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WXM.TO vs. FPR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WXM.TO vs. FPR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Morningstar Canada Momentum Index ETF (WXM.TO) and CI Preferred Share ETF (FPR.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, WXM.TO achieves a 13.16% return, which is significantly higher than FPR.TO's 8.01% return. Over the past 10 years, WXM.TO has outperformed FPR.TO with an annualized return of 14.31%, while FPR.TO has yielded a comparatively lower 7.38% annualized return.


WXM.TO

1D
-0.36%
1M
-3.40%
6M
9.24%
YTD
13.16%
1Y
35.28%
3Y*
26.75%
5Y*
17.32%
10Y*
14.31%
ALL TIME*
13.36%

FPR.TO

1D
0.04%
1M
1.60%
6M
7.39%
YTD
8.01%
1Y
14.42%
3Y*
17.20%
5Y*
7.41%
10Y*
7.38%
ALL TIME*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$158.30CA$3.44KCA$11.10K
CA$2.85MCA$1.77MCA$1.16M

WXM.TO vs. FPR.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WXM.TO
CI Morningstar Canada Momentum Index ETF
13.16%38.16%33.93%3.35%-0.42%20.98%4.61%31.49%-4.88%10.06%
FPR.TO
CI Preferred Share ETF
8.01%16.63%23.27%3.44%-13.72%21.25%7.57%3.65%-5.80%10.90%

Correlation

The correlation between WXM.TO and FPR.TO is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.07

Correlation (10Y)
Provides a long-term view across more market conditions.

0.10

Correlation (All Time)
Calculated using the full available price history since May 17, 2016

0.10

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Return for Risk

WXM.TO vs. FPR.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WXM.TO
WXM.TO Risk / Return Rank: 8686
Overall Rank
WXM.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WXM.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
WXM.TO Omega Ratio Rank: 8484
Omega Ratio Rank
WXM.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
WXM.TO Martin Ratio Rank: 8989
Martin Ratio Rank

FPR.TO
FPR.TO Risk / Return Rank: 8686
Overall Rank
FPR.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FPR.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
FPR.TO Omega Ratio Rank: 8787
Omega Ratio Rank
FPR.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
FPR.TO Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WXM.TO vs. FPR.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 CI Preferred Share ETF (FPR.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.


WXM.TOFPR.TODifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.37

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

3.75

5.19

-1.44

Martin ratioReturn relative to average drawdown

14.01

18.72

-4.71

WXM.TO vs. FPR.TO - Sharpe Ratio Comparison

The current WXM.TO Sharpe Ratio is 2.17, which is comparable to the FPR.TO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of WXM.TO and FPR.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

WXM.TO vs. FPR.TO - Drawdown Comparison

The maximum WXM.TO drawdown since its inception was -40.45%, which is greater than FPR.TO's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for WXM.TO and FPR.TO.


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Drawdown Indicators


WXM.TOFPR.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.45%

-36.12%

-4.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-2.75%

-6.74%

Max Drawdown (3Y)

Largest decline over 3 years

-12.13%

-7.34%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-15.87%

-20.31%

+4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-40.45%

-36.12%

-4.33%

Current Drawdown

Current decline from peak

-5.32%

-0.33%

-4.99%

Average Drawdown

Average peak-to-trough decline

-4.47%

-4.89%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

0.76%

+1.78%

Volatility

WXM.TO vs. FPR.TO - Volatility Comparison

CI Morningstar Canada Momentum Index ETF (WXM.TO) has a higher volatility of 4.71% compared to CI Preferred Share ETF (FPR.TO) at 1.62%. This indicates that WXM.TO's price experiences larger fluctuations and is considered to be riskier than FPR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WXM.TOFPR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

1.62%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

4.50%

+8.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

7.18%

+9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

8.24%

+7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

10.35%

+6.55%

WXM.TO vs. FPR.TO - Expense Ratio Comparison

WXM.TO has a 0.65% expense ratio, which is lower than FPR.TO's 0.80% expense ratio.


Dividends

WXM.TO vs. FPR.TO - Dividend Comparison

WXM.TO's dividend yield for the trailing twelve months is around 1.19%, less than FPR.TO's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
FPR.TO
CI Preferred Share ETF
3.96%4.57%5.01%6.00%4.59%3.79%4.42%4.52%4.49%4.06%2.52%0.00%
WXM.TO
CI Morningstar Canada Momentum Index ETF
1.19%1.25%1.27%1.38%2.25%1.04%0.78%0.94%1.44%1.38%1.58%1.51%

Frequently Asked Questions


WXM.TO and FPR.TO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WXM.TO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WXM.TO is cheaper with a 0.65% expense ratio, compared with 0.80% for FPR.TO.

WXM.TO is categorized as Momentum, while FPR.TO is Preferred Stock. Their fees differ too: 0.65% for WXM.TO and 0.80% for FPR.TO.

Portfolio Optimizer

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