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

Performance

CGL.TO vs. STIP - 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 0-5 Year TIPS Bond ETF (STIP). 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 STIP is traded in USD. To make them comparable, the STIP 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 -3.19% return, which is significantly lower than STIP's 3.93% return. Over the past 10 years, CGL.TO has outperformed STIP with an annualized return of 10.99%, while STIP has yielded a comparatively lower 4.02% annualized return.


CGL.TO

1D
0.25%
1M
-9.62%
YTD
-3.19%
6M
-3.25%
1Y
19.93%
3Y*
27.16%
5Y*
15.73%
10Y*
10.99%

STIP

1D
0.16%
1M
1.86%
YTD
3.93%
6M
3.42%
1Y
7.43%
3Y*
6.83%
5Y*
6.41%
10Y*
4.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL.TO vs. STIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
-3.19%60.08%25.70%11.26%-1.07%-4.58%23.41%16.58%-3.19%11.68%
STIP
iShares 0-5 Year TIPS Bond ETF
3.93%1.19%13.64%2.15%3.13%5.63%2.69%0.57%8.99%-6.08%

Correlation

The correlation between CGL.TO and STIP is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.10

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

0.13

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

0.12

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2010

0.09

The correlation between CGL.TO and STIP shifts across timeframes, from 0.01 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CGL.TO vs. STIP — 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: 2323
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 2727
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 2222
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 9595
Overall Rank
STIP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9595
Omega Ratio Rank
STIP Calmar Ratio Rank: 9595
Calmar Ratio Rank
STIP Martin Ratio Rank: 9595
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. STIP - 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 0-5 Year TIPS Bond ETF (STIP). 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.TOSTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.16

1.27

-0.10

Calmar ratioReturn relative to maximum drawdown

0.87

1.83

-0.96

Martin ratioReturn relative to average drawdown

2.49

4.85

-2.36

CGL.TO vs. STIP - Sharpe Ratio Comparison

The current CGL.TO Sharpe Ratio is 0.78, which is lower than the STIP Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of CGL.TO and STIP, 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. STIP - Drawdown Comparison

The maximum CGL.TO drawdown since its inception was -45.96%, which is greater than STIP's maximum drawdown of -13.93%. Use the drawdown chart below to compare losses from any high point for CGL.TO and STIP.


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Drawdown Indicators


CGL.TOSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-45.96%

-13.93%

-32.03%

Max Drawdown (1Y)

Largest decline over 1 year

-24.93%

-3.81%

-21.12%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

-5.66%

-19.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-5.66%

-19.27%

Max Drawdown (10Y)

Largest decline over 10 years

-24.93%

-11.46%

-13.47%

Current Drawdown

Current decline from peak

-22.50%

0.00%

-22.50%

Average Drawdown

Average peak-to-trough decline

-20.30%

-3.29%

-17.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

1.43%

+7.23%

Volatility

CGL.TO vs. STIP - Volatility Comparison

iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) has a higher volatility of 7.67% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.95%. This indicates that CGL.TO's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGL.TOSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.67%

0.95%

+6.72%

Volatility (6M)

Calculated over the trailing 6-month period

24.08%

3.29%

+20.79%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

4.74%

+22.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

6.73%

+11.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

6.99%

+9.54%

CGL.TO vs. STIP - Expense Ratio Comparison

CGL.TO has a 0.55% expense ratio, which is higher than STIP's 0.06% expense ratio.


Dividends

CGL.TO vs. STIP - Dividend Comparison

CGL.TO has not paid dividends to shareholders, while STIP's dividend yield for the trailing twelve months is around 4.31%.


PositionTTM2025202420232022202120202019201820172016
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%
STIP
iShares 0-5 Year TIPS Bond ETF
4.31%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%

Frequently Asked Questions


CGL.TO and STIP have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, STIP is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

STIP is cheaper with a 0.06% expense ratio, compared with 0.55% for CGL.TO.

CGL.TO is categorized as Gold, while STIP is Inflation-Protected Bonds. CGL.TO tracks Gold Bullion, while STIP tracks Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Their fees differ too: 0.55% for CGL.TO and 0.06% for STIP.

Portfolio Optimizer

Find the right allocation for CGL.TO and STIP

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

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