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CI S&P 500 ESG Index ETF (CAD Hedged) (ESG.F : TSX)
U.S. Equity
Click for more information on Fundata’s FundGrade
FundGrade B
Click for more information on Fundata’s FundGrade.
Click for more information on Fundata’s ESG Grade
Fundata ESG Grade A
Click for more information on Fundata’s ESG Grade.
|
Close (10-23-2026) |
$49.11 |
|---|---|
| Change |
-$0.19
(-0.39%)
|
| Open | $49.31 |
|---|---|
| Day Range | $49.14 - $49.31 |
| Volume | 17,800 |
As at September 30, 2026
As at September 30, 2026
As at September 30, 2026
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Fund Returns
Inception Return (March 05, 2020): 15.67%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | -1.23% | 1.10% | 16.45% | 10.67% | 14.83% | 14.06% | 20.45% | 21.01% | 12.59% | 15.13% | - | - | - | - |
| Benchmark | 1.97% | 2.14% | 19.96% | 16.71% | 17.96% | 19.58% | 24.88% | 23.63% | 16.42% | 17.55% | 17.32% | 15.93% | 16.62% | 16.23% |
| Category Average | 1.03% | 17.18% | 17.18% | 12.59% | 13.29% | 13.63% | 19.22% | 18.41% | 11.42% | 13.35% | 13.00% | 11.72% | 12.24% | 12.17% |
| Category Rank | 1,193 / 1,398 | 720 / 1,389 | 763 / 1,373 | 871 / 1,355 | 537 / 1,340 | 632 / 1,241 | 572 / 1,184 | 432 / 1,129 | 458 / 1,071 | 318 / 1,013 | - | - | - | - |
| Quartile Ranking | 4 | 3 | 3 | 3 | 2 | 3 | 2 | 2 | 2 | 2 | - | - | - | - |
Monthly Return
| Return % | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 2.60% | 0.58% | 0.54% | 1.60% | -1.06% | -5.46% | 9.81% | 4.22% | 0.64% | -0.61% | 2.99% | -1.23% |
| Benchmark | 3.05% | -0.03% | -1.89% | 0.38% | -0.17% | -2.91% | 8.00% | 6.61% | 2.01% | -1.34% | 1.53% | 1.97% |
Best Monthly Return Since Inception
12.31% (April 2020)
Worst Monthly Return Since Inception
-14.49% (March 2020)
Calendar Return (%)
| Return % | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | 30.88% | -18.86% | 25.97% | 22.41% | 16.18% |
| Benchmark | 8.65% | 13.80% | 3.98% | 25.18% | 16.07% | 28.16% | -12.52% | 23.32% | 36.01% | 12.28% |
| Category Average | 6.16% | 13.43% | -2.19% | 22.72% | 13.97% | 23.22% | -14.41% | 18.85% | 26.98% | 8.65% |
| Quartile Ranking | - | - | - | - | - | 1 | 3 | 2 | 4 | 1 |
| Category Rank | - | - | - | - | - | 59/ 1,030 | 716/ 1,075 | 308/ 1,130 | 912/ 1,204 | 54/ 1,244 |
Best Calendar Return (Last 10 years)
30.88% (2021)
Worst Calendar Return (Last 10 years)
-18.86% (2022)
Asset Allocation
| Name | Percent |
|---|---|
| US Equity | 96.39 |
| International Equity | 3.76 |
| Cash and Equivalents | -0.14 |
| Other | -0.01 |
Sector Allocation
| Name | Percent |
|---|---|
| Technology | 47.87 |
| Financial Services | 11.95 |
| Healthcare | 11.51 |
| Consumer Services | 7.09 |
| Industrial Goods | 5.69 |
| Other | 15.89 |
Geographic Allocation
| Name | Percent |
|---|---|
| North America | 96.24 |
| Europe | 3.65 |
| Latin America | 0.11 |
Top Holdings
| Name | Percent |
|---|---|
| NVIDIA Corp | 13.70 |
| Microsoft Corp | 9.44 |
| Alphabet Inc Cl A | 5.00 |
| Alphabet Inc Cl C | 4.01 |
| Micron Technology Inc | 2.98 |
| Eli Lilly and Co | 2.29 |
| Visa Inc Cl A | 1.52 |
| Intel Corp | 1.48 |
| Walmart Inc | 1.15 |
| Abbvie Inc | 1.15 |
Equity Style
Fixed Income Style
Risk vs Return (3 Yr)
CI S&P 500 ESG Index ETF (CAD Hedged)
Median
Other - U.S. Equity
3 Yr Annualized
| Standard Deviation | 12.19% | 15.85% | - |
|---|---|---|---|
| Beta | 0.93% | 1.10% | - |
| Alpha | -0.02% | -0.05% | - |
| Rsquared | 0.76% | 0.85% | - |
| Sharpe | 1.33% | 0.64% | - |
| Sortino | 2.69% | 0.99% | - |
| Treynor | 0.17% | 0.09% | - |
| Tax Efficiency | 97.87% | 96.68% | - |
| Volatility |
|
|
- |
Risk Rating
Annualized Key Ratio Period Comparison
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 12.72% | 12.19% | 15.85% | - |
| Beta | 0.97% | 0.93% | 1.10% | - |
| Alpha | -0.02% | -0.02% | -0.05% | - |
| Rsquared | 0.74% | 0.76% | 0.85% | - |
| Sharpe | 0.98% | 1.33% | 0.64% | - |
| Sortino | 1.91% | 2.69% | 0.99% | - |
| Treynor | 0.13% | 0.17% | 0.09% | - |
| Tax Efficiency | 97.53% | 97.87% | 96.68% | - |
Fundata ESG Metrics
Fundata ESG Score
The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.
Fundata E Score
Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.
Fundata S Score
Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.
Fundata G Score
Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.
Powered by OWL Analytics. For more information, please contact Fundata Canada.
Fund Details
| Start Date | March 05, 2020 |
|---|---|
| Instrument Type | Exchange Traded Fund (Responsible Investment) |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $104 |
| 52 Week High | $51.04 |
| 52 Week Low | $41.42 |
| Annual Dividend | $0.40 |
| Annual Yield | - |
| Index | S&P 500 ESG Index |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
ETF Characteristics
| Exposure | 1x performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
Investment Objectives
CI S&P 500 ESG Index ETF seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of the S&P 500® Scored & Screened Index, or any successor thereto, on an unhedged basis, in the case of any unhedged units, or on a hedged basis, in the case of any hedged units. This CI ETF invests, directly or indirectly, primarily in equity securities of companies listed in the United States.
Investment Strategy
In order to achieve its investment objectives, CI S&P 500 ESG Index ETF currently holds the Constituent Securities of the S&P 500® Scored & Screened Index in approximately the same proportion as they are reflected in that Index and may use, at the discretion of the Portfolio Manager, the sampling methodology described in the Prospectus.
Portfolio Management
| Portfolio Manager |
CI Global Asset Management
|
|---|---|
| Sub-Advisor |
- |
Management and Organization
| Fund Manager |
CI Global Asset Management |
|---|---|
| Custodian |
CIBC Mellon Trust Company |
| Registrar |
TSX Trust Company |
| Distributor |
- |
Fees
| MER | 0.17% |
|---|---|
| Management Fee | 0.15% |
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