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CGL.TO vs. EEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGL.TO vs. EEM - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) and iShares MSCI Emerging Markets ETF (EEM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CGL.TO is traded in CAD, while EEM is traded in USD. To make them comparable, the EEM values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CGL.TO achieves a -0.75% return, which is significantly lower than EEM's 30.67% return. Both investments have delivered pretty close results over the past 10 years, with CGL.TO having a 11.18% annualized return and EEM not far behind at 11.02%.


CGL.TO

1D
2.52%
1M
-5.26%
YTD
-0.75%
6M
-0.60%
1Y
22.95%
3Y*
27.87%
5Y*
16.95%
10Y*
11.18%

EEM

1D
3.22%
1M
9.63%
YTD
30.67%
6M
33.37%
1Y
56.53%
3Y*
24.62%
5Y*
10.60%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL.TO vs. EEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
-0.75%60.08%25.70%11.26%-1.07%-4.58%23.41%16.58%-3.19%11.68%
EEM
iShares MSCI Emerging Markets ETF
30.67%27.86%15.51%6.36%-15.53%-3.68%14.24%13.35%-8.19%27.97%

Correlation

The correlation between CGL.TO and EEM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.33

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

0.27

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2010

0.16

The correlation between CGL.TO and EEM shifts across timeframes, from 0.16 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CGL.TO vs. EEM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGL.TO
CGL.TO Risk / Return Rank: 2424
Overall Rank
CGL.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 2828
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 2222
Martin Ratio Rank

EEM
EEM Risk / Return Rank: 8282
Overall Rank
EEM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 7878
Sortino Ratio Rank
EEM Omega Ratio Rank: 8484
Omega Ratio Rank
EEM Calmar Ratio Rank: 8282
Calmar Ratio Rank
EEM Martin Ratio Rank: 8181
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.TO vs. EEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) and iShares MSCI Emerging Markets ETF (EEM). 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.TOEEMDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.08

Omega ratioGain probability vs. loss probability

1.17

1.47

-0.30

Calmar ratioReturn relative to maximum drawdown

0.92

4.63

-3.71

Martin ratioReturn relative to average drawdown

2.64

16.10

-13.46

CGL.TO vs. EEM - Sharpe Ratio Comparison

The current CGL.TO Sharpe Ratio is 0.83, which is lower than the EEM Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of CGL.TO and EEM, 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.TO vs. EEM - Drawdown Comparison

The maximum CGL.TO drawdown since its inception was -45.96%, smaller than the maximum EEM drawdown of -55.52%. Use the drawdown chart below to compare losses from any high point for CGL.TO and EEM.


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Drawdown Indicators


CGL.TOEEMDifference

Max Drawdown

Largest peak-to-trough decline

-45.96%

-55.52%

+9.56%

Max Drawdown (1Y)

Largest decline over 1 year

-24.93%

-12.26%

-12.67%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

-15.82%

-9.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-30.79%

+5.86%

Max Drawdown (10Y)

Largest decline over 10 years

-24.93%

-35.39%

+10.46%

Current Drawdown

Current decline from peak

-20.54%

-0.08%

-20.46%

Average Drawdown

Average peak-to-trough decline

-20.30%

-12.02%

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.75%

3.52%

+5.23%

Volatility

CGL.TO vs. EEM - Volatility Comparison

The current volatility for iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) is 8.23%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 11.28%. This indicates that CGL.TO experiences smaller price fluctuations and is considered to be less risky than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGL.TOEEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

11.28%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

24.17%

19.84%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

27.71%

22.01%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

20.22%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

21.72%

-5.17%

CGL.TO vs. EEM - Expense Ratio Comparison

CGL.TO has a 0.55% expense ratio, which is lower than EEM's 0.72% expense ratio.


Dividends

CGL.TO vs. EEM - Dividend Comparison

CGL.TO has not paid dividends to shareholders, while EEM's dividend yield for the trailing twelve months is around 2.24%.


PositionTTM20252024202320222021202020192018201720162015
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEM
iShares MSCI Emerging Markets ETF
2.24%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%

Frequently Asked Questions


CGL.TO and EEM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGL.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGL.TO is cheaper with a 0.55% expense ratio, compared with 0.72% for EEM.

CGL.TO is categorized as Gold, while EEM is Emerging Markets Diversified. CGL.TO tracks Gold Bullion, while EEM tracks MSCI Emerging Markets Index (Net). Their fees differ too: 0.55% for CGL.TO and 0.72% for EEM.

Portfolio Optimizer

Find the right allocation for CGL.TO and EEM

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