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

Performance

CGL-C.TO vs. HSAV.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 Cash Maximizer Corporate Class ETF (HSAV.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 4.39% return, which is significantly higher than HSAV.TO's 1.04% return.


CGL-C.TO

1D
-0.29%
1M
0.43%
YTD
4.39%
6M
5.02%
1Y
33.57%
3Y*
32.37%
5Y*
21.30%
10Y*
13.74%

HSAV.TO

1D
-0.03%
1M
0.15%
YTD
1.04%
6M
1.55%
1Y
2.70%
3Y*
3.71%
5Y*
3.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
CGL-C.TO
iShares Gold Bullion ETF
4.39%55.55%37.41%10.13%6.11%-4.85%15.54%
HSAV.TO
Global X Cash Maximizer Corporate Class ETF
1.04%2.58%4.24%5.04%2.79%0.66%0.74%

Correlation

The correlation between CGL-C.TO and HSAV.TO is -0.01, 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

-0.01

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

-0.04

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2020

-0.02

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Return for Risk

CGL-C.TO vs. HSAV.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: 3535
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 4040
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 3131
Martin Ratio Rank

HSAV.TO
HSAV.TO Risk / Return Rank: 6666
Overall Rank
HSAV.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HSAV.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
HSAV.TO Omega Ratio Rank: 5959
Omega Ratio Rank
HSAV.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
HSAV.TO Martin Ratio Rank: 6767
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. HSAV.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 Cash Maximizer Corporate Class ETF (HSAV.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.TOHSAV.TODifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

1.94

4.58

-2.64

Martin ratioReturn relative to average drawdown

4.77

12.46

-7.70

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

The current CGL-C.TO Sharpe Ratio is 1.33, which is lower than the HSAV.TO Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of CGL-C.TO and HSAV.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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Sharpe Ratios by Period


CGL-C.TOHSAV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.96

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

1.82

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.72

-1.12

Drawdowns

CGL-C.TO vs. HSAV.TO - Drawdown Comparison

The maximum CGL-C.TO drawdown since its inception was -33.04%, which is greater than HSAV.TO's maximum drawdown of -2.18%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and HSAV.TO.


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Drawdown Indicators


CGL-C.TOHSAV.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.04%

-2.18%

-30.86%

Max Drawdown (1Y)

Largest decline over 1 year

-17.37%

-0.59%

-16.78%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

-1.06%

-16.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

-2.18%

-15.37%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

Current Drawdown

Current decline from peak

-15.34%

-0.18%

-15.16%

Average Drawdown

Average peak-to-trough decline

-12.24%

-0.19%

-12.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.06%

0.22%

+6.84%

Volatility

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

iShares Gold Bullion ETF (CGL-C.TO) has a higher volatility of 5.33% compared to Global X Cash Maximizer Corporate Class ETF (HSAV.TO) at 0.48%. This indicates that CGL-C.TO's price experiences larger fluctuations and is considered to be riskier than HSAV.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.TOHSAV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

0.48%

+4.85%

Volatility (6M)

Calculated over the trailing 6-month period

21.56%

1.05%

+20.51%

Volatility (1Y)

Calculated over the trailing 1-year period

25.35%

1.39%

+23.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

1.77%

+15.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

1.58%

+13.98%

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

CGL-C.TO has a 0.55% expense ratio, which is higher than HSAV.TO's 0.18% expense ratio.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


CGL-C.TO and HSAV.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HSAV.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HSAV.TO is cheaper with a 0.18% expense ratio, compared with 0.55% for CGL-C.TO.

CGL-C.TO is categorized as Precious Metals, while HSAV.TO is Bank Loan. They also come from different issuers: iShares and Global X. Their fees differ too: 0.55% for CGL-C.TO and 0.18% for HSAV.TO.

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