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

Performance

KILO.TO vs. OUNZ - Performance Comparison

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

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Different Trading Currencies

KILO.TO is traded in CAD, while OUNZ is traded in USD. To make them comparable, the OUNZ values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, KILO.TO achieves a -5.68% return, which is significantly lower than OUNZ's -1.47% 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*

OUNZ

1D
-2.00%
1M
-6.28%
YTD
-1.47%
6M
-5.92%
1Y
25.15%
3Y*
31.81%
5Y*
21.37%
10Y*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KILO.TO vs. OUNZ - 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%
OUNZ
VanEck Merk Gold ETF
-1.47%56.47%37.49%10.15%5.80%-4.04%-5.20%

Correlation

The correlation between KILO.TO and OUNZ is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.89

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

0.84

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

0.84

The correlation between KILO.TO and OUNZ shifts across timeframes, from 0.84 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

KILO.TO vs. OUNZ — 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

OUNZ
OUNZ Risk / Return Rank: 2222
Overall Rank
OUNZ Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
OUNZ Sortino Ratio Rank: 2121
Sortino Ratio Rank
OUNZ Omega Ratio Rank: 2525
Omega Ratio Rank
OUNZ Calmar Ratio Rank: 2020
Calmar Ratio Rank
OUNZ Martin Ratio Rank: 2121
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. OUNZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and VanEck Merk Gold ETF (OUNZ). 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.TOOUNZDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratioReturn relative to maximum drawdown

0.76

1.14

-0.38

Martin ratioReturn relative to average drawdown

2.01

3.05

-1.04

KILO.TO vs. OUNZ - Sharpe Ratio Comparison

The current KILO.TO Sharpe Ratio is 0.70, which is comparable to the OUNZ Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of KILO.TO and OUNZ, 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. OUNZ - Drawdown Comparison

The maximum KILO.TO drawdown since its inception was -24.90%, which is greater than OUNZ's maximum drawdown of -22.72%. Use the drawdown chart below to compare losses from any high point for KILO.TO and OUNZ.


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Drawdown Indicators


KILO.TOOUNZDifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-22.72%

-2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-24.90%

-22.13%

-2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-24.90%

-22.13%

-2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-22.13%

-2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-22.72%

Current Drawdown

Current decline from peak

-24.51%

-20.43%

-4.08%

Average Drawdown

Average peak-to-trough decline

-6.79%

-7.46%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

8.28%

+1.16%

Volatility

KILO.TO vs. OUNZ - Volatility Comparison

Purpose Gold Bullion Fund (KILO.TO) and VanEck Merk Gold ETF (OUNZ) have volatilities of 7.88% and 8.22%, 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.TOOUNZDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

8.22%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

23.72%

24.12%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

27.23%

27.33%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

19.05%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

17.24%

+0.62%

KILO.TO vs. OUNZ - Expense Ratio Comparison

KILO.TO has a 0.28% expense ratio, which is higher than OUNZ's 0.25% expense ratio.


Dividends

KILO.TO vs. OUNZ - Dividend Comparison

Neither KILO.TO nor OUNZ has paid dividends to shareholders.


PositionTTM202520242023202220212020
KILO.TO
Purpose Gold Bullion Fund
0.00%0.00%0.00%0.00%0.00%0.00%1.41%
OUNZ
VanEck Merk Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, KILO.TO and OUNZ 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, OUNZ is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OUNZ is cheaper with a 0.25% expense ratio, compared with 0.28% for KILO.TO.

They also come from different issuers: Purpose Investments and VanEck. Their fees differ too: 0.28% for KILO.TO and 0.25% for OUNZ.

Portfolio Optimizer

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