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GLDX.TO vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDX.TO vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Gold Producers Index ETF (GLDX.TO) and iShares Gold Bullion ETF (CGL-C.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, GLDX.TO achieves a -7.62% return, which is significantly lower than CGL-C.TO's -1.35% return.


GLDX.TO

1D
-3.64%
1M
-6.73%
YTD
-7.62%
6M
-12.30%
1Y
58.70%
3Y*
5Y*
10Y*

CGL-C.TO

1D
-1.43%
1M
-6.24%
YTD
-1.35%
6M
-5.54%
1Y
25.28%
3Y*
31.35%
5Y*
21.01%
10Y*
12.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDX.TO vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)20252024
GLDX.TO
Global X Gold Producers Index ETF
-7.62%178.05%-10.27%
CGL-C.TO
iShares Gold Bullion ETF
-1.35%55.55%0.73%

Correlation

The correlation between GLDX.TO and CGL-C.TO is 0.76, 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

0.76

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.74

The correlation between GLDX.TO and CGL-C.TO has been stable across timeframes, ranging from 0.74 to 0.76 - a consistent structural relationship.

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Return for Risk

GLDX.TO vs. CGL-C.TO — Risk / Return Rank

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

GLDX.TO
GLDX.TO Risk / Return Rank: 3535
Overall Rank
GLDX.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GLDX.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
GLDX.TO Omega Ratio Rank: 3737
Omega Ratio Rank
GLDX.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
GLDX.TO Martin Ratio Rank: 3232
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 2626
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3030
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2525
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.

GLDX.TO vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Gold Producers Index ETF (GLDX.TO) and iShares Gold Bullion ETF (CGL-C.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.


GLDX.TOCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratioReturn relative to maximum drawdown

1.67

1.15

+0.53

Martin ratioReturn relative to average drawdown

4.38

3.06

+1.31

GLDX.TO vs. CGL-C.TO - Sharpe Ratio Comparison

The current GLDX.TO Sharpe Ratio is 1.22, which is comparable to the CGL-C.TO Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GLDX.TO and CGL-C.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

GLDX.TO vs. CGL-C.TO - Drawdown Comparison

The maximum GLDX.TO drawdown since its inception was -35.22%, which is greater than CGL-C.TO's maximum drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for GLDX.TO and CGL-C.TO.


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Drawdown Indicators


GLDX.TOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.22%

-30.01%

-5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-35.22%

-22.11%

-13.11%

Max Drawdown (3Y)

Largest decline over 3 years

-22.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

Current Drawdown

Current decline from peak

-30.84%

-20.00%

-10.84%

Average Drawdown

Average peak-to-trough decline

-7.32%

-10.73%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.47%

8.29%

+5.18%

Volatility

GLDX.TO vs. CGL-C.TO - Volatility Comparison

Global X Gold Producers Index ETF (GLDX.TO) has a higher volatility of 16.57% compared to iShares Gold Bullion ETF (CGL-C.TO) at 7.89%. This indicates that GLDX.TO's price experiences larger fluctuations and is considered to be riskier than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDX.TOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.57%

7.89%

+8.68%

Volatility (6M)

Calculated over the trailing 6-month period

38.70%

22.73%

+15.97%

Volatility (1Y)

Calculated over the trailing 1-year period

48.28%

26.30%

+21.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.49%

17.24%

+27.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.49%

15.55%

+28.94%

Dividends

GLDX.TO vs. CGL-C.TO - Dividend Comparison

GLDX.TO's dividend yield for the trailing twelve months is around 1.05%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM20252024
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%
GLDX.TO
Global X Gold Producers Index ETF
1.05%0.97%0.08%

Frequently Asked Questions


GLDX.TO and CGL-C.TO have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDX.TO tracks Mirae Asset North American Listed Gold Producers Index, while CGL-C.TO tracks LBMA Gold Price (CAD). They also come from different issuers: Global X and iShares.

Portfolio Optimizer

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