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

Performance

CGL.TO vs. USMV - 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 USA Min Vol Factor ETF (USMV). 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 USMV is traded in USD. To make them comparable, the USMV 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 USMV's 4.50% return. Both investments have delivered pretty close results over the past 10 years, with CGL.TO having a 10.99% annualized return and USMV not far behind at 10.84%.


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%

USMV

1D
0.61%
1M
3.26%
YTD
4.50%
6M
3.80%
1Y
7.79%
3Y*
13.02%
5Y*
10.39%
10Y*
10.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL.TO vs. USMV - 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%
USMV
iShares MSCI USA Min Vol Factor ETF
4.50%2.73%25.54%7.70%-3.69%20.79%3.13%22.42%9.85%10.86%

Correlation

The correlation between CGL.TO and USMV is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.12

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

0.08

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

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.04

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Return for Risk

CGL.TO vs. USMV — 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

USMV
USMV Risk / Return Rank: 1717
Overall Rank
USMV Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1616
Sortino Ratio Rank
USMV Omega Ratio Rank: 1515
Omega Ratio Rank
USMV Calmar Ratio Rank: 1818
Calmar Ratio Rank
USMV Martin Ratio Rank: 2020
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. USMV - 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 USA Min Vol Factor ETF (USMV). 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.TOUSMVDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.16

1.12

+0.05

Calmar ratioReturn relative to maximum drawdown

0.87

1.21

-0.34

Martin ratioReturn relative to average drawdown

2.49

3.16

-0.67

CGL.TO vs. USMV - Sharpe Ratio Comparison

The current CGL.TO Sharpe Ratio is 0.78, which is comparable to the USMV Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CGL.TO and USMV, 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. USMV - Drawdown Comparison

The maximum CGL.TO drawdown since its inception was -45.96%, which is greater than USMV's maximum drawdown of -27.07%. Use the drawdown chart below to compare losses from any high point for CGL.TO and USMV.


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Drawdown Indicators


CGL.TOUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-45.96%

-27.07%

-18.89%

Max Drawdown (1Y)

Largest decline over 1 year

-24.93%

-5.25%

-19.68%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

-10.65%

-14.28%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-16.72%

-8.21%

Max Drawdown (10Y)

Largest decline over 10 years

-24.93%

-27.07%

+2.14%

Current Drawdown

Current decline from peak

-22.50%

-0.06%

-22.44%

Average Drawdown

Average peak-to-trough decline

-20.30%

-2.88%

-17.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

2.02%

+6.64%

Volatility

CGL.TO vs. USMV - Volatility Comparison

iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) has a higher volatility of 7.67% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.93%. This indicates that CGL.TO's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGL.TOUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.67%

2.93%

+4.74%

Volatility (6M)

Calculated over the trailing 6-month period

24.08%

6.97%

+17.11%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

9.71%

+17.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

13.85%

+4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

15.86%

+0.67%

CGL.TO vs. USMV - Expense Ratio Comparison

CGL.TO has a 0.55% expense ratio, which is higher than USMV's 0.15% expense ratio.


Dividends

CGL.TO vs. USMV - Dividend Comparison

CGL.TO has not paid dividends to shareholders, while USMV's dividend yield for the trailing twelve months is around 1.53%.


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%
USMV
iShares MSCI USA Min Vol Factor ETF
1.53%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions


CGL.TO and USMV have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USMV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USMV is cheaper with a 0.15% expense ratio, compared with 0.55% for CGL.TO.

CGL.TO is categorized as Gold, while USMV is Large Cap Blend Equities. CGL.TO tracks Gold Bullion, while USMV tracks MSCI USA Minimum Volatility Index. Their fees differ too: 0.55% for CGL.TO and 0.15% for USMV.

Portfolio Optimizer

Find the right allocation for CGL.TO and USMV

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