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GLDX.TO vs. VALT-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDX.TO vs. VALT-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Gold Producers Index ETF (GLDX.TO) and CI Gold Bullion ETF (US$ Series) (VALT-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLDX.TO is traded in CAD, while VALT-U.TO is traded in USD. To make them comparable, the VALT-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLDX.TO achieves a -13.00% return, which is significantly lower than VALT-U.TO's -2.68% return.


GLDX.TO

1D
-0.66%
1M
-13.56%
6M
-23.73%
YTD
-13.00%
1Y
53.88%
3Y*
5Y*
10Y*

VALT-U.TO

1D
1.69%
1M
-5.37%
6M
-10.32%
YTD
-2.68%
1Y
26.04%
3Y*
30.79%
5Y*
20.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDX.TO vs. VALT-U.TO - Yearly Performance Comparison


2026 (YTD)20252024
GLDX.TO
Global X Gold Producers Index ETF
-13.00%178.05%-10.27%
VALT-U.TO
CI Gold Bullion ETF (US$ Series)
-2.68%57.87%-0.76%

Correlation

The correlation between GLDX.TO and VALT-U.TO is 0.72, 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

0.72

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

0.65

The correlation between GLDX.TO and VALT-U.TO has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

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Return for Risk

GLDX.TO vs. VALT-U.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: 3535
Sortino Ratio Rank
GLDX.TO Omega Ratio Rank: 3838
Omega Ratio Rank
GLDX.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
GLDX.TO Martin Ratio Rank: 3030
Martin Ratio Rank

VALT-U.TO
VALT-U.TO Risk / Return Rank: 2121
Overall Rank
VALT-U.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VALT-U.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
VALT-U.TO Omega Ratio Rank: 3030
Omega Ratio Rank
VALT-U.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
VALT-U.TO Martin Ratio Rank: 1717
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. VALT-U.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 CI Gold Bullion ETF (US$ Series) (VALT-U.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.TOVALT-U.TODifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratioReturn relative to maximum drawdown

1.54

0.72

+0.82

Martin ratioReturn relative to average drawdown

3.46

1.69

+1.76

GLDX.TO vs. VALT-U.TO - Sharpe Ratio Comparison

The current GLDX.TO Sharpe Ratio is 1.11, which is higher than the VALT-U.TO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of GLDX.TO and VALT-U.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. VALT-U.TO - Drawdown Comparison

The maximum GLDX.TO drawdown since its inception was -35.22%, roughly equal to the maximum VALT-U.TO drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for GLDX.TO and VALT-U.TO.


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Drawdown Indicators


GLDX.TOVALT-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.22%

-36.22%

+1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-35.22%

-36.22%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-36.22%

Max Drawdown (5Y)

Largest decline over 5 years

-36.22%

Current Drawdown

Current decline from peak

-34.86%

-35.13%

+0.27%

Average Drawdown

Average peak-to-trough decline

-8.22%

-5.79%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.63%

15.28%

+0.35%

Volatility

GLDX.TO vs. VALT-U.TO - Volatility Comparison

Global X Gold Producers Index ETF (GLDX.TO) has a higher volatility of 11.30% compared to CI Gold Bullion ETF (US$ Series) (VALT-U.TO) at 7.03%. This indicates that GLDX.TO's price experiences larger fluctuations and is considered to be riskier than VALT-U.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.TOVALT-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.30%

7.03%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

38.84%

38.73%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

48.59%

41.29%

+7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.36%

23.09%

+21.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.36%

22.46%

+21.90%

Dividends

GLDX.TO vs. VALT-U.TO - Dividend Comparison

GLDX.TO's dividend yield for the trailing twelve months is around 1.11%, while VALT-U.TO has not paid dividends to shareholders.


PositionTTM20252024
GLDX.TO
Global X Gold Producers Index ETF
1.11%0.97%0.08%
VALT-U.TO
CI Gold Bullion ETF (US$ Series)
0.00%0.00%0.00%

Frequently Asked Questions


GLDX.TO and VALT-U.TO have a correlation of 0.72, 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 CI.

Portfolio Optimizer

Find the right allocation for GLDX.TO and VALT-U.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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