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iShares S&P/TSX Global Gold Index ETF (XGD.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

iShares

Inception Date

Mar 23, 2001

Region

Global (Broad)

Leveraged

1x

Index Tracked

Morningstar Gbl Gold GR CAD

Asset Class

Commodity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

XGD.TO features an expense ratio of 0.61%, falling within the medium range.


Expense ratio chart for XGD.TO: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
XGD.TO vs. CGL.TO XGD.TO vs. GLD XGD.TO vs. BRK-B XGD.TO vs. QQC.TO XGD.TO vs. XEI.TO XGD.TO vs. IAUM XGD.TO vs. VEQT.TO XGD.TO vs. MNT.TO XGD.TO vs. XBB.TO XGD.TO vs. XDV.TO
Popular comparisons:
XGD.TO vs. CGL.TO XGD.TO vs. GLD XGD.TO vs. BRK-B XGD.TO vs. QQC.TO XGD.TO vs. XEI.TO XGD.TO vs. IAUM XGD.TO vs. VEQT.TO XGD.TO vs. MNT.TO XGD.TO vs. XBB.TO XGD.TO vs. XDV.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in iShares S&P/TSX Global Gold Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


240.00%260.00%280.00%300.00%320.00%340.00%360.00%380.00%JulyAugustSeptemberOctoberNovemberDecember
277.41%
371.67%
XGD.TO (iShares S&P/TSX Global Gold Index ETF)
Benchmark (^GSPC)

Returns By Period

iShares S&P/TSX Global Gold Index ETF had a return of 21.12% year-to-date (YTD) and 18.65% in the last 12 months. Over the past 10 years, iShares S&P/TSX Global Gold Index ETF had an annualized return of 10.22%, while the S&P 500 had an annualized return of 11.06%, indicating that iShares S&P/TSX Global Gold Index ETF did not perform as well as the benchmark.


XGD.TO

YTD

21.12%

1M

-6.01%

6M

8.55%

1Y

18.65%

5Y*

7.66%

10Y*

10.22%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of XGD.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-7.98%-5.80%18.22%6.80%4.93%-2.50%13.93%0.75%1.76%3.20%-5.65%21.12%
20239.44%-12.36%15.96%3.62%-7.84%-4.83%3.05%-4.29%-7.69%6.31%8.08%-1.72%3.91%
2022-3.72%12.12%11.16%-5.48%-10.86%-10.48%-8.97%-5.76%8.54%-1.64%15.79%0.97%-3.10%
2021-3.56%-10.81%5.97%3.02%12.21%-10.41%4.72%-5.86%-8.82%3.57%4.97%2.10%-5.81%
20202.09%-6.74%-5.63%39.64%0.20%5.46%15.02%-3.67%-4.84%-3.83%-10.84%1.04%21.10%
20192.56%-0.58%2.72%-6.63%4.29%16.29%2.54%16.05%-10.39%6.06%-2.50%7.19%40.18%
2018-0.65%-7.57%4.19%0.77%0.93%0.70%-5.18%-13.14%-1.73%3.62%2.39%13.97%-4.10%
201710.14%-2.47%-0.38%-0.15%0.77%-6.77%-0.33%8.09%-6.49%-0.33%-0.74%0.91%0.96%
20168.55%30.02%0.23%25.15%-8.75%20.84%8.77%-16.65%3.99%-5.39%-15.24%1.93%50.45%
201532.93%-6.03%-14.03%6.35%-0.67%-8.59%-18.49%4.17%-2.89%8.00%-6.21%2.81%-10.96%
201416.60%8.79%-8.68%1.68%-7.84%16.13%-0.41%3.28%-17.61%-19.27%5.61%3.05%-6.14%
2013-8.58%-7.59%0.17%-21.31%2.08%-16.85%7.95%9.03%-11.49%2.19%-9.72%-3.48%-47.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XGD.TO is 38, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of XGD.TO is 3838
Overall Rank
The Sharpe Ratio Rank of XGD.TO is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of XGD.TO is 4040
Sortino Ratio Rank
The Omega Ratio Rank of XGD.TO is 4040
Omega Ratio Rank
The Calmar Ratio Rank of XGD.TO is 3434
Calmar Ratio Rank
The Martin Ratio Rank of XGD.TO is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares S&P/TSX Global Gold Index ETF (XGD.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for XGD.TO, currently valued at 0.74, compared to the broader market0.002.004.000.742.10
The chart of Sortino ratio for XGD.TO, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.0010.001.152.80
The chart of Omega ratio for XGD.TO, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.39
The chart of Calmar ratio for XGD.TO, currently valued at 0.50, compared to the broader market0.005.0010.0015.000.503.09
The chart of Martin ratio for XGD.TO, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.00100.002.5113.49
XGD.TO
^GSPC

The current iShares S&P/TSX Global Gold Index ETF Sharpe ratio is 0.74. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares S&P/TSX Global Gold Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.74
3.06
XGD.TO (iShares S&P/TSX Global Gold Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares S&P/TSX Global Gold Index ETF provided a 0.93% dividend yield over the last twelve months, with an annual payout of CA$0.20 per share.


0.00%0.50%1.00%1.50%CA$0.00CA$0.05CA$0.10CA$0.15CA$0.20CA$0.25CA$0.30CA$0.3520132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
DividendCA$0.20CA$0.26CA$0.31CA$0.25CA$0.07CA$0.09CA$0.03CA$0.02CA$0.01CA$0.05CA$0.06CA$0.17

Dividend yield

0.93%1.49%1.80%1.38%0.35%0.54%0.25%0.14%0.09%0.57%0.68%1.71%

Monthly Dividends

The table displays the monthly dividend distributions for iShares S&P/TSX Global Gold Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.10
2023CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.10CA$0.26
2022CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.17CA$0.31
2021CA$0.00CA$0.00CA$0.03CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.05CA$0.00CA$0.00CA$0.07CA$0.25
2020CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.03CA$0.07
2019CA$0.00CA$0.00CA$0.04CA$0.00CA$0.00CA$0.05CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.00CA$0.09
2018CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.01CA$0.03
2017CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.02
2016CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.01
2015CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.00CA$0.05
2014CA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.02CA$0.00CA$0.00CA$0.01CA$0.00CA$0.00CA$0.01CA$0.06
2013CA$0.06CA$0.00CA$0.00CA$0.06CA$0.00CA$0.00CA$0.03CA$0.00CA$0.00CA$0.02CA$0.17

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.01%
-1.59%
XGD.TO (iShares S&P/TSX Global Gold Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P/TSX Global Gold Index ETF. 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 iShares S&P/TSX Global Gold Index ETF was 72.55%, occurring on Aug 5, 2015. Recovery took 2310 trading sessions.

The current iShares S&P/TSX Global Gold Index ETF drawdown is 18.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.55%Sep 9, 2011980Aug 5, 20152310Oct 18, 20243290
-58.12%Mar 17, 2008155Oct 27, 2008276Dec 1, 2009431
-38.64%May 29, 200243Jul 26, 2002343Nov 19, 2003386
-30.85%Dec 2, 2003378May 16, 2005154Dec 23, 2005532
-30.43%May 11, 200623Jun 13, 2006396Jan 10, 2008419

Volatility

Volatility Chart

The current iShares S&P/TSX Global Gold Index ETF volatility is 8.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.32%
3.27%
XGD.TO (iShares S&P/TSX Global Gold Index ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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