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

Performance

CGL-C.TO vs. HXQ.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 Horizons NASDAQ-100 Index ETF (HXQ.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 -3.54% return, which is significantly lower than HXQ.TO's 14.44% return. Over the past 10 years, CGL-C.TO has underperformed HXQ.TO with an annualized return of 11.94%, while HXQ.TO has yielded a comparatively higher 21.13% annualized return.


CGL-C.TO

1D
0.21%
1M
0.74%
6M
-16.38%
YTD
-3.54%
1Y
23.59%
3Y*
29.48%
5Y*
19.65%
10Y*
11.94%
ALL TIME*
8.16%

HXQ.TO

1D
-1.10%
1M
-4.72%
6M
13.14%
YTD
14.44%
1Y
25.29%
3Y*
24.97%
5Y*
16.27%
10Y*
21.13%
ALL TIME*
21.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$708.29KCA$726.97KCA$936.83K
CA$2.67MCA$3.05MCA$3.88M

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


2026 (YTD)202520242023202220212020201920182017
CGL-C.TO
iShares Gold Bullion ETF
-3.54%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%
HXQ.TO
Horizons NASDAQ-100 Index ETF
14.44%15.05%35.98%51.16%-27.84%26.20%45.58%32.26%6.71%23.12%

Correlation

The correlation between CGL-C.TO and HXQ.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.05

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

-0.03

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2016

-0.03

The correlation between CGL-C.TO and HXQ.TO shifts across timeframes, from -0.03 (5 years) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CGL-C.TO vs. HXQ.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: 3333
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3939
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2727
Martin Ratio Rank

HXQ.TO
HXQ.TO Risk / Return Rank: 5656
Overall Rank
HXQ.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HXQ.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
HXQ.TO Omega Ratio Rank: 5757
Omega Ratio Rank
HXQ.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
HXQ.TO Martin Ratio Rank: 5353
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. HXQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CGL-C.TO) and Horizons NASDAQ-100 Index ETF (HXQ.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.TOHXQ.TODifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratioReturn relative to maximum drawdown

1.01

2.04

-1.04

Martin ratioReturn relative to average drawdown

2.27

6.16

-3.89

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

The current CGL-C.TO Sharpe Ratio is 0.88, which is lower than the HXQ.TO Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of CGL-C.TO and HXQ.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. HXQ.TO - Drawdown Comparison

The maximum CGL-C.TO drawdown since its inception was -30.01%, smaller than the maximum HXQ.TO drawdown of -31.60%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and HXQ.TO.


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Drawdown Indicators


CGL-C.TOHXQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.01%

-31.60%

+1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-23.55%

-12.43%

-11.12%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

-22.58%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-31.60%

+8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-23.55%

-31.60%

+8.05%

Current Drawdown

Current decline from peak

-21.77%

-7.90%

-13.87%

Average Drawdown

Average peak-to-trough decline

-10.79%

-5.71%

-5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.40%

4.12%

+6.28%

Volatility

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

The current volatility for iShares Gold Bullion ETF (CGL-C.TO) is 6.62%, while Horizons NASDAQ-100 Index ETF (HXQ.TO) has a volatility of 7.11%. This indicates that CGL-C.TO experiences smaller price fluctuations and is considered to be less risky than HXQ.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.TOHXQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

7.11%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

22.80%

15.20%

+7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

26.96%

18.58%

+8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

21.22%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

21.04%

-5.40%

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

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


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


CGL-C.TO and HXQ.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HXQ.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HXQ.TO is cheaper with a 0.25% expense ratio, compared with 0.55% for CGL-C.TO.

CGL-C.TO is categorized as Gold, while HXQ.TO is Nasdaq-100. CGL-C.TO tracks LBMA Gold Price (CAD), while HXQ.TO tracks NASDAQ-100 Index. They also come from different issuers: iShares and Horizons. Their fees differ too: 0.55% for CGL-C.TO and 0.25% for HXQ.TO.

Portfolio Optimizer

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