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Purpose Gold Bullion Fund ETF Non-Currency Hedged ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Oct 15, 2018
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Canada
Distribution Policy
Accumulating
Asset Class
Commodity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Purpose Gold Bullion Fund ETF Non-Currency Hedged, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

KILO-B.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO) has returned 9.94% so far this year and 44.69% over the past 12 months.


Purpose Gold Bullion Fund ETF Non-Currency Hedged

1D
3.80%
1M
-9.42%
YTD
9.94%
6M
21.41%
1Y
44.69%
3Y*
34.39%
5Y*
24.48%
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 31, 2018, KILO-B.TO's average daily return is +0.09%, while the average monthly return is +1.64%. At this rate, your investment would double in approximately 3.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Sep 2025 with a return of +13.0%, while the worst month was Mar 2026 at -9.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, KILO-B.TO closed higher 52% of trading days. The best single day was Feb 3, 2026 with a return of +6.4%, while the worst single day was Jan 30, 2026 at -9.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.21%9.15%-9.42%9.94%
20257.66%1.68%8.65%0.92%-0.24%-0.39%1.16%3.99%12.97%4.49%5.79%-0.10%56.51%
20240.43%1.04%7.22%5.92%0.51%0.29%6.26%-0.12%5.45%7.31%-1.91%0.67%37.76%
20234.23%-3.09%6.77%1.29%-0.78%-4.91%1.61%1.58%-4.74%10.09%0.15%-1.18%10.43%
2022-1.26%5.88%0.14%0.65%-4.65%-0.07%-2.69%-0.77%2.23%-3.24%6.52%4.15%6.38%
2021-2.10%-7.26%-2.16%1.20%4.97%-3.86%3.22%0.59%-3.10%-0.38%3.17%1.61%-4.67%

Benchmark Metrics

Purpose Gold Bullion Fund ETF Non-Currency Hedged has an annualized alpha of 25.48%, beta of -0.06, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 06, 2018.

  • This ETF captured 41.13% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -72.96%) — a profile typical of hedging or uncorrelated assets.
  • Beta of -0.06 may look defensive, but with R² of 0.00 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.00 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
25.48%
Beta
-0.06
0.00
Upside Capture
41.13%
Downside Capture
-72.96%

Expense Ratio

KILO-B.TO has an expense ratio of 0.28%, placing it in the medium range.


Return for Risk

Risk / Return Rank

KILO-B.TO ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


KILO-B.TO Risk / Return Rank: 8484
Overall Rank
KILO-B.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KILO-B.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
KILO-B.TO Omega Ratio Rank: 8383
Omega Ratio Rank
KILO-B.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
KILO-B.TO Martin Ratio Rank: 8383
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO) and compare them to a chosen benchmark (S&P 500 Index).


KILO-B.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.73

0.69

+1.04

Sortino ratio

Return per unit of downside risk

2.19

1.06

+1.14

Omega ratio

Gain probability vs. loss probability

1.33

1.17

+0.16

Calmar ratio

Return relative to maximum drawdown

2.73

1.14

+1.58

Martin ratio

Return relative to average drawdown

9.62

4.22

+5.40

Explore KILO-B.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Purpose Gold Bullion Fund ETF Non-Currency Hedged provided a 0.00% dividend yield over the last twelve months, with an annual payout of CA$0.00 per share.


0.00%0.10%0.20%0.30%0.40%0.50%0.60%0.70%CA$0.00CA$0.05CA$0.10CA$0.15CA$0.20202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
DividendCA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.20

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.69%

Monthly Dividends

The table displays the monthly dividend distributions for Purpose Gold Bullion Fund ETF Non-Currency Hedged. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.00CA$0.00
2025CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2024CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2023CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2022CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2021CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Purpose Gold Bullion Fund ETF Non-Currency Hedged. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Purpose Gold Bullion Fund ETF Non-Currency Hedged was 22.54%, occurring on Mar 30, 2021. Recovery took 525 trading sessions.

The current Purpose Gold Bullion Fund ETF Non-Currency Hedged drawdown is 10.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.54%Aug 7, 2020162Mar 30, 2021525May 3, 2023687
-17.41%Mar 3, 202618Mar 26, 2026
-12.88%Jan 29, 20263Feb 2, 202619Mar 2, 202622
-11.08%Mar 10, 20205Mar 16, 20206Mar 24, 202011
-10.25%May 5, 2023106Oct 5, 202338Nov 29, 2023144

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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