While you are a non-resident, any income earned in Canada is subject to Canadian tax (either Part XIII or Part I tax rates, depending on the source of income).
The Part XIII tax rate is up to 25%. It is incurred on income such as dividends paid from stocks and distributions of income from Trusts like mutual funds and ETFs, and is withheld at source when the income is paid.
You can read more about tax implications for non-residents on the CRA's website. They also provide a tax calculator for non-residents to estimate their tax obligations. The income earned from CI Direct Investing portfolios is considered Trust Income.