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KILO.TO vs. CMR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KILO.TO vs. CMR.TO

Last updated Jun 5, 2026

KILO.TO (Purpose Gold Bullion Fund) and CMR.TO (iShares Premium Money Market ETF) are both exchange-traded funds - KILO.TO is a fund fund, while CMR.TO is a Money Market fund actively managed by iShares. Over the past 5 years, KILO.TO returned 17.57%/yr vs 2.94%/yr for CMR.TO. At a correlation of -0.02, they often move in opposite directions.

Performance

KILO.TO vs. CMR.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 Premium Money Market ETF (CMR.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 2.92% return, which is significantly higher than CMR.TO's 0.99% return.

KILO.TO

1D
0.76%
1M
-1.79%
YTD
2.92%
6M
4.71%
1Y
29.70%
3Y*
29.44%
5Y*
17.57%
10Y*
—

CMR.TO

1D
0.02%
1M
0.19%
YTD
0.99%
6M
1.05%
1Y
2.39%
3Y*
3.73%
5Y*
2.94%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KILO.TO vs. CMR.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
KILO.TO
Purpose Gold Bullion Fund		2.92%60.17%25.97%12.15%-0.90%-4.72%22.91%18.86%2.75%
CMR.TO
iShares Premium Money Market ETF		0.99%2.68%4.70%4.70%1.71%0.00%0.47%1.63%0.26%

Correlation

The correlation between KILO.TO and CMR.TO is -0.06, 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

-0.06

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

-0.11

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2018

-0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Purpose Gold Bullion Fund

iShares Premium Money Market ETF

Often compared with KILO.TO:
KILO.TO vs. CGL.TOKILO.TO vs. MNT.TOKILO.TO vs. PHYSKILO.TO vs. ZGLD.SWKILO.TO vs. ZGLD.TOKILO.TO vs. PHYS.TOKILO.TO vs. GLD
Often compared with CMR.TO:
CMR.TO vs. ZMMK.TOCMR.TO vs. CASH.TOCMR.TO vs. CBIL.TOCMR.TO vs. XFR.TOCMR.TO vs. MNY.TOCMR.TO vs. HSAV.TOCMR.TO vs. VOO

Return for Risk

KILO.TO vs. CMR.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: 3131
Overall Rank
KILO.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
KILO.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
KILO.TO Omega Ratio Rank: 3535
Omega Ratio Rank
KILO.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
KILO.TO Martin Ratio Rank: 2727
Martin Ratio Rank
CMR.TO
CMR.TO Risk / Return Rank: 9999
Overall Rank
CMR.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 9999
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. CMR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and iShares Premium Money Market ETF (CMR.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.TOCMR.TODifference
Sharpe ratioReturn per unit of total volatility
1.13
10.70

-9.56

Sortino ratioReturn per unit of downside risk
1.54
21.31

-19.77

Omega ratioGain probability vs. loss probability

1.23

9.64

-8.42

Calmar ratioReturn relative to maximum drawdown

1.52

25.66

-24.14

Martin ratioReturn relative to average drawdown

3.72

188.94

-185.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KILO.TO vs. CMR.TO - Sharpe Ratio Comparison

The current KILO.TO Sharpe Ratio is 1.13, which is lower than the CMR.TO Sharpe Ratio of 10.70. The chart below compares the historical Sharpe Ratios of KILO.TO and CMR.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

KILO.TOCMR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

10.70

-9.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

10.68

-9.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

7.03

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

3.84

-2.82

Drawdowns

KILO.TO vs. CMR.TO - Drawdown Comparison

The maximum KILO.TO drawdown since its inception was -22.67%, which is greater than CMR.TO's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for KILO.TO and CMR.TO.

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Drawdown Indicators

KILO.TOCMR.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.67%

-0.52%

-22.15%

Max Drawdown (1Y)

Largest decline over 1 year

-19.62%

-0.09%

-19.53%

Max Drawdown (3Y)

Largest decline over 3 years

-19.62%

-0.09%

-19.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.31%

-0.09%

-21.22%

Max Drawdown (10Y)

Largest decline over 10 years

—

-0.14%

—

Current Drawdown

Current decline from peak

-17.63%

0.00%

-17.63%

Average Drawdown

Average peak-to-trough decline

-7.21%

-0.01%

-7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.01%

0.01%

+8.00%

Volatility

KILO.TO vs. CMR.TO - Volatility Comparison

Purpose Gold Bullion Fund (KILO.TO) has a higher volatility of 5.24% compared to iShares Premium Money Market ETF (CMR.TO) at 0.05%. This indicates that KILO.TO's price experiences larger fluctuations and is considered to be riskier than CMR.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.TOCMR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

0.05%

+5.19%

Volatility (6M)

Calculated over the trailing 6-month period

22.51%

0.18%

+22.33%

Volatility (1Y)

Calculated over the trailing 1-year period

26.34%

0.22%

+26.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

0.28%

+17.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

0.27%

+17.81%

Dividends

KILO.TO vs. CMR.TO - Dividend Comparison

KILO.TO has not paid dividends to shareholders, while CMR.TO's dividend yield for the trailing twelve months is around 2.48%.

PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF		2.48%2.81%4.56%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%
KILO.TO
Purpose Gold Bullion Fund		0.00%0.00%0.00%0.00%0.00%0.00%1.41%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

KILO.TO and CMR.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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