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KILO-B.TO vs. HGGG.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KILO-B.TO vs. HGGG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO) and Harvest Global Gold Giants Index ETF (HGGG.TO). The values are adjusted to include any dividend payments, if applicable.

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KILO-B.TO vs. HGGG.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
KILO-B.TO
Purpose Gold Bullion Fund ETF Non-Currency Hedged
11.54%56.51%37.76%10.43%6.38%-4.67%21.17%14.92%
HGGG.TO
Harvest Global Gold Giants Index ETF
11.92%170.60%26.04%4.17%-4.68%-14.34%31.47%25.92%

Returns By Period

The year-to-date returns for both investments are quite close, with KILO-B.TO having a 11.54% return and HGGG.TO slightly higher at 11.92%.


KILO-B.TO

1D
1.45%
1M
-9.47%
YTD
11.54%
6M
22.50%
1Y
47.79%
3Y*
35.04%
5Y*
24.84%
10Y*

HGGG.TO

1D
5.28%
1M
-16.08%
YTD
11.92%
6M
29.96%
1Y
130.52%
3Y*
52.68%
5Y*
31.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KILO-B.TO vs. HGGG.TO - Expense Ratio Comparison

KILO-B.TO has a 0.28% expense ratio, which is lower than HGGG.TO's 0.40% expense ratio.


Return for Risk

KILO-B.TO vs. HGGG.TO — Risk / Return Rank

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

KILO-B.TO
KILO-B.TO Risk / Return Rank: 8383
Overall Rank
KILO-B.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
KILO-B.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
KILO-B.TO Omega Ratio Rank: 8484
Omega Ratio Rank
KILO-B.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
KILO-B.TO Martin Ratio Rank: 7878
Martin Ratio Rank

HGGG.TO
HGGG.TO Risk / Return Rank: 9595
Overall Rank
HGGG.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HGGG.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
HGGG.TO Omega Ratio Rank: 9494
Omega Ratio Rank
HGGG.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
HGGG.TO Martin Ratio Rank: 9393
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.

KILO-B.TO vs. HGGG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO) and Harvest Global Gold Giants Index ETF (HGGG.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.


KILO-B.TOHGGG.TODifference

Sharpe ratio

Return per unit of total volatility

1.85

3.00

-1.15

Sortino ratio

Return per unit of downside risk

2.31

3.18

-0.87

Omega ratio

Gain probability vs. loss probability

1.35

1.46

-0.11

Calmar ratio

Return relative to maximum drawdown

2.69

4.14

-1.45

Martin ratio

Return relative to average drawdown

9.43

15.30

-5.87

KILO-B.TO vs. HGGG.TO - Sharpe Ratio Comparison

The current KILO-B.TO Sharpe Ratio is 1.85, which is lower than the HGGG.TO Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of KILO-B.TO and HGGG.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


KILO-B.TOHGGG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

3.00

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.50

0.99

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

0.81

+0.50

Correlation

The correlation between KILO-B.TO and HGGG.TO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KILO-B.TO vs. HGGG.TO - Dividend Comparison

Neither KILO-B.TO nor HGGG.TO has paid dividends to shareholders.


TTM2025202420232022202120202019
KILO-B.TO
Purpose Gold Bullion Fund ETF Non-Currency Hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.69%0.00%
HGGG.TO
Harvest Global Gold Giants Index ETF
0.00%0.00%0.00%0.00%0.00%1.54%2.65%0.54%

Drawdowns

KILO-B.TO vs. HGGG.TO - Drawdown Comparison

The maximum KILO-B.TO drawdown since its inception was -22.54%, smaller than the maximum HGGG.TO drawdown of -51.54%. Use the drawdown chart below to compare losses from any high point for KILO-B.TO and HGGG.TO.


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Drawdown Indicators


KILO-B.TOHGGG.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.54%

-51.54%

+29.00%

Max Drawdown (1Y)

Largest decline over 1 year

-17.41%

-31.16%

+13.75%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

-39.14%

+21.73%

Current Drawdown

Current decline from peak

-9.47%

-16.08%

+6.61%

Average Drawdown

Average peak-to-trough decline

-7.59%

-20.15%

+12.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

8.42%

-3.46%

Volatility

KILO-B.TO vs. HGGG.TO - Volatility Comparison

The current volatility for Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO) is 10.32%, while Harvest Global Gold Giants Index ETF (HGGG.TO) has a volatility of 18.75%. This indicates that KILO-B.TO experiences smaller price fluctuations and is considered to be less risky than HGGG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KILO-B.TOHGGG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.32%

18.75%

-8.43%

Volatility (6M)

Calculated over the trailing 6-month period

23.01%

36.23%

-13.22%

Volatility (1Y)

Calculated over the trailing 1-year period

26.03%

43.82%

-17.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

31.99%

-15.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

32.39%

-14.41%