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HUG.TO vs. KILO.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HUG.TO vs. KILO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Gold ETF (HUG.TO) and Purpose Gold Bullion Fund (KILO.TO). The values are adjusted to include any dividend payments, if applicable.

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HUG.TO vs. KILO.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HUG.TO
Global X Gold ETF
7.30%57.93%24.13%11.48%-1.87%-5.30%19.82%15.86%5.16%
KILO.TO
Purpose Gold Bullion Fund
8.08%60.17%25.97%12.15%-0.90%-4.72%22.91%18.86%2.75%

Returns By Period

In the year-to-date period, HUG.TO achieves a 7.30% return, which is significantly lower than KILO.TO's 8.08% return.


HUG.TO

1D
3.60%
1M
-11.44%
YTD
7.30%
6M
18.79%
1Y
43.53%
3Y*
29.54%
5Y*
19.17%
10Y*
11.28%

KILO.TO

1D
3.92%
1M
-11.13%
YTD
8.08%
6M
19.90%
1Y
45.80%
3Y*
31.34%
5Y*
20.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HUG.TO vs. KILO.TO - Expense Ratio Comparison


Return for Risk

HUG.TO vs. KILO.TO — Risk / Return Rank

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

HUG.TO
HUG.TO Risk / Return Rank: 8080
Overall Rank
HUG.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
HUG.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
HUG.TO Omega Ratio Rank: 7878
Omega Ratio Rank
HUG.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
HUG.TO Martin Ratio Rank: 7979
Martin Ratio Rank

KILO.TO
KILO.TO Risk / Return Rank: 8484
Overall Rank
KILO.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
KILO.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
KILO.TO Omega Ratio Rank: 8282
Omega Ratio Rank
KILO.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
KILO.TO Martin Ratio Rank: 8484
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.

HUG.TO vs. KILO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Gold ETF (HUG.TO) and Purpose Gold Bullion Fund (KILO.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.


HUG.TOKILO.TODifference

Sharpe ratio

Return per unit of total volatility

1.58

1.67

-0.09

Sortino ratio

Return per unit of downside risk

2.02

2.13

-0.11

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

2.36

2.45

-0.08

Martin ratio

Return relative to average drawdown

8.51

9.04

-0.54

HUG.TO vs. KILO.TO - Sharpe Ratio Comparison

The current HUG.TO Sharpe Ratio is 1.58, which is comparable to the KILO.TO Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of HUG.TO and KILO.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


HUG.TOKILO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.67

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

1.17

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.10

-0.64

Correlation

The correlation between HUG.TO and KILO.TO is 0.83, 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

HUG.TO vs. KILO.TO - Dividend Comparison

Neither HUG.TO nor KILO.TO has paid dividends to shareholders.


TTM202520242023202220212020
HUG.TO
Global X Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KILO.TO
Purpose Gold Bullion Fund
0.00%0.00%0.00%0.00%0.00%0.00%1.41%

Drawdowns

HUG.TO vs. KILO.TO - Drawdown Comparison

The maximum HUG.TO drawdown since its inception was -47.99%, which is greater than KILO.TO's maximum drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for HUG.TO and KILO.TO.


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Drawdown Indicators


HUG.TOKILO.TODifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-22.67%

-25.32%

Max Drawdown (1Y)

Largest decline over 1 year

-19.27%

-19.62%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-21.31%

-0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-24.66%

Current Drawdown

Current decline from peak

-13.85%

-13.50%

-0.35%

Average Drawdown

Average peak-to-trough decline

-23.04%

-7.02%

-16.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

5.31%

+0.04%

Volatility

HUG.TO vs. KILO.TO - Volatility Comparison

The current volatility for Global X Gold ETF (HUG.TO) is 10.58%, while Purpose Gold Bullion Fund (KILO.TO) has a volatility of 11.21%. This indicates that HUG.TO experiences smaller price fluctuations and is considered to be less risky than KILO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUG.TOKILO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.58%

11.21%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

24.01%

23.93%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

27.70%

27.59%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.97%

17.66%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

18.04%

-1.66%