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

Performance

CGL-C.TO vs. VALT-U.TO - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with CGL-C.TO having a -5.13% return and VALT-U.TO slightly higher at -5.00%.


CGL-C.TO

1D
0.64%
1M
-5.91%
6M
-12.10%
YTD
-5.13%
1Y
21.70%
3Y*
28.52%
5Y*
19.02%
10Y*
11.83%

VALT-U.TO

1D
0.27%
1M
-6.43%
6M
-11.66%
YTD
-5.00%
1Y
22.96%
3Y*
28.97%
5Y*
19.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL-C.TO vs. VALT-U.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CGL-C.TO
iShares Gold Bullion ETF
-5.13%55.55%37.41%10.13%6.11%-1.98%
VALT-U.TO
CI Gold Bullion ETF (US$ Series)
-5.00%57.87%36.96%10.73%5.35%-0.94%

Correlation

The correlation between CGL-C.TO and VALT-U.TO is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.65

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2021

0.51

Over the past year, CGL-C.TO and VALT-U.TO have become more correlated (0.87) than their long-term average of 0.51, meaning their price movements have been converging.

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Return for Risk

CGL-C.TO vs. VALT-U.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: 2626
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 2929
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2323
Martin Ratio Rank

VALT-U.TO
VALT-U.TO Risk / Return Rank: 2222
Overall Rank
VALT-U.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VALT-U.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
VALT-U.TO Omega Ratio Rank: 3232
Omega Ratio Rank
VALT-U.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
VALT-U.TO Martin Ratio Rank: 1818
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. VALT-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CGL-C.TO) and CI Gold Bullion ETF (US$ Series) (VALT-U.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.TOVALT-U.TODifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratioReturn relative to maximum drawdown

0.93

0.63

+0.29

Martin ratioReturn relative to average drawdown

2.19

1.46

+0.72

CGL-C.TO vs. VALT-U.TO - Sharpe Ratio Comparison

The current CGL-C.TO Sharpe Ratio is 0.81, which is higher than the VALT-U.TO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CGL-C.TO and VALT-U.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. VALT-U.TO - Drawdown Comparison

The maximum CGL-C.TO drawdown since its inception was -30.01%, smaller than the maximum VALT-U.TO drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and VALT-U.TO.


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Drawdown Indicators


CGL-C.TOVALT-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.01%

-36.84%

+6.83%

Max Drawdown (1Y)

Largest decline over 1 year

-23.55%

-36.84%

+13.29%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

-36.84%

+13.29%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-36.84%

+13.29%

Max Drawdown (10Y)

Largest decline over 10 years

-23.55%

Current Drawdown

Current decline from peak

-23.06%

-36.67%

+13.61%

Average Drawdown

Average peak-to-trough decline

-10.78%

-5.85%

-4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.95%

15.79%

-5.84%

Volatility

CGL-C.TO vs. VALT-U.TO - Volatility Comparison

iShares Gold Bullion ETF (CGL-C.TO) has a higher volatility of 6.84% compared to CI Gold Bullion ETF (US$ Series) (VALT-U.TO) at 6.19%. This indicates that CGL-C.TO's price experiences larger fluctuations and is considered to be riskier than VALT-U.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.TOVALT-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

6.19%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

22.86%

38.76%

-15.90%

Volatility (1Y)

Calculated over the trailing 1-year period

26.83%

41.34%

-14.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

23.09%

-5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

22.45%

-6.83%

Dividends

CGL-C.TO vs. VALT-U.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CGL-C.TO and VALT-U.TO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and CI.

Portfolio Optimizer

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