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

Performance

AVUV vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Value ETF (AVUV) 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

AVUV 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, AVUV achieves a 22.73% return, which is significantly higher than CGL-C.TO's -2.68% return.


AVUV

1D
0.96%
1M
5.11%
YTD
22.73%
6M
19.51%
1Y
42.12%
3Y*
19.24%
5Y*
11.57%
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)

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


2026 (YTD)2025202420232022202120202019
AVUV
Avantis US Small Cap Value ETF
22.73%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%
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 AVUV and CGL-C.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.07

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

-0.05

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

-0.09

The correlation between AVUV and CGL-C.TO shifts across timeframes, from -0.09 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

AVUV
AVUV Risk / Return Rank: 8484
Overall Rank
AVUV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7777
Omega Ratio Rank
AVUV Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVUV Martin Ratio Rank: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) 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.


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

+1.38

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.39

1.19

+0.21

Calmar ratioReturn relative to maximum drawdown

5.06

0.99

+4.07

Martin ratioReturn relative to average drawdown

15.09

2.87

+12.22

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

The current AVUV Sharpe Ratio is 2.28, which is higher than the CGL-C.TO Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of AVUV 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

AVUV vs. CGL-C.TO - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, which is greater than CGL-C.TO's maximum drawdown of -42.11%. Use the drawdown chart below to compare losses from any high point for AVUV and CGL-C.TO.


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Drawdown Indicators


AVUVCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-49.42%

-42.11%

-7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-24.32%

+16.37%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-24.32%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

-24.32%

-4.47%

Max Drawdown (10Y)

Largest decline over 10 years

-24.32%

Current Drawdown

Current decline from peak

0.00%

-21.86%

+21.86%

Average Drawdown

Average peak-to-trough decline

-7.91%

-18.51%

+10.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

8.37%

-5.70%

Volatility

AVUV vs. CGL-C.TO - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.53%, while iShares Gold Bullion ETF (CGL-C.TO) has a volatility of 7.57%. This indicates that AVUV 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


AVUVCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

7.57%

-3.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

22.90%

-11.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

26.70%

-9.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

18.22%

+4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.26%

16.73%

+11.53%

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

AVUV has a 0.25% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

AVUV vs. CGL-C.TO - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.61%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
AVUV
Avantis US Small Cap Value ETF
1.61%1.58%1.61%1.65%1.74%1.28%1.21%0.38%
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


AVUV and CGL-C.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVUV is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVUV is cheaper with a 0.25% expense ratio, compared with 0.55% for CGL-C.TO.

AVUV is categorized as Small Cap Value Equities, while CGL-C.TO is Gold. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.25% for AVUV and 0.55% for CGL-C.TO.

Portfolio Optimizer

Find the right allocation for AVUV 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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