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

Performance

CGL-C.TO vs. TPRF.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 TD Active Preferred Share ETF (TPRF.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 lower than TPRF.TO's 5.07% 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%

TPRF.TO

1D
-0.08%
1M
1.32%
YTD
5.07%
6M
6.46%
1Y
17.52%
3Y*
19.71%
5Y*
10.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
CGL-C.TO
iShares Gold Bullion ETF
4.39%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%8.61%
TPRF.TO
TD Active Preferred Share ETF
5.07%18.21%28.68%5.53%-11.31%37.88%11.44%17.78%-13.58%

Correlation

The correlation between CGL-C.TO and TPRF.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

0.01

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

-0.07

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Return for Risk

CGL-C.TO vs. TPRF.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

TPRF.TO
TPRF.TO Risk / Return Rank: 9696
Overall Rank
TPRF.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TPRF.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
TPRF.TO Omega Ratio Rank: 9797
Omega Ratio Rank
TPRF.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
TPRF.TO Martin Ratio Rank: 9696
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. TPRF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CGL-C.TO) and TD Active Preferred Share ETF (TPRF.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.TOTPRF.TODifference
Sharpe ratioReturn per unit of total volatility

-2.92

Sortino ratioReturn per unit of downside risk

-4.47

Omega ratioGain probability vs. loss probability

1.27

1.92

-0.66

Calmar ratioReturn relative to maximum drawdown

1.94

7.07

-5.13

Martin ratioReturn relative to average drawdown

4.77

39.29

-34.53

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

The current CGL-C.TO Sharpe Ratio is 1.33, which is lower than the TPRF.TO Sharpe Ratio of 4.25. The chart below compares the historical Sharpe Ratios of CGL-C.TO and TPRF.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.TOTPRF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

4.25

-2.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

1.04

+0.22

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

0.77

-0.18

Drawdowns

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

The maximum CGL-C.TO drawdown since its inception was -33.04%, smaller than the maximum TPRF.TO drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and TPRF.TO.


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Drawdown Indicators


CGL-C.TOTPRF.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.04%

-43.12%

+10.08%

Max Drawdown (1Y)

Largest decline over 1 year

-17.37%

-2.49%

-14.88%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

-8.39%

-8.98%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

-20.45%

+2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

Current Drawdown

Current decline from peak

-15.34%

-0.38%

-14.96%

Average Drawdown

Average peak-to-trough decline

-12.24%

-5.87%

-6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.06%

0.45%

+6.61%

Volatility

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

iShares Gold Bullion ETF (CGL-C.TO) has a higher volatility of 5.33% compared to TD Active Preferred Share ETF (TPRF.TO) at 1.21%. This indicates that CGL-C.TO's price experiences larger fluctuations and is considered to be riskier than TPRF.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.TOTPRF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

1.21%

+4.12%

Volatility (6M)

Calculated over the trailing 6-month period

21.56%

2.67%

+18.89%

Volatility (1Y)

Calculated over the trailing 1-year period

25.35%

4.16%

+21.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

9.67%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

15.41%

+0.15%

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

CGL-C.TO has a 0.55% expense ratio, which is higher than TPRF.TO's 0.50% expense ratio.


Dividends

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

CGL-C.TO has not paid dividends to shareholders, while TPRF.TO's dividend yield for the trailing twelve months is around 4.50%.


PositionTTM2025202420232022202120202019
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPRF.TO
TD Active Preferred Share ETF
4.50%4.36%4.56%5.74%10.25%8.28%10.46%9.90%

Frequently Asked Questions


CGL-C.TO and TPRF.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, TPRF.TO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TPRF.TO is cheaper with a 0.50% expense ratio, compared with 0.55% for CGL-C.TO.

CGL-C.TO is categorized as Precious Metals, while TPRF.TO is Preferred Stock/Convertible Bonds. They also come from different issuers: iShares and TD. Their fees differ too: 0.55% for CGL-C.TO and 0.50% for TPRF.TO.

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