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

Performance

CGL-C.TO vs. PFF - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Gold Bullion ETF (CGL-C.TO) and iShares Preferred and Income Securities ETF (PFF). 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 PFF is traded in USD. To make them comparable, the PFF values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with CGL-C.TO having a 4.39% return and PFF slightly lower at 4.24%. Over the past 10 years, CGL-C.TO has outperformed PFF with an annualized return of 13.74%, while PFF has yielded a comparatively lower 4.05% annualized 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%

PFF

1D
-0.26%
1M
2.35%
YTD
4.24%
6M
3.01%
1Y
10.76%
3Y*
7.94%
5Y*
4.40%
10Y*
4.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CGL-C.TO
iShares Gold Bullion ETF
4.39%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%
PFF
iShares Preferred and Income Securities ETF
4.24%0.06%16.45%6.81%-12.36%6.18%6.06%10.23%3.45%1.22%

Correlation

The correlation between CGL-C.TO and PFF is 0.07, 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

0.07

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

0.06

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

0.05

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

0.10

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2011

0.10

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Return for Risk

CGL-C.TO vs. PFF — 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

PFF
PFF Risk / Return Rank: 3636
Overall Rank
PFF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 3838
Sortino Ratio Rank
PFF Omega Ratio Rank: 3535
Omega Ratio Rank
PFF Calmar Ratio Rank: 3535
Calmar Ratio Rank
PFF Martin Ratio Rank: 3535
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. PFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CGL-C.TO) and iShares Preferred and Income Securities ETF (PFF). 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.TOPFFDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

1.94

1.98

-0.04

Martin ratioReturn relative to average drawdown

4.77

5.74

-0.97

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

The current CGL-C.TO Sharpe Ratio is 1.33, which is comparable to the PFF Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of CGL-C.TO and PFF, 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.TOPFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.49

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

0.47

+0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.34

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.67

-0.08

Drawdowns

CGL-C.TO vs. PFF - Drawdown Comparison

The maximum CGL-C.TO drawdown since its inception was -33.04%, which is greater than PFF's maximum drawdown of -27.99%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and PFF.


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Drawdown Indicators


CGL-C.TOPFFDifference

Max Drawdown

Largest peak-to-trough decline

-33.04%

-27.99%

-5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-17.37%

-5.46%

-11.91%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

-11.76%

-5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

-16.02%

-1.53%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

-27.99%

+5.21%

Current Drawdown

Current decline from peak

-15.34%

-0.26%

-15.08%

Average Drawdown

Average peak-to-trough decline

-12.24%

-3.69%

-8.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.06%

1.88%

+5.18%

Volatility

CGL-C.TO vs. PFF - Volatility Comparison

iShares Gold Bullion ETF (CGL-C.TO) has a higher volatility of 5.33% compared to iShares Preferred and Income Securities ETF (PFF) at 2.02%. This indicates that CGL-C.TO's price experiences larger fluctuations and is considered to be riskier than PFF 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.TOPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

2.02%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

21.56%

5.59%

+15.97%

Volatility (1Y)

Calculated over the trailing 1-year period

25.35%

7.26%

+18.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

9.48%

+7.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

11.89%

+3.67%

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

CGL-C.TO has a 0.55% expense ratio, which is higher than PFF's 0.46% expense ratio.


Dividends

CGL-C.TO vs. PFF - Dividend Comparison

CGL-C.TO has not paid dividends to shareholders, while PFF's dividend yield for the trailing twelve months is around 5.47%.


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%
PFF
iShares Preferred and Income Securities ETF
5.47%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%

Frequently Asked Questions


CGL-C.TO and PFF have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PFF is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PFF is cheaper with a 0.46% expense ratio, compared with 0.55% for CGL-C.TO.

CGL-C.TO is categorized as Precious Metals, while PFF is Preferred Stock/Convertible Bonds. CGL-C.TO tracks Gold, while PFF tracks S&P U.S. Preferred Stock Index. Their fees differ too: 0.55% for CGL-C.TO and 0.46% for PFF.

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