KILO.TO vs. XEG.TO
KILO.TO (Purpose Gold Bullion Fund) and XEG.TO (iShares S&P/TSX Capped Energy Index ETF) are both exchange-traded funds - KILO.TO is a Gold fund actively managed by Purpose Investments, while XEG.TO is a Energy Equities fund tracking the S&P/TSX Capped Energy Index. KILO.TO is actively managed, while XEG.TO is passively managed. Over the past 5 years, KILO.TO returned 15.88%/yr vs 30.32%/yr for XEG.TO. At a 0.12 correlation, their price movements are largely independent. KILO.TO charges 0.28%/yr vs 0.60%/yr for XEG.TO.
Performance
KILO.TO vs. XEG.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KILO.TO achieves a -7.31% return, which is significantly lower than XEG.TO's 35.02% return.
KILO.TO
- 1D
- -0.07%
- 1M
- -6.61%
- 6M
- -13.66%
- YTD
- -7.31%
- 1Y
- 18.74%
- 3Y*
- 25.33%
- 5Y*
- 15.88%
- 10Y*
- —
XEG.TO
- 1D
- -0.47%
- 1M
- 0.08%
- 6M
- 28.16%
- YTD
- 35.02%
- 1Y
- 53.08%
- 3Y*
- 24.73%
- 5Y*
- 30.32%
- 10Y*
- 10.85%
KILO.TO vs. XEG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KILO.TO Purpose Gold Bullion Fund | -7.31% | 60.17% | 25.97% | 12.15% | -0.90% | -4.72% | -2.21% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 35.02% | 16.72% | 14.04% | 3.55% | 53.25% | 83.71% | 10.77% |
Correlation
The correlation between KILO.TO and XEG.TO is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2020 | 0.12 |
The correlation between KILO.TO and XEG.TO shifts across timeframes, from -0.03 (1 year) to 0.12 (all time), 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. XEG.TO — Risk / Return Rank
KILO.TO
XEG.TO
KILO.TO vs. XEG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and iShares S&P/TSX Capped Energy Index ETF (XEG.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.TO | XEG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.36 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 3.24 | -2.54 |
| Martin ratioReturn relative to average drawdown | 1.67 | 10.01 | -8.34 |
Loading charts...
Drawdowns
KILO.TO vs. XEG.TO - Drawdown Comparison
The maximum KILO.TO drawdown since its inception was -26.91%, smaller than the maximum XEG.TO drawdown of -87.51%. Use the drawdown chart below to compare losses from any high point for KILO.TO and XEG.TO.
Loading charts...
Drawdown Indicators
| KILO.TO | XEG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.91% | -87.51% | +60.60% |
Max Drawdown (1Y)Largest decline over 1 year | -26.91% | -16.47% | -10.44% |
Max Drawdown (3Y)Largest decline over 3 years | -26.91% | -25.67% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -26.91% | -28.42% | +1.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -79.66% | — |
Current DrawdownCurrent decline from peak | -25.82% | -10.20% | -15.62% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -34.52% | +27.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.28% | 5.32% | +5.96% |
Volatility
KILO.TO vs. XEG.TO - Volatility Comparison
The current volatility for Purpose Gold Bullion Fund (KILO.TO) is 6.75%, while iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a volatility of 8.00%. This indicates that KILO.TO experiences smaller price fluctuations and is considered to be less risky than XEG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| KILO.TO | XEG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 8.00% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 23.77% | 19.83% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.65% | 23.95% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.30% | 28.67% | -10.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 33.41% | -15.48% |
KILO.TO vs. XEG.TO - Expense Ratio Comparison
KILO.TO has a 0.28% expense ratio, which is lower than XEG.TO's 0.60% expense ratio.
Dividends
KILO.TO vs. XEG.TO - Dividend Comparison
KILO.TO has not paid dividends to shareholders, while XEG.TO's dividend yield for the trailing twelve months is around 2.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 2.73% | 3.63% | 3.46% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% |
Frequently Asked Questions
KILO.TO and XEG.TO have a correlation of -0.03, 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 0.60% for XEG.TO.
KILO.TO is categorized as Gold, while XEG.TO is Energy Equities. They also come from different issuers: Purpose Investments and iShares. Their fees differ too: 0.28% for KILO.TO and 0.60% for XEG.TO.
Find the right allocation for KILO.TO and XEG.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