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CGL.TO vs. XGDG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGL.TO vs. XGDG.L - 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 Xtrackers IE Physical Gold GBP Hedged ETC Securities (XGDG.L). 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 XGDG.L is traded in GBp. To make them comparable, the XGDG.L 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 2.15% return, which is significantly lower than XGDG.L's 3.42% 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%

XGDG.L

1D
-1.30%
1M
-3.19%
YTD
3.42%
6M
4.53%
1Y
31.74%
3Y*
34.54%
5Y*
18.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL.TO vs. XGDG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
2.15%60.12%25.67%11.26%-1.07%-4.58%7.97%
XGDG.L
Xtrackers IE Physical Gold GBP Hedged ETC Securities
3.42%67.41%33.65%14.80%-6.16%-6.71%9.36%

Correlation

The correlation between CGL.TO and XGDG.L is 0.78, 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

0.78

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

0.75

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

0.73

Correlation (All Time)
Calculated using the full available price history since May 25, 2020

0.73

The correlation between CGL.TO and XGDG.L has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

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Return for Risk

CGL.TO vs. XGDG.L — 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

XGDG.L
XGDG.L Risk / Return Rank: 3333
Overall Rank
XGDG.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XGDG.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
XGDG.L Omega Ratio Rank: 3636
Omega Ratio Rank
XGDG.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
XGDG.L Martin Ratio Rank: 3131
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. XGDG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) and Xtrackers IE Physical Gold GBP Hedged ETC Securities (XGDG.L). 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.TOXGDG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratioReturn relative to maximum drawdown

1.53

1.63

-0.10

Martin ratioReturn relative to average drawdown

3.75

4.24

-0.49

CGL.TO vs. XGDG.L - Sharpe Ratio Comparison

The current CGL.TO Sharpe Ratio is 1.10, which is comparable to the XGDG.L Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of CGL.TO and XGDG.L, 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.TOXGDG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.22

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.97

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.86

-0.38

Drawdowns

CGL.TO vs. XGDG.L - Drawdown Comparison

The maximum CGL.TO drawdown since its inception was -44.53%, which is greater than XGDG.L's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for CGL.TO and XGDG.L.


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Drawdown Indicators


CGL.TOXGDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-34.97%

-9.56%

Max Drawdown (1Y)

Largest decline over 1 year

-19.36%

-19.44%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-19.44%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-31.39%

+9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-23.72%

Current Drawdown

Current decline from peak

-18.22%

-16.70%

-1.52%

Average Drawdown

Average peak-to-trough decline

-18.16%

-10.45%

-7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

7.47%

+0.41%

Volatility

CGL.TO vs. XGDG.L - Volatility Comparison

The current volatility for iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) is 5.60%, while Xtrackers IE Physical Gold GBP Hedged ETC Securities (XGDG.L) has a volatility of 6.93%. This indicates that CGL.TO experiences smaller price fluctuations and is considered to be less risky than XGDG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGL.TOXGDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

6.93%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

23.18%

22.49%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

26.89%

25.98%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.33%

19.51%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

19.41%

-3.00%

CGL.TO vs. XGDG.L - Expense Ratio Comparison

CGL.TO has a 0.55% expense ratio, which is higher than XGDG.L's 0.28% expense ratio.


Dividends

CGL.TO vs. XGDG.L - Dividend Comparison

Neither CGL.TO nor XGDG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CGL.TO and XGDG.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGDG.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGDG.L is cheaper with a 0.28% expense ratio, compared with 0.55% for CGL.TO.

CGL.TO tracks Gold Bullion, while XGDG.L tracks Gold (GBP Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.55% for CGL.TO and 0.28% for XGDG.L.

Portfolio Optimizer

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