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CGL.TO vs. VALT-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGL.TO vs. VALT-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) and CI Gold Bullion ETF (US$ Series) (VALT-U.TO). 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 VALT-U.TO is traded in USD. To make them comparable, the VALT-U.TO 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 -7.14% return, which is significantly lower than VALT-U.TO's -2.68% return.


CGL.TO

1D
0.00%
1M
-6.43%
6M
-13.69%
YTD
-7.14%
1Y
18.94%
3Y*
25.12%
5Y*
15.62%
10Y*
10.17%

VALT-U.TO

1D
1.69%
1M
-5.37%
6M
-10.32%
YTD
-2.68%
1Y
26.04%
3Y*
30.79%
5Y*
20.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL.TO vs. VALT-U.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
-7.14%60.08%25.70%11.26%-1.07%-1.77%
VALT-U.TO
CI Gold Bullion ETF (US$ Series)
-2.68%57.87%36.96%10.73%5.35%-0.94%

Correlation

The correlation between CGL.TO and VALT-U.TO is 0.88, 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

0.88

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

0.67

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

0.54

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2021

0.52

Over the past year, CGL.TO and VALT-U.TO have become more correlated (0.88) than their long-term average of 0.52, meaning their price movements have been converging.

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Return for Risk

CGL.TO vs. VALT-U.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: 2222
Overall Rank
CGL.TO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 2424
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 2020
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 1919
Martin Ratio Rank

VALT-U.TO
VALT-U.TO Risk / Return Rank: 2121
Overall Rank
VALT-U.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VALT-U.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
VALT-U.TO Omega Ratio Rank: 3030
Omega Ratio Rank
VALT-U.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
VALT-U.TO Martin Ratio Rank: 1717
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. VALT-U.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 CI Gold Bullion ETF (US$ Series) (VALT-U.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.

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.TOVALT-U.TODifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratioReturn relative to maximum drawdown

0.71

0.72

-0.01

Martin ratioReturn relative to average drawdown

1.69

1.69

0.00

CGL.TO vs. VALT-U.TO - Sharpe Ratio Comparison

The current CGL.TO Sharpe Ratio is 0.67, which is comparable to the VALT-U.TO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CGL.TO and VALT-U.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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Drawdowns

CGL.TO vs. VALT-U.TO - Drawdown Comparison

The maximum CGL.TO drawdown since its inception was -44.53%, which is greater than VALT-U.TO's maximum drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for CGL.TO and VALT-U.TO.


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Drawdown Indicators


CGL.TOVALT-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-36.22%

-8.31%

Max Drawdown (1Y)

Largest decline over 1 year

-26.79%

-36.22%

+9.43%

Max Drawdown (3Y)

Largest decline over 3 years

-26.79%

-36.22%

+9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-26.79%

-36.22%

+9.43%

Max Drawdown (10Y)

Largest decline over 10 years

-26.79%

Current Drawdown

Current decline from peak

-25.66%

-35.13%

+9.47%

Average Drawdown

Average peak-to-trough decline

-19.47%

-5.79%

-13.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.23%

15.28%

-4.05%

Volatility

CGL.TO vs. VALT-U.TO - Volatility Comparison

iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) and CI Gold Bullion ETF (US$ Series) (VALT-U.TO) have volatilities of 7.38% and 7.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGL.TOVALT-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

7.03%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

24.58%

38.73%

-14.15%

Volatility (1Y)

Calculated over the trailing 1-year period

28.31%

41.29%

-12.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

23.09%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

22.46%

-5.87%

Dividends

CGL.TO vs. VALT-U.TO - Dividend Comparison

Neither CGL.TO nor VALT-U.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CGL.TO and VALT-U.TO have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and CI.

Portfolio Optimizer

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