KILO.TO vs. SETM
KILO.TO (Purpose Gold Bullion Fund) and SETM (Sprott Energy Transition Materials ETF) are both exchange-traded funds - KILO.TO is a fund fund, while SETM is a Energy Equities fund tracking the Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross. Over the past 3 years, KILO.TO returned 29.46%/yr vs 34.09%/yr for SETM. At a 0.36 correlation, their price movements are largely independent.
Performance
KILO.TO vs. SETM - Performance Comparison
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Different Trading Currencies
KILO.TO is traded in CAD, while SETM is traded in USD. To make them comparable, the SETM 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 2.15% return, which is significantly lower than SETM's 33.79% return.
KILO.TO
- 1D
- -0.72%
- 1M
- -1.92%
- YTD
- 2.15%
- 6M
- 4.08%
- 1Y
- 29.64%
- 3Y*
- 29.46%
- 5Y*
- 17.39%
- 10Y*
- —
SETM
- 1D
- 0.00%
- 1M
- 8.45%
- YTD
- 33.79%
- 6M
- 38.26%
- 1Y
- 156.86%
- 3Y*
- 34.09%
- 5Y*
- —
- 10Y*
- —
KILO.TO vs. SETM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
KILO.TO Purpose Gold Bullion Fund | 2.15% | 60.17% | 25.97% | 6.22% |
SETM Sprott Energy Transition Materials ETF | 28.84% | 86.32% | -5.79% | -11.51% |
Correlation
The correlation between KILO.TO and SETM is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023 | 0.36 |
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Return for Risk
KILO.TO vs. SETM — Risk / Return Rank
KILO.TO
SETM
KILO.TO vs. SETM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and Sprott Energy Transition Materials ETF (SETM). 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.TO | SETM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.49 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 6.32 | -4.81 |
| Martin ratioReturn relative to average drawdown | 3.74 | 20.04 | -16.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KILO.TO | SETM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 3.65 | -2.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.72 | +0.30 |
Drawdowns
KILO.TO vs. SETM - Drawdown Comparison
The maximum KILO.TO drawdown since its inception was -22.67%, smaller than the maximum SETM drawdown of -40.13%. Use the drawdown chart below to compare losses from any high point for KILO.TO and SETM.
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Drawdown Indicators
| KILO.TO | SETM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.67% | -40.13% | +17.46% |
Max Drawdown (1Y)Largest decline over 1 year | -19.62% | -24.96% | +5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -19.62% | -40.13% | +20.51% |
Max Drawdown (5Y)Largest decline over 5 years | -21.31% | — | — |
Current DrawdownCurrent decline from peak | -18.25% | -1.32% | -16.93% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -13.11% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.94% | 7.86% | +0.08% |
Volatility
KILO.TO vs. SETM - Volatility Comparison
The current volatility for Purpose Gold Bullion Fund (KILO.TO) is 5.22%, while Sprott Energy Transition Materials ETF (SETM) has a volatility of 12.66%. This indicates that KILO.TO experiences smaller price fluctuations and is considered to be less risky than SETM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KILO.TO | SETM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 12.66% | -7.44% |
Volatility (6M)Calculated over the trailing 6-month period | 22.51% | 33.11% | -10.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.35% | 43.20% | -16.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.92% | 34.42% | -16.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 34.42% | -16.34% |
Dividends
KILO.TO vs. SETM - Dividend Comparison
KILO.TO has not paid dividends to shareholders, while SETM's dividend yield for the trailing twelve months is around 1.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
KILO.TO Purpose Gold Bullion Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.41% |
SETM Sprott Energy Transition Materials ETF | 1.23% | 1.56% | 2.07% | 2.47% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KILO.TO and SETM have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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