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GLDX.TO vs. KILO-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDX.TO vs. KILO-B.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 Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.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 KILO-B.TO's -1.48% return.


GLDX.TO

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

KILO-B.TO

1D
-1.44%
1M
-5.97%
YTD
-1.48%
6M
-5.03%
1Y
25.66%
3Y*
32.04%
5Y*
21.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDX.TO vs. KILO-B.TO - Yearly Performance Comparison


2026 (YTD)20252024
GLDX.TO
Global X Gold Producers Index ETF
-7.62%178.05%-10.27%
KILO-B.TO
Purpose Gold Bullion Fund ETF Non-Currency Hedged
-1.48%56.51%0.72%

Correlation

The correlation between GLDX.TO and KILO-B.TO 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 (All Time)
Calculated using the full available price history since Nov 8, 2024

0.74

The correlation between GLDX.TO and KILO-B.TO has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

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Return for Risk

GLDX.TO vs. KILO-B.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

KILO-B.TO
KILO-B.TO Risk / Return Rank: 2828
Overall Rank
KILO-B.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
KILO-B.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
KILO-B.TO Omega Ratio Rank: 3232
Omega Ratio Rank
KILO-B.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
KILO-B.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. KILO-B.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 Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.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.TOKILO-B.TODifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

1.67

1.17

+0.51

Martin ratioReturn relative to average drawdown

4.38

3.11

+1.26

GLDX.TO vs. KILO-B.TO - Sharpe Ratio Comparison

The current GLDX.TO Sharpe Ratio is 1.22, which is comparable to the KILO-B.TO Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GLDX.TO and KILO-B.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. KILO-B.TO - Drawdown Comparison

The maximum GLDX.TO drawdown since its inception was -35.22%, which is greater than KILO-B.TO's maximum drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for GLDX.TO and KILO-B.TO.


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Drawdown Indicators


GLDX.TOKILO-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.22%

-22.10%

-13.12%

Max Drawdown (1Y)

Largest decline over 1 year

-35.22%

-22.10%

-13.12%

Max Drawdown (3Y)

Largest decline over 3 years

-22.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.10%

Current Drawdown

Current decline from peak

-30.84%

-20.03%

-10.81%

Average Drawdown

Average peak-to-trough decline

-7.32%

-7.43%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.47%

8.28%

+5.19%

Volatility

GLDX.TO vs. KILO-B.TO - Volatility Comparison

Global X Gold Producers Index ETF (GLDX.TO) has a higher volatility of 16.57% compared to Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO) at 7.66%. This indicates that GLDX.TO's price experiences larger fluctuations and is considered to be riskier than KILO-B.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.TOKILO-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.57%

7.66%

+8.91%

Volatility (6M)

Calculated over the trailing 6-month period

38.70%

22.60%

+16.10%

Volatility (1Y)

Calculated over the trailing 1-year period

48.28%

25.95%

+22.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.49%

17.09%

+27.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.49%

17.10%

+27.39%

Dividends

GLDX.TO vs. KILO-B.TO - Dividend Comparison

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


PositionTTM202520242023202220212020
GLDX.TO
Global X Gold Producers Index ETF
1.05%0.97%0.08%0.00%0.00%0.00%0.00%
KILO-B.TO
Purpose Gold Bullion Fund ETF Non-Currency Hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.69%

Frequently Asked Questions


GLDX.TO and KILO-B.TO 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.

They also come from different issuers: Global X and Purpose Investments.

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