CGL-C.TO vs. AGCC.TO
CGL-C.TO (iShares Gold Bullion ETF) and AGCC.TO (Global X Silver Covered Call ETF) are both exchange-traded funds - CGL-C.TO is a Precious Metals fund tracking the Gold, while AGCC.TO is a Silver fund actively managed by Global X. CGL-C.TO is passively managed, while AGCC.TO is actively managed. A 0.74 correlation means they provide meaningful diversification when combined. CGL-C.TO charges 0.55%/yr vs 0.60%/yr for AGCC.TO.
Performance
CGL-C.TO vs. AGCC.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CGL-C.TO achieves a 4.95% return, which is significantly higher than AGCC.TO's 3.10% return.
CGL-C.TO
- 1D
- 0.54%
- 1M
- 0.13%
- YTD
- 4.95%
- 6M
- 5.44%
- 1Y
- 33.77%
- 3Y*
- 32.37%
- 5Y*
- 21.43%
- 10Y*
- 13.90%
AGCC.TO
- 1D
- 1.12%
- 1M
- 2.34%
- YTD
- 3.10%
- 6M
- 23.62%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CGL-C.TO vs. AGCC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CGL-C.TO iShares Gold Bullion ETF | 4.95% | 4.32% |
AGCC.TO Global X Silver Covered Call ETF | 3.10% | 37.24% |
Correlation
The correlation between CGL-C.TO and AGCC.TO is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025 | 0.74 |
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Return for Risk
CGL-C.TO vs. AGCC.TO — Risk / Return Rank
CGL-C.TO
AGCC.TO
CGL-C.TO vs. AGCC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CGL-C.TO) and Global X Silver Covered Call ETF (AGCC.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.
| CGL-C.TO | AGCC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.27 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | — | — |
| Martin ratioReturn relative to average drawdown | 4.76 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGL-C.TO | AGCC.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 1.10 | -0.50 |
Drawdowns
CGL-C.TO vs. AGCC.TO - Drawdown Comparison
The maximum CGL-C.TO drawdown since its inception was -33.04%, smaller than the maximum AGCC.TO drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and AGCC.TO.
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Drawdown Indicators
| CGL-C.TO | AGCC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.04% | -39.17% | +6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -17.37% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -22.78% | — | — |
Current DrawdownCurrent decline from peak | -14.88% | -31.67% | +16.79% |
Average DrawdownAverage peak-to-trough decline | -12.24% | -16.73% | +4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.12% | — | — |
Volatility
CGL-C.TO vs. AGCC.TO - Volatility Comparison
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Volatility by Period
| CGL-C.TO | AGCC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 21.55% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.34% | 64.41% | -39.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 64.41% | -47.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.56% | 64.41% | -48.85% |
CGL-C.TO vs. AGCC.TO - Expense Ratio Comparison
CGL-C.TO has a 0.55% expense ratio, which is lower than AGCC.TO's 0.60% expense ratio.
Dividends
CGL-C.TO vs. AGCC.TO - Dividend Comparison
CGL-C.TO has not paid dividends to shareholders, while AGCC.TO's dividend yield for the trailing twelve months is around 5.49%.
| Position | TTM | 2025 |
|---|---|---|
AGCC.TO Global X Silver Covered Call ETF | 5.49% | 1.49% |
CGL-C.TO iShares Gold Bullion ETF | 0.00% | 0.00% |
Frequently Asked Questions
CGL-C.TO and AGCC.TO have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CGL-C.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CGL-C.TO is cheaper with a 0.55% expense ratio, compared with 0.60% for AGCC.TO.
CGL-C.TO is categorized as Precious Metals, while AGCC.TO is Silver. They also come from different issuers: iShares and Global X. Their fees differ too: 0.55% for CGL-C.TO and 0.60% for AGCC.TO.
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