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

Performance

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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Gold Bullion Fund (KILO.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, KILO.TO achieves a -5.68% return, which is significantly lower than CGL-C.TO's -1.35% return.


KILO.TO

1D
-1.81%
1M
-9.01%
YTD
-5.68%
6M
-9.56%
1Y
18.91%
3Y*
26.73%
5Y*
16.78%
10Y*

CGL-C.TO

1D
-1.43%
1M
-6.24%
YTD
-1.35%
6M
-5.54%
1Y
25.28%
3Y*
31.35%
5Y*
21.01%
10Y*
12.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
KILO.TO
Purpose Gold Bullion Fund
-5.68%60.17%25.97%12.15%-0.90%-4.72%-2.21%
CGL-C.TO
iShares Gold Bullion ETF
-1.35%55.55%37.41%10.13%6.11%-4.85%-5.96%

Correlation

The correlation between KILO.TO and CGL-C.TO is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.92

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

0.87

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2020

0.86

The correlation between KILO.TO and CGL-C.TO has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.

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Return for Risk

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

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

KILO.TO
KILO.TO Risk / Return Rank: 2020
Overall Rank
KILO.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
KILO.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
KILO.TO Omega Ratio Rank: 2222
Omega Ratio Rank
KILO.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
KILO.TO Martin Ratio Rank: 1818
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 2626
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3030
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2525
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.TO vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.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.

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.


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

-0.27

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratioReturn relative to maximum drawdown

0.76

1.15

-0.39

Martin ratioReturn relative to average drawdown

2.01

3.06

-1.05

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

The current KILO.TO Sharpe Ratio is 0.70, which is comparable to the CGL-C.TO Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of KILO.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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Drawdowns

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

The maximum KILO.TO drawdown since its inception was -24.90%, smaller than the maximum CGL-C.TO drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for KILO.TO and CGL-C.TO.


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Drawdown Indicators


KILO.TOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-30.01%

+5.11%

Max Drawdown (1Y)

Largest decline over 1 year

-24.90%

-22.11%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-24.90%

-22.11%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-22.11%

-2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

Current Drawdown

Current decline from peak

-24.51%

-20.00%

-4.51%

Average Drawdown

Average peak-to-trough decline

-6.79%

-10.73%

+3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

8.29%

+1.15%

Volatility

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

Purpose Gold Bullion Fund (KILO.TO) and iShares Gold Bullion ETF (CGL-C.TO) have volatilities of 7.88% and 7.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KILO.TOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

7.89%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

23.72%

22.73%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

27.23%

26.30%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

17.24%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

15.55%

+2.31%

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

KILO.TO has a 0.28% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

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

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


PositionTTM202520242023202220212020
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KILO.TO
Purpose Gold Bullion Fund
0.00%0.00%0.00%0.00%0.00%0.00%1.41%

Frequently Asked Questions


With a correlation of 0.95, KILO.TO and CGL-C.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

KILO.TO is cheaper with a 0.28% expense ratio, compared with 0.55% for CGL-C.TO.

They also come from different issuers: Purpose Investments and iShares. Their fees differ too: 0.28% for KILO.TO and 0.55% for CGL-C.TO.

Portfolio Optimizer

Find the right allocation for KILO.TO and CGL-C.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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