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

Performance

CGL.TO vs. HGY.TO - 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 Global X Gold Yield ETF (HGY.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.TO achieves a 2.98% return, which is significantly higher than HGY.TO's 2.01% return. Over the past 10 years, CGL.TO has outperformed HGY.TO with an annualized return of 12.09%, while HGY.TO has yielded a comparatively lower 9.53% annualized return.


CGL.TO

1D
0.80%
1M
-1.89%
YTD
2.98%
6M
4.94%
1Y
29.90%
3Y*
29.26%
5Y*
17.02%
10Y*
12.09%

HGY.TO

1D
0.83%
1M
-1.34%
YTD
2.01%
6M
4.03%
1Y
24.27%
3Y*
24.33%
5Y*
14.03%
10Y*
9.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL.TO vs. HGY.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
2.98%60.12%25.67%11.26%-1.07%-4.58%23.41%16.58%-3.19%11.68%
HGY.TO
Global X Gold Yield ETF
2.01%48.66%21.36%9.51%-1.07%-4.51%18.67%13.62%-3.58%8.33%

Correlation

The correlation between CGL.TO and HGY.TO is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.95

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

0.92

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

0.83

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2010

0.77

Over the past year, CGL.TO and HGY.TO have become more correlated (0.97) than their long-term average of 0.77, meaning their price movements have been converging.

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Return for Risk

CGL.TO vs. HGY.TO — 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: 3131
Overall Rank
CGL.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 3434
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 2727
Martin Ratio Rank

HGY.TO
HGY.TO Risk / Return Rank: 2929
Overall Rank
HGY.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
HGY.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
HGY.TO Omega Ratio Rank: 3232
Omega Ratio Rank
HGY.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
HGY.TO Martin Ratio Rank: 2727
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. HGY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) and Global X Gold Yield ETF (HGY.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.


CGL.TOHGY.TODifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratioReturn relative to maximum drawdown

1.55

1.40

+0.16

Martin ratioReturn relative to average drawdown

3.77

3.71

+0.06

CGL.TO vs. HGY.TO - Sharpe Ratio Comparison

The current CGL.TO Sharpe Ratio is 1.12, which is comparable to the HGY.TO Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of CGL.TO and HGY.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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Sharpe Ratios by Period


CGL.TOHGY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.04

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.91

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.62

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.05

+0.43

Drawdowns

CGL.TO vs. HGY.TO - Drawdown Comparison

The maximum CGL.TO drawdown since its inception was -44.53%, which is greater than HGY.TO's maximum drawdown of -39.53%. Use the drawdown chart below to compare losses from any high point for CGL.TO and HGY.TO.


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Drawdown Indicators


CGL.TOHGY.TODifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-39.53%

-5.00%

Max Drawdown (1Y)

Largest decline over 1 year

-19.36%

-17.47%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-17.47%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-18.32%

-3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-23.72%

-20.31%

-3.41%

Current Drawdown

Current decline from peak

-17.55%

-14.84%

-2.71%

Average Drawdown

Average peak-to-trough decline

-18.16%

-17.84%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

6.57%

+1.38%

Volatility

CGL.TO vs. HGY.TO - Volatility Comparison

The current volatility for iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) is 5.60%, while Global X Gold Yield ETF (HGY.TO) has a volatility of 7.22%. This indicates that CGL.TO experiences smaller price fluctuations and is considered to be less risky than HGY.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.TOHGY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

7.22%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

23.18%

20.72%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

26.88%

23.44%

+3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.33%

15.57%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

15.45%

+0.96%

CGL.TO vs. HGY.TO - Expense Ratio Comparison

CGL.TO has a 0.55% expense ratio, which is lower than HGY.TO's 0.86% expense ratio.


Dividends

CGL.TO vs. HGY.TO - Dividend Comparison

CGL.TO has not paid dividends to shareholders, while HGY.TO's dividend yield for the trailing twelve months is around 6.08%.


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%
HGY.TO
Global X Gold Yield ETF
6.08%4.92%5.32%6.10%6.42%5.87%5.72%4.19%4.66%4.63%5.37%6.13%

Frequently Asked Questions


With a correlation of 0.97, CGL.TO and HGY.TO 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, 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 0.86% for HGY.TO.

They also come from different issuers: iShares and Global X. Their fees differ too: 0.55% for CGL.TO and 0.86% for HGY.TO.

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