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

Performance

AVES vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Emerging Markets Value ETF (AVES) 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

AVES 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, AVES achieves a 15.51% return, which is significantly higher than CGL-C.TO's -2.68% return.


AVES

1D
0.32%
1M
0.12%
YTD
15.51%
6M
18.20%
1Y
31.51%
3Y*
19.19%
5Y*
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)

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


2026 (YTD)20252024202320222021
AVES
Avantis Emerging Markets Value ETF
15.51%30.49%4.50%16.79%-16.04%0.95%
CGL-C.TO
iShares Gold Bullion ETF
-2.58%62.99%26.68%12.82%-0.22%4.26%

Correlation

The correlation between AVES and CGL-C.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2021

0.15

The correlation between AVES and CGL-C.TO shifts across timeframes, from 0.15 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

AVES
AVES Risk / Return Rank: 5454
Overall Rank
AVES Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AVES Sortino Ratio Rank: 5252
Sortino Ratio Rank
AVES Omega Ratio Rank: 5858
Omega Ratio Rank
AVES Calmar Ratio Rank: 5353
Calmar Ratio Rank
AVES Martin Ratio Rank: 5555
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.

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

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Value ETF (AVES) 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.


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

+0.73

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratioReturn relative to maximum drawdown

2.32

0.99

+1.33

Martin ratioReturn relative to average drawdown

8.40

2.87

+5.53

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

The current AVES Sharpe Ratio is 1.64, which is higher than the CGL-C.TO Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of AVES 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

AVES vs. CGL-C.TO - Drawdown Comparison

The maximum AVES drawdown since its inception was -27.40%, smaller than the maximum CGL-C.TO drawdown of -42.11%. Use the drawdown chart below to compare losses from any high point for AVES and CGL-C.TO.


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Drawdown Indicators


AVESCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

-42.11%

+14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-24.32%

+11.42%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-24.32%

+5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

Max Drawdown (10Y)

Largest decline over 10 years

-24.32%

Current Drawdown

Current decline from peak

-2.45%

-21.86%

+19.41%

Average Drawdown

Average peak-to-trough decline

-7.70%

-18.51%

+10.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

8.37%

-4.81%

Volatility

AVES vs. CGL-C.TO - Volatility Comparison

Avantis Emerging Markets Value ETF (AVES) has a higher volatility of 8.89% compared to iShares Gold Bullion ETF (CGL-C.TO) at 7.57%. This indicates that AVES's price experiences larger fluctuations and is considered to be riskier 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


AVESCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

7.57%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

15.88%

22.90%

-7.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

26.70%

-8.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

18.22%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

16.73%

+0.47%

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

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


Dividends

AVES vs. CGL-C.TO - Dividend Comparison

AVES's dividend yield for the trailing twelve months is around 3.53%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021
AVES
Avantis Emerging Markets Value ETF
3.53%3.17%4.09%3.96%3.70%0.62%
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVES and CGL-C.TO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

AVES is categorized as Emerging Markets Equities, while CGL-C.TO is Gold. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.36% for AVES and 0.55% for CGL-C.TO.

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