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

Performance

CGL-C.TO vs. BTCX-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Gold Bullion ETF (CGL-C.TO) and CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGL-C.TO achieves a -0.61% return, which is significantly higher than BTCX-B.TO's -26.21% 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%

BTCX-B.TO

1D
0.31%
1M
-20.55%
YTD
-26.21%
6M
-28.69%
1Y
-38.22%
3Y*
36.16%
5Y*
13.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL-C.TO vs. BTCX-B.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CGL-C.TO
iShares Gold Bullion ETF
-0.61%55.55%37.41%10.13%6.11%8.02%
BTCX-B.TO
CI Galaxy Bitcoin ETF C$ Unhedged Series Units
-26.21%-11.32%139.01%149.40%-62.06%-18.60%

Correlation

The correlation between CGL-C.TO and BTCX-B.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.06

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2021

-0.01

The correlation between CGL-C.TO and BTCX-B.TO shifts across timeframes, from -0.01 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CGL-C.TO vs. BTCX-B.TO — 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

BTCX-B.TO
BTCX-B.TO Risk / Return Rank: 33
Overall Rank
BTCX-B.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCX-B.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
BTCX-B.TO Omega Ratio Rank: 33
Omega Ratio Rank
BTCX-B.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
BTCX-B.TO Martin Ratio Rank: 33
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. BTCX-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CGL-C.TO) and CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.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.


CGL-C.TOBTCX-B.TODifference
Sharpe ratioReturn per unit of total volatility

+1.95

Sortino ratioReturn per unit of downside risk

+2.70

Omega ratioGain probability vs. loss probability

1.21

0.86

+0.36

Calmar ratioReturn relative to maximum drawdown

1.22

-0.76

+1.98

Martin ratioReturn relative to average drawdown

3.49

-1.30

+4.79

CGL-C.TO vs. BTCX-B.TO - Sharpe Ratio Comparison

The current CGL-C.TO Sharpe Ratio is 1.03, which is higher than the BTCX-B.TO Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of CGL-C.TO and BTCX-B.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

CGL-C.TO vs. BTCX-B.TO - Drawdown Comparison

The maximum CGL-C.TO drawdown since its inception was -30.01%, smaller than the maximum BTCX-B.TO drawdown of -75.26%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and BTCX-B.TO.


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Drawdown Indicators


CGL-C.TOBTCX-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.01%

-75.26%

+45.25%

Max Drawdown (1Y)

Largest decline over 1 year

-22.11%

-52.20%

+30.09%

Max Drawdown (3Y)

Largest decline over 3 years

-22.11%

-52.20%

+30.09%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

-75.26%

+53.15%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

Current Drawdown

Current decline from peak

-19.39%

-49.47%

+30.08%

Average Drawdown

Average peak-to-trough decline

-10.71%

-33.02%

+22.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.71%

30.26%

-22.55%

Volatility

CGL-C.TO vs. BTCX-B.TO - Volatility Comparison

The current volatility for iShares Gold Bullion ETF (CGL-C.TO) is 7.53%, while CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO) has a volatility of 12.13%. This indicates that CGL-C.TO experiences smaller price fluctuations and is considered to be less risky than BTCX-B.TO 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.TOBTCX-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

12.13%

-4.60%

Volatility (6M)

Calculated over the trailing 6-month period

22.46%

33.85%

-11.39%

Volatility (1Y)

Calculated over the trailing 1-year period

26.11%

43.22%

-17.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

53.90%

-36.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

54.95%

-39.30%

CGL-C.TO vs. BTCX-B.TO - Expense Ratio Comparison

CGL-C.TO has a 0.55% expense ratio, which is lower than BTCX-B.TO's 0.80% expense ratio.


Dividends

CGL-C.TO vs. BTCX-B.TO - Dividend Comparison

Neither CGL-C.TO nor BTCX-B.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CGL-C.TO and BTCX-B.TO have a correlation of 0.17, 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 0.80% for BTCX-B.TO.

CGL-C.TO is categorized as Gold, while BTCX-B.TO is Cryptocurrency. They also come from different issuers: iShares and CI Global Asset Management. Their fees differ too: 0.55% for CGL-C.TO and 0.80% for BTCX-B.TO.

Portfolio Optimizer

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