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

Performance

CGL-C.TO vs. AVUV - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CGL-C.TO achieves a -0.61% return, which is significantly lower than AVUV's 25.22% return.


CGL-C.TO

1D
0.29%
1M
-7.80%
YTD
-0.61%
6M
-0.87%
1Y
25.43%
3Y*
30.79%
5Y*
20.15%
10Y*
12.86%

AVUV

1D
1.14%
1M
7.16%
YTD
25.22%
6M
21.21%
1Y
46.05%
3Y*
21.03%
5Y*
14.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
CGL-C.TO
iShares Gold Bullion ETF
-0.61%55.55%37.41%10.13%6.11%-4.85%21.75%-1.33%
AVUV
Avantis US Small Cap Value ETF
25.22%2.53%18.54%19.89%1.12%42.12%3.91%6.94%

Correlation

The correlation between CGL-C.TO and AVUV is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.05

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

-0.07

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

-0.11

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

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Return for Risk

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

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

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

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
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.

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

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


CGL-C.TOAVUVDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.21

1.40

-0.18

Calmar ratioReturn relative to maximum drawdown

1.22

5.33

-4.11

Martin ratioReturn relative to average drawdown

3.49

18.40

-14.91

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

The current CGL-C.TO Sharpe Ratio is 1.03, which is lower than the AVUV Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of CGL-C.TO and AVUV, 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

CGL-C.TO vs. AVUV - Drawdown Comparison

The maximum CGL-C.TO drawdown since its inception was -30.01%, smaller than the maximum AVUV drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and AVUV.


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Drawdown Indicators


CGL-C.TOAVUVDifference

Max Drawdown

Largest peak-to-trough decline

-30.01%

-45.21%

+15.20%

Max Drawdown (1Y)

Largest decline over 1 year

-22.11%

-8.15%

-13.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.11%

-27.30%

+5.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

-27.30%

+5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

Current Drawdown

Current decline from peak

-19.39%

0.00%

-19.39%

Average Drawdown

Average peak-to-trough decline

-10.71%

-6.96%

-3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.71%

2.36%

+5.35%

Volatility

CGL-C.TO vs. AVUV - Volatility Comparison

iShares Gold Bullion ETF (CGL-C.TO) has a higher volatility of 7.53% compared to Avantis US Small Cap Value ETF (AVUV) at 4.95%. This indicates that CGL-C.TO's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGL-C.TOAVUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

4.95%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

22.46%

12.19%

+10.27%

Volatility (1Y)

Calculated over the trailing 1-year period

26.11%

18.34%

+7.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

23.47%

-6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

28.85%

-13.20%

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

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


Dividends

CGL-C.TO vs. AVUV - Dividend Comparison

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


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


CGL-C.TO and AVUV have a correlation of 0.09, 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.

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

Portfolio Optimizer

Find the right allocation for CGL-C.TO and AVUV

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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