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

Performance

CGL.TO vs. XLK - 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 State Street Technology Select Sector SPDR ETF (XLK). 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 XLK is traded in USD. To make them comparable, the XLK 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 XLK's 31.13% return. Over the past 10 years, CGL.TO has underperformed XLK with an annualized return of 10.99%, while XLK has yielded a comparatively higher 26.27% 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%

XLK

1D
1.05%
1M
4.96%
YTD
31.13%
6M
30.81%
1Y
59.71%
3Y*
32.23%
5Y*
25.59%
10Y*
26.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL.TO vs. XLK - 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%
XLK
State Street Technology Select Sector SPDR ETF
31.13%18.92%31.93%52.31%-23.15%34.68%40.21%43.68%6.59%25.17%

Correlation

The correlation between CGL.TO and XLK is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.10

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

0.07

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

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2010

0.02

The correlation between CGL.TO and XLK shifts across timeframes, from 0.02 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CGL.TO vs. XLK — 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

XLK
XLK Risk / Return Rank: 7676
Overall Rank
XLK Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLK Omega Ratio Rank: 7878
Omega Ratio Rank
XLK Calmar Ratio Rank: 7575
Calmar Ratio Rank
XLK Martin Ratio Rank: 6868
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. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) and State Street Technology Select Sector SPDR ETF (XLK). 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.TOXLKDifference
Sharpe ratioReturn per unit of total volatility

-1.73

Sortino ratioReturn per unit of downside risk

-1.95

Omega ratioGain probability vs. loss probability

1.16

1.41

-0.25

Calmar ratioReturn relative to maximum drawdown

0.87

3.52

-2.66

Martin ratioReturn relative to average drawdown

2.49

10.37

-7.88

CGL.TO vs. XLK - Sharpe Ratio Comparison

The current CGL.TO Sharpe Ratio is 0.78, which is lower than the XLK Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of CGL.TO and XLK, 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. XLK - Drawdown Comparison

The maximum CGL.TO drawdown since its inception was -45.96%, which is greater than XLK's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for CGL.TO and XLK.


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Drawdown Indicators


CGL.TOXLKDifference

Max Drawdown

Largest peak-to-trough decline

-45.96%

-38.68%

-7.28%

Max Drawdown (1Y)

Largest decline over 1 year

-24.93%

-16.16%

-8.77%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

-26.35%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-29.64%

+4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-24.93%

-29.64%

+4.71%

Current Drawdown

Current decline from peak

-22.50%

-5.87%

-16.63%

Average Drawdown

Average peak-to-trough decline

-20.30%

-7.56%

-12.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

5.48%

+3.18%

Volatility

CGL.TO vs. XLK - Volatility Comparison

The current volatility for iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) is 7.67%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 10.83%. This indicates that CGL.TO experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGL.TOXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.67%

10.83%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

24.08%

19.12%

+4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

22.68%

+4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

25.91%

-7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

25.57%

-9.04%

CGL.TO vs. XLK - Expense Ratio Comparison

CGL.TO has a 0.55% expense ratio, which is higher than XLK's 0.08% expense ratio.


Dividends

CGL.TO vs. XLK - Dividend Comparison

CGL.TO has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.41%.


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%
XLK
State Street Technology Select Sector SPDR ETF
0.41%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Frequently Asked Questions


CGL.TO and XLK have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLK is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLK is cheaper with a 0.08% expense ratio, compared with 0.55% for CGL.TO.

CGL.TO is categorized as Gold, while XLK is Technology Equities. CGL.TO tracks Gold Bullion, while XLK tracks S&P Technology Select Sector Daily Capped 35/20 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.55% for CGL.TO and 0.08% for XLK.

Portfolio Optimizer

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