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

Performance

CGL-C.TO vs. ZEB.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 BMO Equal Weight Banks Index ETF (ZEB.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 -3.54% return, which is significantly lower than ZEB.TO's 32.66% return. Over the past 10 years, CGL-C.TO has underperformed ZEB.TO with an annualized return of 11.94%, while ZEB.TO has yielded a comparatively higher 16.89% annualized return.


CGL-C.TO

1D
0.21%
1M
0.74%
6M
-16.38%
YTD
-3.54%
1Y
23.59%
3Y*
29.48%
5Y*
19.65%
10Y*
11.94%
ALL TIME*
8.16%

ZEB.TO

1D
0.65%
1M
1.99%
6M
31.28%
YTD
32.66%
1Y
66.60%
3Y*
35.61%
5Y*
21.11%
10Y*
16.89%
ALL TIME*
14.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$708.29KCA$726.97KCA$936.83K
CA$126.80MCA$156.35MCA$135.34M

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


2026 (YTD)202520242023202220212020201920182017
CGL-C.TO
iShares Gold Bullion ETF
-3.54%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%
ZEB.TO
BMO Equal Weight Banks Index ETF
32.66%43.43%24.58%10.87%-10.38%39.38%3.52%16.06%-8.85%14.26%

Correlation

The correlation between CGL-C.TO and ZEB.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.09

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

-0.03

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

-0.15

The correlation between CGL-C.TO and ZEB.TO shifts across timeframes, from -0.15 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CGL-C.TO vs. ZEB.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: 3333
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3939
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2727
Martin Ratio Rank

ZEB.TO
ZEB.TO Risk / Return Rank: 9898
Overall Rank
ZEB.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ZEB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
ZEB.TO Omega Ratio Rank: 9898
Omega Ratio Rank
ZEB.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
ZEB.TO Martin Ratio Rank: 9797
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. ZEB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CGL-C.TO) and BMO Equal Weight Banks Index ETF (ZEB.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.TOZEB.TODifference
Sharpe ratioReturn per unit of total volatility

-4.02

Sortino ratioReturn per unit of downside risk

-5.09

Omega ratioGain probability vs. loss probability

1.18

1.86

-0.68

Calmar ratioReturn relative to maximum drawdown

1.01

7.93

-6.93

Martin ratioReturn relative to average drawdown

2.27

33.19

-30.92

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

The current CGL-C.TO Sharpe Ratio is 0.88, which is lower than the ZEB.TO Sharpe Ratio of 4.90. The chart below compares the historical Sharpe Ratios of CGL-C.TO and ZEB.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. ZEB.TO - Drawdown Comparison

The maximum CGL-C.TO drawdown since its inception was -30.01%, smaller than the maximum ZEB.TO drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and ZEB.TO.


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Drawdown Indicators


CGL-C.TOZEB.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.01%

-39.69%

+9.68%

Max Drawdown (1Y)

Largest decline over 1 year

-23.55%

-8.44%

-15.11%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

-14.80%

-8.75%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-25.97%

+2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-23.55%

-39.69%

+16.14%

Current Drawdown

Current decline from peak

-21.77%

-3.12%

-18.65%

Average Drawdown

Average peak-to-trough decline

-10.79%

-5.61%

-5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.40%

2.01%

+8.39%

Volatility

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

iShares Gold Bullion ETF (CGL-C.TO) has a higher volatility of 6.62% compared to BMO Equal Weight Banks Index ETF (ZEB.TO) at 5.06%. This indicates that CGL-C.TO's price experiences larger fluctuations and is considered to be riskier than ZEB.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.TOZEB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

5.06%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

22.80%

11.83%

+10.97%

Volatility (1Y)

Calculated over the trailing 1-year period

26.96%

13.66%

+13.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

13.64%

+3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

16.93%

-1.29%

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

CGL-C.TO has a 0.55% expense ratio, which is higher than ZEB.TO's 0.25% expense ratio.


Dividends

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

CGL-C.TO has not paid dividends to shareholders, while ZEB.TO's dividend yield for the trailing twelve months is around 2.29%.


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%
ZEB.TO
BMO Equal Weight Banks Index ETF
2.29%2.95%3.98%4.75%4.29%3.13%4.15%3.65%3.64%3.02%3.19%3.70%

Frequently Asked Questions


CGL-C.TO and ZEB.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZEB.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZEB.TO is cheaper with a 0.25% expense ratio, compared with 0.55% for CGL-C.TO.

CGL-C.TO is categorized as Gold, while ZEB.TO is Financials Equities. CGL-C.TO tracks LBMA Gold Price (CAD), while ZEB.TO tracks Solactive Equal Weight Canada Banks Index. They also come from different issuers: iShares and BMO. Their fees differ too: 0.55% for CGL-C.TO and 0.25% for ZEB.TO.

Portfolio Optimizer

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