum Index ETF (WXM.TO) and Accelerate Enhanced Canadian Benchmark Alternative Fund (ATSX.TO).
WXM.TO and ATSX.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WXM.TO is a passively managed fund by CI Global Asset Management that tracks the performance of the Morningstar Canada Target Momentum Index. It was launched on Feb 13, 2012.
Performance
WXM.TO vs. ATSX.TO - Performance Comparison
Loading graphics...
WXM.TO vs. ATSX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WXM.TO CI Morningstar Canada Momentum Index ETF | 8.73% | 38.16% | 33.93% | 3.35% | -0.42% | 20.98% | 4.61% | 13.90% |
ATSX.TO Accelerate Enhanced Canadian Benchmark Alternative Fund | 8.16% | 41.34% | 21.66% | 6.63% | 2.11% | 20.33% | 2.68% | 6.26% |
Returns By Period
In the year-to-date period, WXM.TO achieves a 8.73% return, which is significantly higher than ATSX.TO's 8.16% return.
WXM.TO
- 1D
- 3.05%
- 1M
- -4.45%
- YTD
- 8.73%
- 6M
- 21.99%
- 1Y
- 47.64%
- 3Y*
- 25.75%
- 5Y*
- 18.27%
- 10Y*
- 14.63%
ATSX.TO
- 1D
- 3.41%
- 1M
- -3.96%
- YTD
- 8.16%
- 6M
- 20.08%
- 1Y
- 54.83%
- 3Y*
- 26.18%
- 5Y*
- 18.17%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WXM.TO vs. ATSX.TO - Expense Ratio Comparison
Return for Risk
WXM.TO vs. ATSX.TO — Risk / Return Rank
WXM.TO
ATSX.TO
WXM.TO vs. ATSX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Morningstar Canada Momentum Index ETF (WXM.TO) and Accelerate Enhanced Canadian Benchmark Alternative Fund (ATSX.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.
| WXM.TO | ATSX.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.84 | 2.78 | +0.06 |
Sortino ratioReturn per unit of downside risk | 3.56 | 3.51 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.53 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 4.38 | 5.12 | -0.74 |
Martin ratioReturn relative to average drawdown | 19.78 | 22.02 | -2.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WXM.TO | ATSX.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.84 | 2.78 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.17 | 1.13 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.75 | +0.13 |
Correlation
The correlation between WXM.TO and ATSX.TO is 0.17, 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
WXM.TO vs. ATSX.TO - Dividend Comparison
WXM.TO's dividend yield for the trailing twelve months is around 1.26%, while ATSX.TO has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WXM.TO CI Morningstar Canada Momentum Index ETF | 1.26% | 1.25% | 1.27% | 1.38% | 2.25% | 1.04% | 0.78% | 0.94% | 1.44% | 1.38% | 1.58% | 1.51% |
ATSX.TO Accelerate Enhanced Canadian Benchmark Alternative Fund | 0.00% | 0.00% | 1.56% | 7.45% | 7.37% | 4.33% | 1.92% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WXM.TO vs. ATSX.TO - Drawdown Comparison
The maximum WXM.TO drawdown since its inception was -40.45%, which is greater than ATSX.TO's maximum drawdown of -25.95%. Use the drawdown chart below to compare losses from any high point for WXM.TO and ATSX.TO.
Loading graphics...
Drawdown Indicators
| WXM.TO | ATSX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.45% | -25.95% | -14.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.18% | -10.66% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -15.87% | -14.45% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -40.45% | — | — |
Current DrawdownCurrent decline from peak | -5.21% | -3.96% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -5.34% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.48% | 0.00% |
Volatility
WXM.TO vs. ATSX.TO - Volatility Comparison
The current volatility for CI Morningstar Canada Momentum Index ETF (WXM.TO) is 6.24%, while Accelerate Enhanced Canadian Benchmark Alternative Fund (ATSX.TO) has a volatility of 7.53%. This indicates that WXM.TO experiences smaller price fluctuations and is considered to be less risky than ATSX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WXM.TO | ATSX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 7.53% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 15.55% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 19.81% | -2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 16.24% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 20.54% | -3.86% |