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

Performance

KILO.TO vs. XEQT.TO - Performance Comparison

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

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Returns By Period

In the year-to-date period, KILO.TO achieves a -5.68% return, which is significantly lower than XEQT.TO's 12.92% 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*

XEQT.TO

1D
-1.14%
1M
2.18%
YTD
12.92%
6M
12.31%
1Y
30.22%
3Y*
23.00%
5Y*
13.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KILO.TO vs. XEQT.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%-2.21%
XEQT.TO
iShares Core Equity ETF Portfolio
12.92%20.57%24.38%17.27%-10.99%18.98%9.28%

Correlation

The correlation between KILO.TO and XEQT.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.20

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

0.14

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

0.14

The correlation between KILO.TO and XEQT.TO shifts across timeframes, from 0.14 (5 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

KILO.TO vs. XEQT.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

XEQT.TO
XEQT.TO Risk / Return Rank: 8080
Overall Rank
XEQT.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 8181
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 8181
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. XEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and iShares Core Equity ETF Portfolio (XEQT.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.TOXEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

1.15

1.46

-0.31

Calmar ratioReturn relative to maximum drawdown

0.76

3.68

-2.92

Martin ratioReturn relative to average drawdown

2.01

15.80

-13.79

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

The current KILO.TO Sharpe Ratio is 0.70, which is lower than the XEQT.TO Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of KILO.TO and XEQT.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.


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Drawdowns

KILO.TO vs. XEQT.TO - Drawdown Comparison

The maximum KILO.TO drawdown since its inception was -24.90%, smaller than the maximum XEQT.TO drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for KILO.TO and XEQT.TO.


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Drawdown Indicators


KILO.TOXEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-29.74%

+4.84%

Max Drawdown (1Y)

Largest decline over 1 year

-24.90%

-8.25%

-16.65%

Max Drawdown (3Y)

Largest decline over 3 years

-24.90%

-15.08%

-9.82%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-19.55%

-5.35%

Current Drawdown

Current decline from peak

-24.51%

-1.19%

-23.32%

Average Drawdown

Average peak-to-trough decline

-6.79%

-4.08%

-2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

1.92%

+7.52%

Volatility

KILO.TO vs. XEQT.TO - Volatility Comparison

Purpose Gold Bullion Fund (KILO.TO) has a higher volatility of 7.88% compared to iShares Core Equity ETF Portfolio (XEQT.TO) at 4.65%. This indicates that KILO.TO's price experiences larger fluctuations and is considered to be riskier than XEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KILO.TOXEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

4.65%

+3.23%

Volatility (6M)

Calculated over the trailing 6-month period

23.72%

10.12%

+13.60%

Volatility (1Y)

Calculated over the trailing 1-year period

27.23%

12.24%

+14.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

13.24%

+4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

15.57%

+2.29%

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

KILO.TO has a 0.28% expense ratio, which is higher than XEQT.TO's 0.20% expense ratio.


Dividends

KILO.TO vs. XEQT.TO - Dividend Comparison

KILO.TO has not paid dividends to shareholders, while XEQT.TO's dividend yield for the trailing twelve months is around 1.48%.


PositionTTM2025202420232022202120202019
KILO.TO
Purpose Gold Bullion Fund
0.00%0.00%0.00%0.00%0.00%0.00%1.41%0.00%
XEQT.TO
iShares Core Equity ETF Portfolio
1.48%1.66%2.03%2.09%2.14%1.66%1.69%1.21%

Frequently Asked Questions


KILO.TO and XEQT.TO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEQT.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEQT.TO is cheaper with a 0.20% expense ratio, compared with 0.28% for KILO.TO.

KILO.TO is categorized as Gold, while XEQT.TO is Global Equities. They also come from different issuers: Purpose Investments and iShares. Their fees differ too: 0.28% for KILO.TO and 0.20% for XEQT.TO.

Portfolio Optimizer

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