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

Performance

CGL.TO vs. XAW.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 iShares Core MSCI All Country World ex Canada Index ETF (XAW.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 2.15% return, which is significantly lower than XAW.TO's 13.70% return. Over the past 10 years, CGL.TO has underperformed XAW.TO with an annualized return of 11.98%, while XAW.TO has yielded a comparatively higher 13.22% 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%

XAW.TO

1D
-0.37%
1M
7.13%
YTD
13.70%
6M
12.70%
1Y
30.51%
3Y*
21.73%
5Y*
13.96%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL.TO vs. XAW.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%
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF
13.70%15.87%26.31%18.45%-11.84%18.38%12.37%19.82%-2.28%16.10%

Correlation

The correlation between CGL.TO and XAW.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.11

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

0.05

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

-0.08

The correlation between CGL.TO and XAW.TO shifts across timeframes, from -0.08 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CGL.TO vs. XAW.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

XAW.TO
XAW.TO Risk / Return Rank: 7676
Overall Rank
XAW.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XAW.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
XAW.TO Omega Ratio Rank: 7878
Omega Ratio Rank
XAW.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
XAW.TO Martin Ratio Rank: 7777
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. XAW.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 iShares Core MSCI All Country World ex Canada Index ETF (XAW.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.TOXAW.TODifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.22

1.48

-0.26

Calmar ratioReturn relative to maximum drawdown

1.53

3.76

-2.23

Martin ratioReturn relative to average drawdown

3.75

15.15

-11.41

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

The current CGL.TO Sharpe Ratio is 1.10, which is lower than the XAW.TO Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of CGL.TO and XAW.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.TOXAW.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

2.50

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

1.04

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.88

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.78

-0.30

Drawdowns

CGL.TO vs. XAW.TO - Drawdown Comparison

The maximum CGL.TO drawdown since its inception was -44.53%, which is greater than XAW.TO's maximum drawdown of -27.32%. Use the drawdown chart below to compare losses from any high point for CGL.TO and XAW.TO.


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Drawdown Indicators


CGL.TOXAW.TODifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-27.32%

-17.21%

Max Drawdown (1Y)

Largest decline over 1 year

-19.36%

-8.16%

-11.20%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-16.66%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-21.02%

-1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-23.72%

-27.32%

+3.60%

Current Drawdown

Current decline from peak

-18.22%

-0.37%

-17.85%

Average Drawdown

Average peak-to-trough decline

-18.16%

-3.91%

-14.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

2.02%

+5.86%

Volatility

CGL.TO vs. XAW.TO - Volatility Comparison

iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) has a higher volatility of 5.60% compared to iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) at 4.21%. This indicates that CGL.TO's price experiences larger fluctuations and is considered to be riskier than XAW.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.TOXAW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

4.21%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

23.18%

9.85%

+13.33%

Volatility (1Y)

Calculated over the trailing 1-year period

26.89%

12.25%

+14.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.33%

13.56%

+4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

15.12%

+1.29%

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

CGL.TO has a 0.55% expense ratio, which is higher than XAW.TO's 0.22% expense ratio.


Dividends

CGL.TO vs. XAW.TO - Dividend Comparison

CGL.TO has not paid dividends to shareholders, while XAW.TO's dividend yield for the trailing twelve months is around 1.17%.


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%
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF
1.17%1.33%1.61%1.71%1.79%1.77%1.49%2.02%2.29%1.92%1.80%1.83%

Frequently Asked Questions


CGL.TO and XAW.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XAW.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAW.TO is cheaper with a 0.22% expense ratio, compared with 0.55% for CGL.TO.

CGL.TO is categorized as Precious Metals, while XAW.TO is Global Equities. CGL.TO tracks Gold Bullion, while XAW.TO tracks Morningstar Gbl GR CAD. Their fees differ too: 0.55% for CGL.TO and 0.22% for XAW.TO.

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