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SDAY.NEO vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDAY.NEO vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO) and iShares Gold Bullion ETF (CGL-C.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, SDAY.NEO achieves a 12.66% return, which is significantly higher than CGL-C.TO's 1.94% return.


SDAY.NEO

1D
0.30%
1M
6.53%
YTD
12.66%
6M
10.59%
1Y
3Y*
5Y*
10Y*

CGL-C.TO

1D
2.56%
1M
-3.33%
YTD
1.94%
6M
1.69%
1Y
28.64%
3Y*
31.98%
5Y*
21.21%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDAY.NEO vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)2025
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF
12.66%4.49%
CGL-C.TO
iShares Gold Bullion ETF
1.94%28.22%

Correlation

The correlation between SDAY.NEO and CGL-C.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 14, 2025

0.12

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Return for Risk

SDAY.NEO vs. CGL-C.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDAY.NEO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CGL-C.TO
CGL-C.TO Risk / Return Rank: 3232
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3636
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2929
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.

SDAY.NEO vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO) and iShares Gold Bullion ETF (CGL-C.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.


SDAY.NEOCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.30

Martin ratioReturn relative to average drawdown

3.69

SDAY.NEO vs. CGL-C.TO - Sharpe Ratio Comparison


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Drawdowns

SDAY.NEO vs. CGL-C.TO - Drawdown Comparison

The maximum SDAY.NEO drawdown since its inception was -7.75%, smaller than the maximum CGL-C.TO drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for SDAY.NEO and CGL-C.TO.


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Drawdown Indicators


SDAY.NEOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-7.75%

-30.01%

+22.26%

Max Drawdown (1Y)

Largest decline over 1 year

-22.11%

Max Drawdown (3Y)

Largest decline over 3 years

-22.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

Current Drawdown

Current decline from peak

0.00%

-17.33%

+17.33%

Average Drawdown

Average peak-to-trough decline

-1.81%

-10.72%

+8.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

Volatility

SDAY.NEO vs. CGL-C.TO - Volatility Comparison


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Volatility by Period


SDAY.NEOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

Volatility (6M)

Calculated over the trailing 6-month period

22.58%

Volatility (1Y)

Calculated over the trailing 1-year period

11.59%

26.24%

-14.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.59%

17.24%

-5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.59%

15.67%

-4.08%

SDAY.NEO vs. CGL-C.TO - Expense Ratio Comparison

SDAY.NEO has a 0.85% expense ratio, which is higher than CGL-C.TO's 0.55% expense ratio.


Dividends

SDAY.NEO vs. CGL-C.TO - Dividend Comparison

SDAY.NEO's dividend yield for the trailing twelve months is around 16.66%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM2025
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF
16.66%8.62%

Frequently Asked Questions


SDAY.NEO and CGL-C.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGL-C.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGL-C.TO is cheaper with a 0.55% expense ratio, compared with 0.85% for SDAY.NEO.

SDAY.NEO is categorized as Derivative Income, while CGL-C.TO is Gold. They also come from different issuers: Hamilton Capital and iShares. Their fees differ too: 0.85% for SDAY.NEO and 0.55% for CGL-C.TO.

Portfolio Optimizer

Find the right allocation for SDAY.NEO and CGL-C.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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