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

Performance

CGL-C.TO vs. SVR-C.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 iShares Silver Bullion ETF (Non-Hedged) (SVR-C.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 4.95% return, which is significantly higher than SVR-C.TO's 4.34% return. Over the past 10 years, CGL-C.TO has underperformed SVR-C.TO with an annualized return of 13.90%, while SVR-C.TO has yielded a comparatively higher 16.34% annualized return.


CGL-C.TO

1D
0.54%
1M
0.13%
YTD
4.95%
6M
5.44%
1Y
33.77%
3Y*
32.37%
5Y*
21.43%
10Y*
13.90%

SVR-C.TO

1D
0.73%
1M
3.50%
YTD
4.34%
6M
27.93%
1Y
114.32%
3Y*
47.04%
5Y*
24.42%
10Y*
16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CGL-C.TO
iShares Gold Bullion ETF
4.95%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
4.34%132.91%30.61%-2.65%9.31%-12.72%43.88%9.28%-2.35%-2.30%

Correlation

The correlation between CGL-C.TO and SVR-C.TO is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.59

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

0.49

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

0.49

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

0.49

Over the past year, CGL-C.TO and SVR-C.TO have become more correlated (0.71) than their long-term average of 0.49, meaning their price movements have been converging.

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Return for Risk

CGL-C.TO vs. SVR-C.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: 3737
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 4141
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 3232
Martin Ratio Rank

SVR-C.TO
SVR-C.TO Risk / Return Rank: 5252
Overall Rank
SVR-C.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SVR-C.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
SVR-C.TO Omega Ratio Rank: 6161
Omega Ratio Rank
SVR-C.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
SVR-C.TO Martin Ratio Rank: 3939
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. SVR-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CGL-C.TO) and iShares Silver Bullion ETF (Non-Hedged) (SVR-C.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.TOSVR-C.TODifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

1.95

2.77

-0.81

Martin ratioReturn relative to average drawdown

4.76

5.90

-1.15

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

The current CGL-C.TO Sharpe Ratio is 1.34, which is lower than the SVR-C.TO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of CGL-C.TO and SVR-C.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.TOSVR-C.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.03

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.72

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.56

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.23

+0.37

Drawdowns

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

The maximum CGL-C.TO drawdown since its inception was -33.04%, smaller than the maximum SVR-C.TO drawdown of -61.14%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and SVR-C.TO.


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Drawdown Indicators


CGL-C.TOSVR-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.04%

-61.14%

+28.10%

Max Drawdown (1Y)

Largest decline over 1 year

-17.37%

-41.54%

+24.17%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

-41.54%

+24.17%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

-41.54%

+23.99%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

-41.54%

+18.76%

Current Drawdown

Current decline from peak

-14.88%

-35.45%

+20.57%

Average Drawdown

Average peak-to-trough decline

-12.24%

-35.58%

+23.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.12%

19.43%

-12.31%

Volatility

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

The current volatility for iShares Gold Bullion ETF (CGL-C.TO) is 5.29%, while iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) has a volatility of 16.02%. This indicates that CGL-C.TO experiences smaller price fluctuations and is considered to be less risky than SVR-C.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.TOSVR-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

16.02%

-10.73%

Volatility (6M)

Calculated over the trailing 6-month period

21.55%

55.45%

-33.90%

Volatility (1Y)

Calculated over the trailing 1-year period

25.34%

56.72%

-31.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

36.56%

-19.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

33.57%

-18.01%

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

CGL-C.TO has a 0.55% expense ratio, which is lower than SVR-C.TO's 0.66% expense ratio.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


CGL-C.TO and SVR-C.TO have a correlation of 0.71, 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 0.66% for SVR-C.TO.

CGL-C.TO is categorized as Precious Metals, while SVR-C.TO is Silver. CGL-C.TO tracks Gold, while SVR-C.TO tracks LBMA Silver Price. Their fees differ too: 0.55% for CGL-C.TO and 0.66% for SVR-C.TO.

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