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HXEM.TO vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HXEM.TO vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Emerging Markets Equity Index Corporate Class ETF (HXEM.TO) and iShares Gold Bullion ETF (CGL-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HXEM.TO achieves a 28.95% return, which is significantly higher than CGL-C.TO's 4.39% return.


HXEM.TO

1D
-0.87%
1M
11.29%
YTD
28.95%
6M
29.50%
1Y
56.68%
3Y*
24.44%
5Y*
9.75%
10Y*

CGL-C.TO

1D
-0.29%
1M
0.43%
YTD
4.39%
6M
5.02%
1Y
33.57%
3Y*
32.37%
5Y*
21.30%
10Y*
13.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HXEM.TO vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HXEM.TO
Global X Emerging Markets Equity Index Corporate Class ETF
28.95%26.46%14.53%7.09%-16.39%-2.71%12.33%
CGL-C.TO
iShares Gold Bullion ETF
4.39%55.55%37.41%10.13%6.11%-4.85%-12.15%

Correlation

The correlation between HXEM.TO and CGL-C.TO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.19

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

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2020

0.12

The correlation between HXEM.TO and CGL-C.TO shifts across timeframes, from 0.12 (5 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HXEM.TO vs. CGL-C.TO — Risk / Return Rank

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

HXEM.TO
HXEM.TO Risk / Return Rank: 8585
Overall Rank
HXEM.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HXEM.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
HXEM.TO Omega Ratio Rank: 8787
Omega Ratio Rank
HXEM.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
HXEM.TO Martin Ratio Rank: 8383
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3535
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 4040
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 3131
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.

HXEM.TO vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Equity Index Corporate Class ETF (HXEM.TO) and iShares Gold Bullion ETF (CGL-C.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.


HXEM.TOCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

+1.58

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.53

1.27

+0.26

Calmar ratioReturn relative to maximum drawdown

4.61

1.94

+2.67

Martin ratioReturn relative to average drawdown

16.65

4.77

+11.88

HXEM.TO vs. CGL-C.TO - Sharpe Ratio Comparison

The current HXEM.TO Sharpe Ratio is 2.91, which is higher than the CGL-C.TO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of HXEM.TO and CGL-C.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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Sharpe Ratios by Period


HXEM.TOCGL-C.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

1.33

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

1.26

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.60

+0.05

Drawdowns

HXEM.TO vs. CGL-C.TO - Drawdown Comparison

The maximum HXEM.TO drawdown since its inception was -35.00%, which is greater than CGL-C.TO's maximum drawdown of -33.04%. Use the drawdown chart below to compare losses from any high point for HXEM.TO and CGL-C.TO.


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Drawdown Indicators


HXEM.TOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.00%

-33.04%

-1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-17.37%

+5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-15.40%

-17.37%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-30.44%

-17.55%

-12.89%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

Current Drawdown

Current decline from peak

-0.87%

-15.34%

+14.47%

Average Drawdown

Average peak-to-trough decline

-13.75%

-12.24%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

7.06%

-3.65%

Volatility

HXEM.TO vs. CGL-C.TO - Volatility Comparison

Global X Emerging Markets Equity Index Corporate Class ETF (HXEM.TO) has a higher volatility of 8.38% compared to iShares Gold Bullion ETF (CGL-C.TO) at 5.33%. This indicates that HXEM.TO's price experiences larger fluctuations and is considered to be riskier than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXEM.TOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.38%

5.33%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

17.05%

21.56%

-4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

19.60%

25.35%

-5.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

16.98%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

15.56%

+1.39%

HXEM.TO vs. CGL-C.TO - Expense Ratio Comparison

HXEM.TO has a 0.25% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

HXEM.TO vs. CGL-C.TO - Dividend Comparison

Neither HXEM.TO nor CGL-C.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HXEM.TO and CGL-C.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

HXEM.TO is cheaper with a 0.25% expense ratio, compared with 0.55% for CGL-C.TO.

HXEM.TO is categorized as Emerging Markets Equities, while CGL-C.TO is Precious Metals. HXEM.TO tracks Global X Emerging Markets Futures Roll Index (Total Return), while CGL-C.TO tracks Gold. They also come from different issuers: Global X and iShares. Their fees differ too: 0.25% for HXEM.TO and 0.55% for CGL-C.TO.

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