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

Performance

AVDV vs. CGL.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 (CAD-Hedged) (CGL.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.TO is traded in CAD. To make them comparable, the CGL.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.TO's -5.12% return.


AVDV

1D
0.89%
1M
0.12%
YTD
14.99%
6M
17.18%
1Y
41.91%
3Y*
26.72%
5Y*
13.63%
10Y*

CGL.TO

1D
0.07%
1M
-11.35%
YTD
-5.12%
6M
-4.61%
1Y
16.70%
3Y*
25.29%
5Y*
12.44%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDV vs. CGL.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.TO
iShares Gold Bullion ETF (CAD-Hedged)
-5.12%67.73%15.88%13.97%-6.96%-4.54%26.41%1.94%

Correlation

The correlation between AVDV and CGL.TO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.43

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

0.35

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

0.30

The correlation between AVDV and CGL.TO shifts across timeframes, from 0.30 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AVDV vs. CGL.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.TO
CGL.TO Risk / Return Rank: 2424
Overall Rank
CGL.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 2727
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 2222
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.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 (CAD-Hedged) (CGL.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.TODifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.33

Omega ratioGain probability vs. loss probability

1.46

1.14

+0.31

Calmar ratioReturn relative to maximum drawdown

3.12

0.70

+2.42

Martin ratioReturn relative to average drawdown

12.44

2.00

+10.44

AVDV vs. CGL.TO - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 2.53, which is higher than the CGL.TO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AVDV and CGL.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.TO - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, smaller than the maximum CGL.TO drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for AVDV and CGL.TO.


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Drawdown Indicators


AVDVCGL.TODifference

Max Drawdown

Largest peak-to-trough decline

-43.01%

-62.05%

+19.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-27.17%

+13.98%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-27.17%

+13.00%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-27.17%

-0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-27.17%

Current Drawdown

Current decline from peak

-2.24%

-24.91%

+22.67%

Average Drawdown

Average peak-to-trough decline

-6.76%

-32.74%

+25.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

9.43%

-6.13%

Volatility

AVDV vs. CGL.TO - Volatility Comparison

The current volatility for Avantis International Small Cap Value ETF (AVDV) is 6.26%, while iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) has a volatility of 7.69%. This indicates that AVDV experiences smaller price fluctuations and is considered to be less risky than CGL.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.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

7.69%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

24.50%

-10.62%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

28.25%

-12.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

19.70%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

17.92%

+1.85%

AVDV vs. CGL.TO - Expense Ratio Comparison

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


Dividends

AVDV vs. CGL.TO - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 4.11%, while CGL.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.TO
iShares Gold Bullion ETF (CAD-Hedged)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVDV and CGL.TO have a correlation of 0.48, 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.TO.

AVDV is categorized as Foreign Small & Mid Cap Equities, while CGL.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.TO.

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