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HUG.TO vs. VALT.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

HUG.TO vs. VALT.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Global X Gold ETF (HUG.TO) and CI Gold Bullion Fund (VALT.TO).

HUG.TO and VALT.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HUG.TO is a passively managed fund by Global X that tracks the performance of the Solactive Gold Front Month MD Rolling Futures Index ER. It was launched on Jun 24, 2009.

Performance

HUG.TO vs. VALT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Gold ETF (HUG.TO) and CI Gold Bullion Fund (VALT.TO). The values are adjusted to include any dividend payments, if applicable.

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HUG.TO vs. VALT.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021
HUG.TO
Global X Gold ETF		9.26%57.93%24.13%11.48%-1.87%-3.23%
VALT.TO
CI Gold Bullion Fund		10.27%60.46%25.58%12.35%0.92%-3.19%

Returns By Period

In the year-to-date period, HUG.TO achieves a 9.26% return, which is significantly lower than VALT.TO's 10.27% return.

HUG.TO

1D
1.83%
1M
-10.95%
YTD
9.26%
6M
20.71%
1Y
46.34%
3Y*
30.32%
5Y*
19.61%
10Y*
11.49%

VALT.TO

1D
1.72%
1M
-10.87%
YTD
10.27%
6M
22.00%
1Y
49.49%
3Y*
32.22%
5Y*
21.15%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Global X Gold ETF

CI Gold Bullion Fund

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Often compared with VALT.TO:
VALT.TO vs. KILO.TOVALT.TO vs. CGL.TOVALT.TO vs. ZGLD.TOVALT.TO vs. CGL-C.TOVALT.TO vs. FBTCVALT.TO vs. VFV.TOVALT.TO vs. ZLB.TO

HUG.TO vs. VALT.TO - Expense Ratio Comparison

HUG.TO
Global X Gold ETF

Return for Risk

HUG.TO vs. VALT.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HUG.TO
HUG.TO Risk / Return Rank: 7979
Overall Rank
HUG.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
HUG.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
HUG.TO Omega Ratio Rank: 7878
Omega Ratio Rank
HUG.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
HUG.TO Martin Ratio Rank: 7575
Martin Ratio Rank
VALT.TO
VALT.TO Risk / Return Rank: 8282
Overall Rank
VALT.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VALT.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
VALT.TO Omega Ratio Rank: 8080
Omega Ratio Rank
VALT.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
VALT.TO Martin Ratio Rank: 7979
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.

HUG.TO vs. VALT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Gold ETF (HUG.TO) and CI Gold Bullion Fund (VALT.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.

HUG.TOVALT.TODifference

Sharpe ratio

Return per unit of total volatility

1.68

1.77

-0.09

Sortino ratio

Return per unit of downside risk

2.12

2.21

-0.09

Omega ratio

Gain probability vs. loss probability

1.31

1.32

-0.01

Calmar ratio

Return relative to maximum drawdown

2.40

2.53

-0.13

Martin ratio

Return relative to average drawdown

8.53

9.17

-0.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HUG.TO vs. VALT.TO - Sharpe Ratio Comparison

The current HUG.TO Sharpe Ratio is 1.68, which is comparable to the VALT.TO Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of HUG.TO and VALT.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

HUG.TOVALT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.77

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

1.19

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.05

-0.59

Correlation

The correlation between HUG.TO and VALT.TO is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

HUG.TO vs. VALT.TO - Dividend Comparison

Neither HUG.TO nor VALT.TO has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

HUG.TO vs. VALT.TO - Drawdown Comparison

The maximum HUG.TO drawdown since its inception was -47.99%, which is greater than VALT.TO's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for HUG.TO and VALT.TO.

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Drawdown Indicators

HUG.TOVALT.TODifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-20.96%

-27.03%

Max Drawdown (1Y)

Largest decline over 1 year

-19.27%

-19.47%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-20.96%

-1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-24.66%

—

—

Current Drawdown

Current decline from peak

-12.28%

-12.03%

-0.25%

Average Drawdown

Average peak-to-trough decline

-23.04%

-5.50%

-17.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

5.37%

+0.04%

Volatility

HUG.TO vs. VALT.TO - Volatility Comparison

The current volatility for Global X Gold ETF (HUG.TO) is 10.00%, while CI Gold Bullion Fund (VALT.TO) has a volatility of 10.56%. This indicates that HUG.TO experiences smaller price fluctuations and is considered to be less risky than VALT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HUG.TOVALT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

10.56%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

24.06%

24.26%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

27.72%

28.09%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.98%

17.86%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

17.77%

-1.39%