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

Performance

KILO.TO vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Gold Bullion Fund (KILO.TO) and iShares Semiconductor ETF (SOXX). 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 SOXX is traded in USD. To make them comparable, the SOXX 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 SOXX's 107.37% 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*

SOXX

1D
-7.98%
1M
15.47%
YTD
107.37%
6M
103.98%
1Y
175.79%
3Y*
60.09%
5Y*
37.50%
10Y*
37.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KILO.TO vs. SOXX - 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%
SOXX
iShares Semiconductor ETF
107.37%34.31%22.49%63.14%-30.97%44.02%23.46%

Correlation

The correlation between KILO.TO and SOXX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.13

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

0.09

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

0.11

The correlation between KILO.TO and SOXX shifts across timeframes, from 0.09 (5 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

KILO.TO vs. SOXX — 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

SOXX
SOXX Risk / Return Rank: 9595
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9292
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
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. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and iShares Semiconductor ETF (SOXX). 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.TOSOXXDifference
Sharpe ratioReturn per unit of total volatility

-3.76

Sortino ratioReturn per unit of downside risk

-3.27

Omega ratioGain probability vs. loss probability

1.15

1.62

-0.47

Calmar ratioReturn relative to maximum drawdown

0.76

12.17

-11.40

Martin ratioReturn relative to average drawdown

2.01

41.64

-39.63

KILO.TO vs. SOXX - Sharpe Ratio Comparison

The current KILO.TO Sharpe Ratio is 0.70, which is lower than the SOXX Sharpe Ratio of 4.46. The chart below compares the historical Sharpe Ratios of KILO.TO and SOXX, 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. SOXX - Drawdown Comparison

The maximum KILO.TO drawdown since its inception was -24.90%, smaller than the maximum SOXX drawdown of -66.46%. Use the drawdown chart below to compare losses from any high point for KILO.TO and SOXX.


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Drawdown Indicators


KILO.TOSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-66.46%

+41.56%

Max Drawdown (1Y)

Largest decline over 1 year

-24.90%

-14.54%

-10.36%

Max Drawdown (3Y)

Largest decline over 3 years

-24.90%

-38.75%

+13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-41.75%

+16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.75%

Current Drawdown

Current decline from peak

-24.51%

-7.98%

-16.53%

Average Drawdown

Average peak-to-trough decline

-6.79%

-19.28%

+12.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

4.24%

+5.20%

Volatility

KILO.TO vs. SOXX - Volatility Comparison

The current volatility for Purpose Gold Bullion Fund (KILO.TO) is 7.88%, while iShares Semiconductor ETF (SOXX) has a volatility of 23.09%. This indicates that KILO.TO experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KILO.TOSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

23.09%

-15.21%

Volatility (6M)

Calculated over the trailing 6-month period

23.72%

33.77%

-10.05%

Volatility (1Y)

Calculated over the trailing 1-year period

27.23%

39.69%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

37.83%

-19.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

34.80%

-16.94%

KILO.TO vs. SOXX - Expense Ratio Comparison

KILO.TO has a 0.28% expense ratio, which is lower than SOXX's 0.34% expense ratio.


Dividends

KILO.TO vs. SOXX - Dividend Comparison

KILO.TO has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.24%.


PositionTTM20252024202320222021202020192018201720162015
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%
SOXX
iShares Semiconductor ETF
0.24%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Frequently Asked Questions


KILO.TO and SOXX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.34% for SOXX.

KILO.TO is categorized as Gold, while SOXX is Semiconductors. They also come from different issuers: Purpose Investments and iShares. Their fees differ too: 0.28% for KILO.TO and 0.34% for SOXX.

Portfolio Optimizer

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