HGY.TO vs. CGXF.TO
Compare and contrast key facts about Global X Gold Yield ETF (HGY.TO) and CI Gold+ Giants Covered Call ETF Common (CGXF.TO).
HGY.TO and CGXF.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HGY.TO is an actively managed fund by Global X. It was launched on Dec 14, 2010. CGXF.TO is an actively managed fund by CI. It was launched on Mar 3, 2022.
Performance
HGY.TO vs. CGXF.TO - Performance Comparison
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HGY.TO vs. CGXF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HGY.TO Global X Gold Yield ETF | 2.11% | 48.66% | 21.36% | 9.51% | -1.07% | -4.51% | 18.67% | 13.62% | -3.58% | 8.33% |
CGXF.TO CI Gold+ Giants Covered Call ETF Common | 6.89% | 114.19% | 11.88% | 1.43% | 1.89% | -6.21% | 15.23% | 20.53% | -18.76% | 5.51% |
Returns By Period
In the year-to-date period, HGY.TO achieves a 2.11% return, which is significantly lower than CGXF.TO's 6.89% return. Over the past 10 years, HGY.TO has underperformed CGXF.TO with an annualized return of 9.83%, while CGXF.TO has yielded a comparatively higher 13.49% annualized return.
HGY.TO
- 1D
- 0.00%
- 1M
- -13.74%
- YTD
- 2.11%
- 6M
- 11.36%
- 1Y
- 32.43%
- 3Y*
- 24.33%
- 5Y*
- 15.60%
- 10Y*
- 9.83%
CGXF.TO
- 1D
- 6.44%
- 1M
- -17.38%
- YTD
- 6.89%
- 6M
- 18.28%
- 1Y
- 70.32%
- 3Y*
- 34.03%
- 5Y*
- 21.17%
- 10Y*
- 13.49%
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HGY.TO vs. CGXF.TO - Expense Ratio Comparison
HGY.TO has a 0.86% expense ratio, which is lower than CGXF.TO's 1.08% expense ratio.
Return for Risk
HGY.TO vs. CGXF.TO — Risk / Return Rank
HGY.TO
CGXF.TO
HGY.TO vs. CGXF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Gold Yield ETF (HGY.TO) and CI Gold+ Giants Covered Call ETF Common (CGXF.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.
| HGY.TO | CGXF.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.78 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.82 | 2.14 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 2.64 | -0.71 |
Martin ratioReturn relative to average drawdown | 7.93 | 9.78 | -1.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HGY.TO | CGXF.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.78 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.71 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.45 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.06 | — |
Correlation
The correlation between HGY.TO and CGXF.TO is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HGY.TO vs. CGXF.TO - Dividend Comparison
HGY.TO's dividend yield for the trailing twelve months is around 5.53%, less than CGXF.TO's 9.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGY.TO Global X Gold Yield ETF | 5.53% | 4.92% | 5.32% | 6.10% | 6.42% | 5.87% | 5.72% | 4.19% | 4.66% | 4.63% | 5.37% | 6.13% |
CGXF.TO CI Gold+ Giants Covered Call ETF Common | 9.53% | 7.43% | 8.09% | 8.92% | 8.54% | 8.59% | 11.01% | 6.69% | 7.97% | 6.99% | 10.68% | 11.75% |
Drawdowns
HGY.TO vs. CGXF.TO - Drawdown Comparison
The maximum HGY.TO drawdown since its inception was -188,898.12%, which is greater than CGXF.TO's maximum drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for HGY.TO and CGXF.TO.
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Drawdown Indicators
| HGY.TO | CGXF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -188,898.12% | -88.66% | -188,809.46% |
Max Drawdown (1Y)Largest decline over 1 year | -17.47% | -27.39% | +9.92% |
Max Drawdown (5Y)Largest decline over 5 years | -18.32% | -37.19% | +18.87% |
Max Drawdown (10Y)Largest decline over 10 years | -20.31% | -39.68% | +19.37% |
Current DrawdownCurrent decline from peak | -161,050.90% | -17.38% | -161,033.52% |
Average DrawdownAverage peak-to-trough decline | -74,810.45% | -30.85% | -74,779.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 7.40% | -3.14% |
Volatility
HGY.TO vs. CGXF.TO - Volatility Comparison
The current volatility for Global X Gold Yield ETF (HGY.TO) is 9.78%, while CI Gold+ Giants Covered Call ETF Common (CGXF.TO) has a volatility of 16.05%. This indicates that HGY.TO experiences smaller price fluctuations and is considered to be less risky than CGXF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HGY.TO | CGXF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.78% | 16.05% | -6.27% |
Volatility (6M)Calculated over the trailing 6-month period | 20.33% | 32.80% | -12.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.57% | 39.76% | -16.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 30.17% | -14.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.27% | 30.09% | -14.82% |