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

Performance

CGL-C.TO vs. XEH.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 MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.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 1.94% return, which is significantly lower than XEH.TO's 8.96% return. Over the past 10 years, CGL-C.TO has outperformed XEH.TO with an annualized return of 13.01%, while XEH.TO has yielded a comparatively lower 10.47% annualized return.


CGL-C.TO

1D
2.56%
1M
-3.33%
YTD
1.94%
6M
1.69%
1Y
28.64%
3Y*
31.98%
5Y*
21.21%
10Y*
13.01%

XEH.TO

1D
0.34%
1M
4.85%
YTD
8.96%
6M
10.12%
1Y
19.04%
3Y*
13.62%
5Y*
9.41%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CGL-C.TO
iShares Gold Bullion ETF
1.94%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%
XEH.TO
iShares MSCI Europe IMI Index ETF (CAD-Hedged)
8.96%20.43%7.72%15.86%-8.30%21.78%-2.36%26.30%-9.64%15.67%

Correlation

The correlation between CGL-C.TO and XEH.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

0.12

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

-0.01

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

-0.12

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2014

-0.17

The correlation between CGL-C.TO and XEH.TO shifts across timeframes, from -0.17 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CGL-C.TO vs. XEH.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: 3232
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3636
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2929
Martin Ratio Rank

XEH.TO
XEH.TO Risk / Return Rank: 4646
Overall Rank
XEH.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XEH.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XEH.TO Omega Ratio Rank: 4747
Omega Ratio Rank
XEH.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
XEH.TO Martin Ratio Rank: 4949
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. XEH.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 MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.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.TOXEH.TODifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.22

1.28

-0.05

Calmar ratioReturn relative to maximum drawdown

1.30

1.84

-0.54

Martin ratioReturn relative to average drawdown

3.69

7.53

-3.84

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

The current CGL-C.TO Sharpe Ratio is 1.10, which is comparable to the XEH.TO Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of CGL-C.TO and XEH.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. XEH.TO - Drawdown Comparison

The maximum CGL-C.TO drawdown since its inception was -30.01%, smaller than the maximum XEH.TO drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and XEH.TO.


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Drawdown Indicators


CGL-C.TOXEH.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.01%

-35.81%

+5.80%

Max Drawdown (1Y)

Largest decline over 1 year

-22.11%

-10.38%

-11.73%

Max Drawdown (3Y)

Largest decline over 3 years

-22.11%

-15.01%

-7.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

-20.33%

-1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

-35.81%

+13.03%

Current Drawdown

Current decline from peak

-17.33%

0.00%

-17.33%

Average Drawdown

Average peak-to-trough decline

-10.72%

-4.92%

-5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

2.53%

+5.26%

Volatility

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

iShares Gold Bullion ETF (CGL-C.TO) has a higher volatility of 8.08% compared to iShares MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.TO) at 4.44%. This indicates that CGL-C.TO's price experiences larger fluctuations and is considered to be riskier than XEH.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.TOXEH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

4.44%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

22.58%

10.79%

+11.79%

Volatility (1Y)

Calculated over the trailing 1-year period

26.24%

12.85%

+13.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

14.23%

+3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

16.04%

-0.37%

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

CGL-C.TO has a 0.55% expense ratio, which is higher than XEH.TO's 0.28% expense ratio.


Dividends

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

CGL-C.TO has not paid dividends to shareholders, while XEH.TO's dividend yield for the trailing twelve months is around 2.30%.


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%
XEH.TO
iShares MSCI Europe IMI Index ETF (CAD-Hedged)
2.30%2.50%2.71%2.98%3.12%2.40%2.01%3.52%3.39%2.22%2.39%2.27%

Frequently Asked Questions


CGL-C.TO and XEH.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, XEH.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEH.TO is cheaper with a 0.28% expense ratio, compared with 0.55% for CGL-C.TO.

CGL-C.TO is categorized as Gold, while XEH.TO is Europe Equities. CGL-C.TO tracks LBMA Gold Price (CAD), while XEH.TO tracks Morningstar Eur GR CAD. Their fees differ too: 0.55% for CGL-C.TO and 0.28% for XEH.TO.

Portfolio Optimizer

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