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GGRO.TO vs. GBAL.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGRO.TO vs. GBAL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Growth ETF Portfolio (GGRO.TO) and iShares ESG Balanced ETF Portfolio (GBAL.TO). The values are adjusted to include any dividend payments, if applicable.

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GGRO.TO vs. GBAL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GGRO.TO
iShares ESG Growth ETF Portfolio
-0.86%14.24%20.48%19.18%-14.11%15.52%7.20%
GBAL.TO
iShares ESG Balanced ETF Portfolio
-0.84%11.77%17.38%14.48%-11.94%11.32%5.19%

Returns By Period

The year-to-date returns for both investments are quite close, with GGRO.TO having a -0.86% return and GBAL.TO slightly higher at -0.84%.


GGRO.TO

1D
0.97%
1M
-3.30%
YTD
-0.86%
6M
-1.73%
1Y
14.55%
3Y*
14.95%
5Y*
9.18%
10Y*

GBAL.TO

1D
0.60%
1M
-2.88%
YTD
-0.84%
6M
-1.33%
1Y
11.13%
3Y*
12.34%
5Y*
7.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGRO.TO vs. GBAL.TO - Expense Ratio Comparison

Both GGRO.TO and GBAL.TO have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

GGRO.TO vs. GBAL.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GGRO.TO
GGRO.TO Risk / Return Rank: 5858
Overall Rank
GGRO.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GGRO.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
GGRO.TO Omega Ratio Rank: 5454
Omega Ratio Rank
GGRO.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
GGRO.TO Martin Ratio Rank: 6060
Martin Ratio Rank

GBAL.TO
GBAL.TO Risk / Return Rank: 5858
Overall Rank
GBAL.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GBAL.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
GBAL.TO Omega Ratio Rank: 5454
Omega Ratio Rank
GBAL.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
GBAL.TO Martin Ratio Rank: 5858
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.

GGRO.TO vs. GBAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Growth ETF Portfolio (GGRO.TO) and iShares ESG Balanced ETF Portfolio (GBAL.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.


GGRO.TOGBAL.TODifference

Sharpe ratio

Return per unit of total volatility

1.08

1.09

-0.01

Sortino ratio

Return per unit of downside risk

1.50

1.53

-0.04

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.67

1.70

-0.03

Martin ratio

Return relative to average drawdown

6.24

5.99

+0.25

GGRO.TO vs. GBAL.TO - Sharpe Ratio Comparison

The current GGRO.TO Sharpe Ratio is 1.08, which is comparable to the GBAL.TO Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of GGRO.TO and GBAL.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GGRO.TOGBAL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.09

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.77

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.87

+0.04

Correlation

The correlation between GGRO.TO and GBAL.TO is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GGRO.TO vs. GBAL.TO - Dividend Comparison

GGRO.TO's dividend yield for the trailing twelve months is around 1.56%, less than GBAL.TO's 1.89% yield.


TTM202520242023202220212020
GGRO.TO
iShares ESG Growth ETF Portfolio
1.56%1.51%1.62%1.89%1.69%1.43%0.83%
GBAL.TO
iShares ESG Balanced ETF Portfolio
1.89%1.83%1.84%2.40%1.87%1.43%0.96%

Drawdowns

GGRO.TO vs. GBAL.TO - Drawdown Comparison

The maximum GGRO.TO drawdown since its inception was -22.13%, which is greater than GBAL.TO's maximum drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for GGRO.TO and GBAL.TO.


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Drawdown Indicators


GGRO.TOGBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.13%

-18.92%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-6.50%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.13%

-18.92%

-3.21%

Current Drawdown

Current decline from peak

-4.22%

-3.77%

-0.45%

Average Drawdown

Average peak-to-trough decline

-5.10%

-4.42%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.85%

+0.47%

Volatility

GGRO.TO vs. GBAL.TO - Volatility Comparison

iShares ESG Growth ETF Portfolio (GGRO.TO) has a higher volatility of 5.65% compared to iShares ESG Balanced ETF Portfolio (GBAL.TO) at 4.73%. This indicates that GGRO.TO's price experiences larger fluctuations and is considered to be riskier than GBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGRO.TOGBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

4.73%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

7.68%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.55%

10.28%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

9.56%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.53%

9.49%

+2.04%