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

Performance

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

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

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Different Trading Currencies

HUG.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, HUG.TO achieves a -8.80% return, which is significantly lower than VALT-U.TO's -5.00% return.


HUG.TO

1D
1.14%
1M
-5.26%
6M
-14.06%
YTD
-8.80%
1Y
15.79%
3Y*
22.78%
5Y*
14.36%
10Y*
8.80%

VALT-U.TO

1D
0.27%
1M
-6.43%
6M
-11.66%
YTD
-5.00%
1Y
22.96%
3Y*
28.97%
5Y*
19.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
HUG.TO
Global X Gold ETF
-8.80%57.93%24.13%11.48%-1.87%-3.04%
VALT-U.TO
CI Gold Bullion ETF (US$ Series)
-5.00%57.87%36.96%10.73%5.35%-0.94%

Correlation

The correlation between HUG.TO and VALT-U.TO is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2021

0.55

Over the past year, HUG.TO and VALT-U.TO have become more correlated (0.89) than their long-term average of 0.55, meaning their price movements have been converging.

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Return for Risk

HUG.TO vs. VALT-U.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: 2020
Overall Rank
HUG.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HUG.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
HUG.TO Omega Ratio Rank: 2222
Omega Ratio Rank
HUG.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
HUG.TO Martin Ratio Rank: 1818
Martin Ratio Rank

VALT-U.TO
VALT-U.TO Risk / Return Rank: 2222
Overall Rank
VALT-U.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VALT-U.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
VALT-U.TO Omega Ratio Rank: 3232
Omega Ratio Rank
VALT-U.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
VALT-U.TO Martin Ratio Rank: 1818
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. VALT-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Gold ETF (HUG.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.


HUG.TOVALT-U.TODifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratioReturn relative to maximum drawdown

0.57

0.63

-0.06

Martin ratioReturn relative to average drawdown

1.35

1.46

-0.11

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

The current HUG.TO Sharpe Ratio is 0.57, which is comparable to the VALT-U.TO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of HUG.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

HUG.TO vs. VALT-U.TO - Drawdown Comparison

The maximum HUG.TO drawdown since its inception was -47.99%, which is greater than VALT-U.TO's maximum drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for HUG.TO and VALT-U.TO.


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Drawdown Indicators


HUG.TOVALT-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-36.84%

-11.15%

Max Drawdown (1Y)

Largest decline over 1 year

-27.60%

-36.84%

+9.24%

Max Drawdown (3Y)

Largest decline over 3 years

-27.60%

-36.84%

+9.24%

Max Drawdown (5Y)

Largest decline over 5 years

-27.60%

-36.84%

+9.24%

Max Drawdown (10Y)

Largest decline over 10 years

-27.60%

Current Drawdown

Current decline from peak

-26.78%

-36.67%

+9.89%

Average Drawdown

Average peak-to-trough decline

-23.36%

-5.85%

-17.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.68%

15.79%

-4.11%

Volatility

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

Global X Gold ETF (HUG.TO) has a higher volatility of 6.79% compared to CI Gold Bullion ETF (US$ Series) (VALT-U.TO) at 6.19%. This indicates that HUG.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


HUG.TOVALT-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

6.19%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

24.06%

38.76%

-14.70%

Volatility (1Y)

Calculated over the trailing 1-year period

27.90%

41.34%

-13.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.71%

23.09%

-4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

22.45%

-5.89%

Dividends

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

Neither HUG.TO nor VALT-U.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HUG.TO and VALT-U.TO have a correlation of 0.89, 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

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