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AVDV vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVDV vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Small Cap Value ETF (AVDV) and iShares Gold Bullion ETF (CGL-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, AVDV achieves a 14.99% return, which is significantly higher than CGL-C.TO's -2.68% return.


AVDV

1D
0.89%
1M
-1.99%
YTD
14.99%
6M
17.18%
1Y
41.91%
3Y*
26.72%
5Y*
13.63%
10Y*

CGL-C.TO

1D
-0.00%
1M
-10.30%
YTD
-2.68%
6M
-2.36%
1Y
23.97%
3Y*
28.82%
5Y*
16.71%
10Y*
11.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDV vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVDV
Avantis International Small Cap Value ETF
14.99%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%
CGL-C.TO
iShares Gold Bullion ETF
-2.58%62.99%26.68%12.82%-0.22%-4.80%24.71%0.03%

Correlation

The correlation between AVDV and CGL-C.TO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.32

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

0.17

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

0.10

Over the past year, AVDV and CGL-C.TO have become more correlated (0.42) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

AVDV vs. CGL-C.TO — Risk / Return Rank

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

AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8686
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7676
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3131
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3535
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2828
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.

AVDV vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and iShares Gold Bullion ETF (CGL-C.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.


AVDVCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

+1.63

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.46

1.19

+0.27

Calmar ratioReturn relative to maximum drawdown

3.12

0.99

+2.13

Martin ratioReturn relative to average drawdown

12.44

2.87

+9.58

AVDV vs. CGL-C.TO - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 2.53, which is higher than the CGL-C.TO Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of AVDV and CGL-C.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

AVDV vs. CGL-C.TO - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, roughly equal to the maximum CGL-C.TO drawdown of -42.11%. Use the drawdown chart below to compare losses from any high point for AVDV and CGL-C.TO.


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Drawdown Indicators


AVDVCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-43.01%

-42.11%

-0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-24.32%

+11.13%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-24.32%

+10.15%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-24.32%

-3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-24.32%

Current Drawdown

Current decline from peak

-2.24%

-21.86%

+19.62%

Average Drawdown

Average peak-to-trough decline

-6.76%

-18.51%

+11.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

8.37%

-5.07%

Volatility

AVDV vs. CGL-C.TO - Volatility Comparison

The current volatility for Avantis International Small Cap Value ETF (AVDV) is 6.26%, while iShares Gold Bullion ETF (CGL-C.TO) has a volatility of 7.57%. This indicates that AVDV experiences smaller price fluctuations and is considered to be less risky than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVDVCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

7.57%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

22.90%

-9.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

26.70%

-10.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

18.22%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

16.73%

+3.04%

AVDV vs. CGL-C.TO - Expense Ratio Comparison

AVDV has a 0.36% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

AVDV vs. CGL-C.TO - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 4.11%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
AVDV
Avantis International Small Cap Value ETF
4.11%3.05%4.31%3.29%3.17%2.39%1.67%0.36%
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVDV and CGL-C.TO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVDV is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVDV is cheaper with a 0.36% expense ratio, compared with 0.55% for CGL-C.TO.

AVDV is categorized as Foreign Small & Mid Cap Equities, while CGL-C.TO is Gold. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.36% for AVDV and 0.55% for CGL-C.TO.

Portfolio Optimizer

Find the right allocation for AVDV and CGL-C.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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