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

Performance

KILO-B.TO vs. YCST.NEO - 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 Costco (COST) Yield Shares Purpose ETF (YCST.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KILO-B.TO achieves a 4.14% return, which is significantly lower than YCST.NEO's 12.72% return.


KILO-B.TO

1D
-0.46%
1M
0.62%
YTD
4.14%
6M
5.05%
1Y
34.09%
3Y*
32.71%
5Y*
21.87%
10Y*

YCST.NEO

1D
0.77%
1M
-5.63%
YTD
12.72%
6M
5.30%
1Y
-7.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KILO-B.TO vs. YCST.NEO - Yearly Performance Comparison


Correlation

The correlation between KILO-B.TO and YCST.NEO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2025

-0.05

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Return for Risk

KILO-B.TO vs. YCST.NEO — 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: 3838
Overall Rank
KILO-B.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
KILO-B.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
KILO-B.TO Omega Ratio Rank: 4343
Omega Ratio Rank
KILO-B.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
KILO-B.TO Martin Ratio Rank: 3333
Martin Ratio Rank

YCST.NEO
YCST.NEO Risk / Return Rank: 55
Overall Rank
YCST.NEO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
YCST.NEO Sortino Ratio Rank: 55
Sortino Ratio Rank
YCST.NEO Omega Ratio Rank: 55
Omega Ratio Rank
YCST.NEO Calmar Ratio Rank: 55
Calmar Ratio Rank
YCST.NEO Martin Ratio Rank: 55
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. YCST.NEO - 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 Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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.TOYCST.NEODifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.21

Omega ratioGain probability vs. loss probability

1.28

0.95

+0.33

Calmar ratioReturn relative to maximum drawdown

1.97

-0.40

+2.37

Martin ratioReturn relative to average drawdown

4.86

-0.81

+5.66

KILO-B.TO vs. YCST.NEO - Sharpe Ratio Comparison

The current KILO-B.TO Sharpe Ratio is 1.37, which is higher than the YCST.NEO Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of KILO-B.TO and YCST.NEO, 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


KILO-B.TOYCST.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

-0.38

+1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

-0.18

+1.38

Drawdowns

KILO-B.TO vs. YCST.NEO - Drawdown Comparison

The maximum KILO-B.TO drawdown since its inception was -22.54%, which is greater than YCST.NEO's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for KILO-B.TO and YCST.NEO.


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Drawdown Indicators


KILO-B.TOYCST.NEODifference

Max Drawdown

Largest peak-to-trough decline

-22.54%

-19.70%

-2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-17.41%

-19.54%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-17.41%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

Current Drawdown

Current decline from peak

-15.47%

-12.62%

-2.85%

Average Drawdown

Average peak-to-trough decline

-7.72%

-8.56%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.04%

9.91%

-2.87%

Volatility

KILO-B.TO vs. YCST.NEO - Volatility Comparison

The current volatility for Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO) is 5.43%, while Costco (COST) Yield Shares Purpose ETF (YCST.NEO) has a volatility of 10.33%. This indicates that KILO-B.TO experiences smaller price fluctuations and is considered to be less risky than YCST.NEO 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.TOYCST.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

10.33%

-4.90%

Volatility (6M)

Calculated over the trailing 6-month period

21.50%

16.64%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

25.07%

20.54%

+4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

25.22%

-8.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

25.22%

-7.23%

KILO-B.TO vs. YCST.NEO - Expense Ratio Comparison

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


Dividends

KILO-B.TO vs. YCST.NEO - Dividend Comparison

KILO-B.TO has not paid dividends to shareholders, while YCST.NEO's dividend yield for the trailing twelve months is around 14.01%.


PositionTTM202520242023202220212020
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%
YCST.NEO
Costco (COST) Yield Shares Purpose ETF
14.01%10.21%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KILO-B.TO and YCST.NEO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KILO-B.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KILO-B.TO is cheaper with a 0.28% expense ratio, compared with 0.40% for YCST.NEO.

KILO-B.TO is categorized as Gold, while YCST.NEO is Derivative Income. Their fees differ too: 0.28% for KILO-B.TO and 0.40% for YCST.NEO.

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