PortfoliosLab logoPortfoliosLab logo
HUZ.TO vs. IGLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUZ.TO vs. IGLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Silver ETF (HUZ.TO) and iShares Physical Gold (EUR Hedged) ETC (IGLD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

HUZ.TO is traded in CAD, while IGLD.DE is traded in EUR. To make them comparable, the IGLD.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HUZ.TO achieves a 2.35% return, which is significantly higher than IGLD.DE's -0.12% return.


HUZ.TO

1D
-2.50%
1M
0.23%
YTD
2.35%
6M
22.30%
1Y
101.00%
3Y*
40.00%
5Y*
17.25%
10Y*
12.04%

IGLD.DE

1D
-1.32%
1M
-0.98%
YTD
-0.12%
6M
2.63%
1Y
33.14%
3Y*
33.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUZ.TO vs. IGLD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HUZ.TO
Global X Silver ETF
2.35%129.20%18.72%-3.75%23.87%
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
-0.12%75.63%27.27%11.47%12.74%

Correlation

The correlation between HUZ.TO and IGLD.DE is 0.60, 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

0.60

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

0.57

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2022

0.57

The correlation between HUZ.TO and IGLD.DE has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HUZ.TO vs. IGLD.DE — Risk / Return Rank

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

HUZ.TO
HUZ.TO Risk / Return Rank: 4545
Overall Rank
HUZ.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HUZ.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
HUZ.TO Omega Ratio Rank: 5454
Omega Ratio Rank
HUZ.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
HUZ.TO Martin Ratio Rank: 3434
Martin Ratio Rank

IGLD.DE
IGLD.DE Risk / Return Rank: 3131
Overall Rank
IGLD.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IGLD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IGLD.DE Omega Ratio Rank: 3333
Omega Ratio Rank
IGLD.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
IGLD.DE Martin Ratio Rank: 2929
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.

HUZ.TO vs. IGLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Silver ETF (HUZ.TO) and iShares Physical Gold (EUR Hedged) ETC (IGLD.DE). 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.


HUZ.TOIGLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.33

1.24

+0.10

Calmar ratioReturn relative to maximum drawdown

2.36

1.74

+0.62

Martin ratioReturn relative to average drawdown

5.07

4.43

+0.64

HUZ.TO vs. IGLD.DE - Sharpe Ratio Comparison

The current HUZ.TO Sharpe Ratio is 1.72, which is higher than the IGLD.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of HUZ.TO and IGLD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


HUZ.TOIGLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.30

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

1.54

-1.33

Drawdowns

HUZ.TO vs. IGLD.DE - Drawdown Comparison

The maximum HUZ.TO drawdown since its inception was -81.06%, which is greater than IGLD.DE's maximum drawdown of -18.98%. Use the drawdown chart below to compare losses from any high point for HUZ.TO and IGLD.DE.


Loading charts...

Drawdown Indicators


HUZ.TOIGLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-81.06%

-18.98%

-62.08%

Max Drawdown (1Y)

Largest decline over 1 year

-43.11%

-18.98%

-24.13%

Max Drawdown (3Y)

Largest decline over 3 years

-43.11%

-18.98%

-24.13%

Max Drawdown (5Y)

Largest decline over 5 years

-43.11%

Max Drawdown (10Y)

Largest decline over 10 years

-48.84%

Current Drawdown

Current decline from peak

-38.13%

-17.21%

-20.92%

Average Drawdown

Average peak-to-trough decline

-54.91%

-4.24%

-50.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.99%

7.46%

+12.53%

Volatility

HUZ.TO vs. IGLD.DE - Volatility Comparison

Global X Silver ETF (HUZ.TO) has a higher volatility of 16.29% compared to iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) at 6.99%. This indicates that HUZ.TO's price experiences larger fluctuations and is considered to be riskier than IGLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HUZ.TOIGLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.29%

6.99%

+9.30%

Volatility (6M)

Calculated over the trailing 6-month period

58.22%

21.78%

+36.44%

Volatility (1Y)

Calculated over the trailing 1-year period

58.94%

25.47%

+33.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.28%

19.49%

+17.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.24%

19.49%

+13.75%

HUZ.TO vs. IGLD.DE - Expense Ratio Comparison

HUZ.TO has a 1.18% expense ratio, which is higher than IGLD.DE's 0.25% expense ratio.


Dividends

HUZ.TO vs. IGLD.DE - Dividend Comparison

Neither HUZ.TO nor IGLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HUZ.TO and IGLD.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLD.DE is cheaper with a 0.25% expense ratio, compared with 1.18% for HUZ.TO.

HUZ.TO is categorized as Silver, while IGLD.DE is Precious Metals. HUZ.TO tracks Solactive Silver Front Month MD Rolling Futures Index, while IGLD.DE tracks Gold (EUR Hedged). They also come from different issuers: Global X and iShares. Their fees differ too: 1.18% for HUZ.TO and 0.25% for IGLD.DE.

Portfolio Optimizer

Find the right allocation for HUZ.TO and IGLD.DE

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

Open Portfolio Optimizer