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ITA vs. CGL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITA vs. CGL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Aerospace & Defense ETF (ITA) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ITA is traded in USD, while CGL.TO is traded in CAD. To make them comparable, the CGL.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ITA achieves a 10.73% return, which is significantly higher than CGL.TO's -2.66% return. Over the past 10 years, ITA has outperformed CGL.TO with an annualized return of 15.54%, while CGL.TO has yielded a comparatively lower 10.32% annualized return.


ITA

1D
1.62%
1M
9.34%
YTD
10.73%
6M
13.39%
1Y
32.52%
3Y*
27.94%
5Y*
17.41%
10Y*
15.54%

CGL.TO

1D
2.58%
1M
-6.89%
YTD
-2.66%
6M
-2.00%
1Y
19.72%
3Y*
25.56%
5Y*
13.81%
10Y*
10.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITA vs. CGL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITA
iShares U.S. Aerospace & Defense ETF
10.73%48.64%15.81%14.33%9.96%9.39%-13.57%30.51%-7.22%35.24%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
-2.66%67.73%15.88%13.97%-6.96%-4.54%26.41%21.59%-10.70%19.79%

Correlation

The correlation between ITA and CGL.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.15

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

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2010

0.03

Over the past year, ITA and CGL.TO have become more correlated (0.28) than their long-term average of 0.03, meaning their price movements have been converging.

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Return for Risk

ITA vs. CGL.TO — Risk / Return Rank

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

ITA
ITA Risk / Return Rank: 4545
Overall Rank
ITA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ITA Sortino Ratio Rank: 4949
Sortino Ratio Rank
ITA Omega Ratio Rank: 4444
Omega Ratio Rank
ITA Calmar Ratio Rank: 4646
Calmar Ratio Rank
ITA Martin Ratio Rank: 3838
Martin Ratio Rank

CGL.TO
CGL.TO Risk / Return Rank: 2424
Overall Rank
CGL.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 2828
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 2222
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.

ITA vs. CGL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aerospace & Defense ETF (ITA) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.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.


ITACGL.TODifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.26

1.15

+0.11

Calmar ratioReturn relative to maximum drawdown

2.06

0.73

+1.34

Martin ratioReturn relative to average drawdown

5.46

2.09

+3.37

ITA vs. CGL.TO - Sharpe Ratio Comparison

The current ITA Sharpe Ratio is 1.50, which is higher than the CGL.TO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ITA and CGL.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

ITA vs. CGL.TO - Drawdown Comparison

The maximum ITA drawdown since its inception was -59.72%, roughly equal to the maximum CGL.TO drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for ITA and CGL.TO.


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Drawdown Indicators


ITACGL.TODifference

Max Drawdown

Largest peak-to-trough decline

-59.72%

-62.05%

+2.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.82%

-27.17%

+11.35%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

-27.17%

+11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

-27.17%

+8.45%

Max Drawdown (10Y)

Largest decline over 10 years

-51.00%

-27.17%

-23.83%

Current Drawdown

Current decline from peak

-5.13%

-22.97%

+17.84%

Average Drawdown

Average peak-to-trough decline

-9.45%

-32.74%

+23.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.98%

9.54%

-3.56%

Volatility

ITA vs. CGL.TO - Volatility Comparison

iShares U.S. Aerospace & Defense ETF (ITA) has a higher volatility of 9.14% compared to iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) at 8.31%. This indicates that ITA's price experiences larger fluctuations and is considered to be riskier than CGL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITACGL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.14%

8.31%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

18.45%

24.57%

-6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.82%

28.33%

-6.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.23%

19.73%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.24%

17.94%

+5.30%

ITA vs. CGL.TO - Expense Ratio Comparison

ITA has a 0.38% expense ratio, which is lower than CGL.TO's 0.55% expense ratio.


Dividends

ITA vs. CGL.TO - Dividend Comparison

ITA's dividend yield for the trailing twelve months is around 0.52%, while CGL.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ITA
iShares U.S. Aerospace & Defense ETF
0.52%0.55%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%

Frequently Asked Questions


ITA and CGL.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ITA is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ITA is cheaper with a 0.38% expense ratio, compared with 0.55% for CGL.TO.

ITA is categorized as Aerospace & Defense, while CGL.TO is Gold. ITA tracks Dow Jones U.S. Select Aerospace & Defense Index, while CGL.TO tracks Gold Bullion. Their fees differ too: 0.38% for ITA and 0.55% for CGL.TO.

Portfolio Optimizer

Find the right allocation for ITA and CGL.TO

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

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