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AVDE vs. XGD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVDE vs. XGD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Equity ETF (AVDE) and iShares S&P/TSX Global Gold Index ETF (XGD.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AVDE is traded in USD, while XGD.TO is traded in CAD. To make them comparable, the XGD.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVDE achieves a 10.87% return, which is significantly higher than XGD.TO's -4.15% return.


AVDE

1D
0.59%
1M
0.08%
YTD
10.87%
6M
12.42%
1Y
27.50%
3Y*
19.56%
5Y*
9.98%
10Y*

XGD.TO

1D
2.80%
1M
-14.79%
YTD
-4.15%
6M
-2.94%
1Y
52.19%
3Y*
39.77%
5Y*
17.63%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDE vs. XGD.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVDE
Avantis International Equity ETF
10.87%38.05%4.88%17.18%-13.68%13.62%8.26%7.95%
XGD.TO
iShares S&P/TSX Global Gold Index ETF
-4.15%156.14%10.29%6.44%-8.90%-5.76%24.05%5.60%

Correlation

The correlation between AVDE and XGD.TO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.32

The correlation between AVDE and XGD.TO shifts across timeframes, from 0.32 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AVDE vs. XGD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVDE
AVDE Risk / Return Rank: 5858
Overall Rank
AVDE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AVDE Sortino Ratio Rank: 6060
Sortino Ratio Rank
AVDE Omega Ratio Rank: 5959
Omega Ratio Rank
AVDE Calmar Ratio Rank: 5252
Calmar Ratio Rank
AVDE Martin Ratio Rank: 5858
Martin Ratio Rank

XGD.TO
XGD.TO Risk / Return Rank: 4040
Overall Rank
XGD.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XGD.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
XGD.TO Omega Ratio Rank: 4343
Omega Ratio Rank
XGD.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
XGD.TO Martin Ratio Rank: 3636
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.

AVDE vs. XGD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and iShares S&P/TSX Global Gold Index ETF (XGD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVDEXGD.TODifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.32

1.24

+0.08

Calmar ratioReturn relative to maximum drawdown

2.30

1.63

+0.67

Martin ratioReturn relative to average drawdown

9.00

4.62

+4.38

AVDE vs. XGD.TO - Sharpe Ratio Comparison

The current AVDE Sharpe Ratio is 1.76, which is higher than the XGD.TO Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of AVDE and XGD.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVDE vs. XGD.TO - Drawdown Comparison

The maximum AVDE drawdown since its inception was -36.99%, smaller than the maximum XGD.TO drawdown of -80.30%. Use the drawdown chart below to compare losses from any high point for AVDE and XGD.TO.


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Drawdown Indicators


AVDEXGD.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-80.30%

+43.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-34.40%

+22.92%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-34.40%

+20.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.73%

-44.90%

+16.17%

Max Drawdown (10Y)

Largest decline over 10 years

-47.12%

Current Drawdown

Current decline from peak

-1.09%

-29.14%

+28.05%

Average Drawdown

Average peak-to-trough decline

-6.15%

-40.83%

+34.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

12.14%

-9.20%

Volatility

AVDE vs. XGD.TO - Volatility Comparison

The current volatility for Avantis International Equity ETF (AVDE) is 5.57%, while iShares S&P/TSX Global Gold Index ETF (XGD.TO) has a volatility of 16.18%. This indicates that AVDE experiences smaller price fluctuations and is considered to be less risky than XGD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVDEXGD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

16.18%

-10.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

36.18%

-23.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.06%

44.62%

-29.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

33.65%

-17.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.93%

34.19%

-15.26%

AVDE vs. XGD.TO - Expense Ratio Comparison

AVDE has a 0.23% expense ratio, which is lower than XGD.TO's 0.61% expense ratio.


Dividends

AVDE vs. XGD.TO - Dividend Comparison

AVDE's dividend yield for the trailing twelve months is around 3.84%, more than XGD.TO's 0.64% yield.


PositionTTM20252024202320222021202020192018201720162015
AVDE
Avantis International Equity ETF
3.84%2.66%3.29%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%0.00%
XGD.TO
iShares S&P/TSX Global Gold Index ETF
0.64%0.62%0.93%1.49%1.77%1.38%0.35%0.54%0.25%0.14%0.10%0.57%

Frequently Asked Questions


AVDE and XGD.TO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVDE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVDE is cheaper with a 0.23% expense ratio, compared with 0.61% for XGD.TO.

AVDE is categorized as Foreign Large Cap Equities, while XGD.TO is Gold. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.23% for AVDE and 0.61% for XGD.TO.

Portfolio Optimizer

Find the right allocation for AVDE and XGD.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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