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

Performance

CGL-C.TO vs. HGY.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 Global X Gold Yield ETF (HGY.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 -4.25% return, which is significantly higher than HGY.TO's -9.29% return. Over the past 10 years, CGL-C.TO has outperformed HGY.TO with an annualized return of 12.02%, while HGY.TO has yielded a comparatively lower 5.99% annualized return.


CGL-C.TO

1D
-2.94%
1M
-10.10%
YTD
-4.25%
6M
-7.52%
1Y
23.69%
3Y*
30.05%
5Y*
20.25%
10Y*
12.02%

HGY.TO

1D
-3.32%
1M
-14.36%
YTD
-9.29%
6M
-11.52%
1Y
11.76%
3Y*
20.10%
5Y*
11.82%
10Y*
5.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CGL-C.TO
iShares Gold Bullion ETF
-4.25%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%
HGY.TO
Global X Gold Yield ETF
-9.29%48.66%21.36%9.51%-3.64%-7.21%15.27%11.16%-5.75%5.87%

Correlation

The correlation between CGL-C.TO and HGY.TO is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.90

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

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.70

Over the past year, CGL-C.TO and HGY.TO have become more correlated (0.95) than their long-term average of 0.70, meaning their price movements have been converging.

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Return for Risk

CGL-C.TO vs. HGY.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: 2626
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 2929
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2424
Martin Ratio Rank

HGY.TO
HGY.TO Risk / Return Rank: 1616
Overall Rank
HGY.TO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HGY.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
HGY.TO Omega Ratio Rank: 1717
Omega Ratio Rank
HGY.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
HGY.TO Martin Ratio Rank: 1616
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. HGY.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 Gold Yield ETF (HGY.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.TOHGY.TODifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.19

1.11

+0.08

Calmar ratioReturn relative to maximum drawdown

1.06

0.49

+0.58

Martin ratioReturn relative to average drawdown

2.83

1.46

+1.37

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

The current CGL-C.TO Sharpe Ratio is 0.90, which is higher than the HGY.TO Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of CGL-C.TO and HGY.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. HGY.TO - Drawdown Comparison

The maximum CGL-C.TO drawdown since its inception was -30.01%, smaller than the maximum HGY.TO drawdown of -48.61%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and HGY.TO.


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Drawdown Indicators


CGL-C.TOHGY.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.01%

-48.61%

+18.60%

Max Drawdown (1Y)

Largest decline over 1 year

-22.35%

-24.27%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-22.35%

-24.27%

+1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-22.35%

-24.27%

+1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

-25.23%

+2.45%

Current Drawdown

Current decline from peak

-22.35%

-24.27%

+1.92%

Average Drawdown

Average peak-to-trough decline

-10.73%

-30.64%

+19.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.40%

8.07%

+0.33%

Volatility

CGL-C.TO vs. HGY.TO - Volatility Comparison

The current volatility for iShares Gold Bullion ETF (CGL-C.TO) is 8.27%, while Global X Gold Yield ETF (HGY.TO) has a volatility of 9.51%. This indicates that CGL-C.TO experiences smaller price fluctuations and is considered to be less risky than HGY.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.TOHGY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

9.51%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

22.81%

22.58%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

26.48%

25.10%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

16.03%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

15.68%

-0.11%

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

CGL-C.TO has a 0.55% expense ratio, which is lower than HGY.TO's 0.86% expense ratio.


Dividends

CGL-C.TO vs. HGY.TO - Dividend Comparison

CGL-C.TO has not paid dividends to shareholders, while HGY.TO's dividend yield for the trailing twelve months is around 6.84%.


PositionTTM20252024202320222021202020192018201720162015
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HGY.TO
Global X Gold Yield ETF
6.84%4.92%5.32%6.10%3.72%2.93%2.86%2.09%2.33%2.31%2.69%3.07%

Frequently Asked Questions


With a correlation of 0.95, CGL-C.TO and HGY.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.86% for HGY.TO.

They also come from different issuers: iShares and Global X. Their fees differ too: 0.55% for CGL-C.TO and 0.86% for HGY.TO.

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