PortfoliosLab logoPortfoliosLab logo
KILO.TO vs. KILO-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

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

Loading charts...

Returns By Period

In the year-to-date period, KILO.TO achieves a -5.68% return, which is significantly lower than KILO-B.TO's -1.48% 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*

KILO-B.TO

1D
-1.44%
1M
-5.97%
YTD
-1.48%
6M
-5.03%
1Y
25.66%
3Y*
32.04%
5Y*
21.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KILO.TO vs. KILO-B.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%-3.08%
KILO-B.TO
Purpose Gold Bullion Fund ETF Non-Currency Hedged
-1.48%56.51%37.76%10.43%6.38%-4.67%-5.45%

Correlation

The correlation between KILO.TO and KILO-B.TO is 0.96 - 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

0.96

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

0.88

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

0.80

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2020

0.80

The correlation between KILO.TO and KILO-B.TO shifts across timeframes, from 0.80 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

KILO.TO vs. KILO-B.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

KILO-B.TO
KILO-B.TO Risk / Return Rank: 2828
Overall Rank
KILO-B.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
KILO-B.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
KILO-B.TO Omega Ratio Rank: 3232
Omega Ratio Rank
KILO-B.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
KILO-B.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. KILO-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.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.TOKILO-B.TODifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratioReturn relative to maximum drawdown

0.76

1.17

-0.40

Martin ratioReturn relative to average drawdown

2.01

3.11

-1.10

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

The current KILO.TO Sharpe Ratio is 0.70, which is comparable to the KILO-B.TO Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of KILO.TO and KILO-B.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.


Loading charts...

Drawdowns

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

The maximum KILO.TO drawdown since its inception was -24.90%, which is greater than KILO-B.TO's maximum drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for KILO.TO and KILO-B.TO.


Loading charts...

Drawdown Indicators


KILO.TOKILO-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-22.10%

-2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-24.90%

-22.10%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-24.90%

-22.10%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-22.10%

-2.80%

Current Drawdown

Current decline from peak

-24.51%

-20.03%

-4.48%

Average Drawdown

Average peak-to-trough decline

-6.79%

-7.43%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

8.28%

+1.16%

Volatility

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

Purpose Gold Bullion Fund (KILO.TO) and Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO) have volatilities of 7.88% and 7.66%, 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.


Loading charts...

Volatility by Period


KILO.TOKILO-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

7.66%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

23.72%

22.60%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

27.23%

25.95%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

17.09%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

17.10%

+0.76%

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

Both KILO.TO and KILO-B.TO have an expense ratio of 0.28%.


Dividends

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

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


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%
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 0.96, KILO.TO and KILO-B.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.

Both ETFs have the same 0.28% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

KILO.TO and KILO-B.TO have the same expense ratio: 0.28% per year.

Portfolio Optimizer

Find the right allocation for KILO.TO and KILO-B.TO

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

Open Portfolio Optimizer