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

Performance

CGL.TO vs. GLDM - 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 SPDR Gold MiniShares Trust (GLDM). 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 GLDM is traded in USD. To make them comparable, the GLDM 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 2.15% return, which is significantly lower than GLDM's 4.31% return.


CGL.TO

1D
-0.83%
1M
-1.87%
YTD
2.15%
6M
4.29%
1Y
29.45%
3Y*
29.31%
5Y*
16.83%
10Y*
11.98%

GLDM

1D
-0.55%
1M
0.34%
YTD
4.31%
6M
5.19%
1Y
34.13%
3Y*
33.02%
5Y*
21.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL.TO vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
2.15%60.12%25.67%11.26%-1.07%-4.58%23.41%16.58%1.30%
GLDM
SPDR Gold MiniShares Trust
4.31%56.67%38.00%10.55%6.63%-4.88%22.98%12.29%4.44%

Correlation

The correlation between CGL.TO and GLDM is 0.93, 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

0.93

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

0.90

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2018

0.83

The correlation between CGL.TO and GLDM has been stable across timeframes, ranging from 0.83 to 0.93 - a consistent structural relationship.

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Return for Risk

CGL.TO vs. GLDM — 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: 2929
Overall Rank
CGL.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 3232
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 2727
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 3232
Overall Rank
GLDM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3636
Omega Ratio Rank
GLDM Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2929
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. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) and SPDR Gold MiniShares Trust (GLDM). 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.TOGLDMDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.22

1.27

-0.05

Calmar ratioReturn relative to maximum drawdown

1.53

1.99

-0.46

Martin ratioReturn relative to average drawdown

3.75

4.90

-1.15

CGL.TO vs. GLDM - Sharpe Ratio Comparison

The current CGL.TO Sharpe Ratio is 1.10, which is comparable to the GLDM Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of CGL.TO and GLDM, 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.TOGLDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.36

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

1.31

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.10

-0.62

Drawdowns

CGL.TO vs. GLDM - Drawdown Comparison

The maximum CGL.TO drawdown since its inception was -44.53%, which is greater than GLDM's maximum drawdown of -22.74%. Use the drawdown chart below to compare losses from any high point for CGL.TO and GLDM.


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Drawdown Indicators


CGL.TOGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-22.74%

-21.79%

Max Drawdown (1Y)

Largest decline over 1 year

-19.36%

-17.22%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-17.22%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-17.36%

-4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-23.72%

Current Drawdown

Current decline from peak

-18.22%

-15.33%

-2.89%

Average Drawdown

Average peak-to-trough decline

-18.16%

-7.08%

-11.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

6.98%

+0.90%

Volatility

CGL.TO vs. GLDM - Volatility Comparison

iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) has a higher volatility of 5.60% compared to SPDR Gold MiniShares Trust (GLDM) at 5.33%. This indicates that CGL.TO's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGL.TOGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.33%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

23.18%

21.65%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

26.89%

25.17%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.33%

16.78%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

16.14%

+0.27%

CGL.TO vs. GLDM - Expense Ratio Comparison

CGL.TO has a 0.55% expense ratio, which is higher than GLDM's 0.10% expense ratio.


Dividends

CGL.TO vs. GLDM - Dividend Comparison

Neither CGL.TO nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, CGL.TO and GLDM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, GLDM is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDM is cheaper with a 0.10% expense ratio, compared with 0.55% for CGL.TO.

CGL.TO is categorized as Precious Metals, while GLDM is Gold. CGL.TO tracks Gold Bullion, while GLDM tracks LBMA Gold Price PM. They also come from different issuers: iShares and State Street. Their fees differ too: 0.55% for CGL.TO and 0.10% for GLDM.

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