PortfoliosLab logoPortfoliosLab logo
CGL.TO vs. SBT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGL.TO vs. SBT.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 Purpose Silver Bullion Fund (SBT.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with CGL.TO having a 2.15% return and SBT.TO slightly higher at 2.24%. Over the past 10 years, CGL.TO has underperformed SBT.TO with an annualized return of 11.98%, while SBT.TO has yielded a comparatively higher 13.84% annualized 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%

SBT.TO

1D
-2.53%
1M
0.38%
YTD
2.24%
6M
24.07%
1Y
105.34%
3Y*
42.09%
5Y*
18.84%
10Y*
13.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
2.15%60.12%25.67%11.26%-1.07%-4.58%23.41%16.58%-3.19%11.68%
SBT.TO
Purpose Silver Bullion Fund
2.24%137.07%18.55%-0.86%1.99%-13.18%48.01%13.31%-12.82%-17.07%

Correlation

The correlation between CGL.TO and SBT.TO is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.48

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

0.45

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

0.33

Correlation (All Time)
Calculated using the full available price history since May 30, 2016

0.33

Over the past year, CGL.TO and SBT.TO have become more correlated (0.69) than their long-term average of 0.33, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CGL.TO vs. SBT.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: 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

SBT.TO
SBT.TO Risk / Return Rank: 4646
Overall Rank
SBT.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SBT.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
SBT.TO Omega Ratio Rank: 5555
Omega Ratio Rank
SBT.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
SBT.TO Martin Ratio Rank: 3434
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. SBT.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 Purpose Silver Bullion Fund (SBT.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.TOSBT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.22

1.34

-0.12

Calmar ratioReturn relative to maximum drawdown

1.53

2.48

-0.95

Martin ratioReturn relative to average drawdown

3.75

5.33

-1.58

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

The current CGL.TO Sharpe Ratio is 1.10, which is lower than the SBT.TO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of CGL.TO and SBT.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.


Loading charts...

Sharpe Ratios by Period


CGL.TOSBT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.80

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.52

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.21

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.21

+0.27

Drawdowns

CGL.TO vs. SBT.TO - Drawdown Comparison

The maximum CGL.TO drawdown since its inception was -44.53%, smaller than the maximum SBT.TO drawdown of -47.82%. Use the drawdown chart below to compare losses from any high point for CGL.TO and SBT.TO.


Loading charts...

Drawdown Indicators


CGL.TOSBT.TODifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-47.82%

+3.29%

Max Drawdown (1Y)

Largest decline over 1 year

-19.36%

-42.69%

+23.33%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-42.69%

+23.33%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-42.69%

+20.51%

Max Drawdown (10Y)

Largest decline over 10 years

-23.72%

-47.82%

+24.10%

Current Drawdown

Current decline from peak

-18.22%

-37.47%

+19.25%

Average Drawdown

Average peak-to-trough decline

-18.16%

-16.92%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

19.84%

-11.96%

Volatility

CGL.TO vs. SBT.TO - Volatility Comparison

The current volatility for iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) is 5.60%, while Purpose Silver Bullion Fund (SBT.TO) has a volatility of 17.19%. This indicates that CGL.TO experiences smaller price fluctuations and is considered to be less risky than SBT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CGL.TOSBT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

17.19%

-11.59%

Volatility (6M)

Calculated over the trailing 6-month period

23.18%

57.92%

-34.74%

Volatility (1Y)

Calculated over the trailing 1-year period

26.89%

59.01%

-32.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.33%

36.64%

-18.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

66.58%

-50.17%

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

CGL.TO has a 0.55% expense ratio, which is higher than SBT.TO's 0.36% expense ratio.


Dividends

CGL.TO vs. SBT.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CGL.TO and SBT.TO have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SBT.TO is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SBT.TO is cheaper with a 0.36% expense ratio, compared with 0.55% for CGL.TO.

CGL.TO is categorized as Precious Metals, while SBT.TO is Silver. CGL.TO tracks Gold Bullion, while SBT.TO tracks LBMA Silver Price. They also come from different issuers: iShares and Purpose Investments. Their fees differ too: 0.55% for CGL.TO and 0.36% for SBT.TO.

Portfolio Optimizer

Find the right allocation for CGL.TO and SBT.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer