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SII.TO vs. XGD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SII.TO vs. XGD.TO

Last updated Jun 13, 2026

SII.TO (Sprott Inc) is a stock, while XGD.TO (iShares S&P/TSX Global Gold Index ETF) is Precious Metals fund tracking the S&P/TSX Global Gold Index. Over the past 10 years, SII.TO returned 22.78%/yr vs 14.21%/yr for XGD.TO. At a 0.35 correlation, their price movements are largely independent.

Performance

SII.TO vs. XGD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Sprott Inc (SII.TO) and iShares S&P/TSX Global Gold Index ETF (XGD.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, SII.TO achieves a 24.09% return, which is significantly higher than XGD.TO's -2.21% return. Over the past 10 years, SII.TO has outperformed XGD.TO with an annualized return of 22.78%, while XGD.TO has yielded a comparatively lower 14.21% annualized return.

SII.TO

1D
2.64%
1M
-15.18%
YTD
24.09%
6M
29.21%
1Y
95.42%
3Y*
58.72%
5Y*
28.49%
10Y*
22.78%

XGD.TO

1D
2.99%
1M
-14.75%
YTD
-2.21%
6M
-1.55%
1Y
59.41%
3Y*
41.86%
5Y*
21.08%
10Y*
14.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SII.TO vs. XGD.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SII.TO
Sprott Inc		24.09%126.73%38.44%2.73%-18.97%57.52%25.86%16.40%5.75%-2.27%
XGD.TO
iShares S&P/TSX Global Gold Index ETF		-2.21%144.45%19.63%3.91%-3.13%-5.81%21.10%40.18%-4.10%0.96%

Correlation

The correlation between SII.TO and XGD.TO is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.62

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

0.59

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

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2008

0.35

Over the past year, SII.TO and XGD.TO have become more correlated (0.62) than their long-term average of 0.35, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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Sprott Inc

iShares S&P/TSX Global Gold Index ETF

Often compared with SII.TO:
SII.TO vs. VOOSII.TO vs. CEF.TOSII.TO vs. PPASII.TO vs. ABX.TOSII.TO vs. PSLV.TOSII.TO vs. WPM.TOSII.TO vs. IUKD.L
Often compared with XGD.TO:
XGD.TO vs. CGL.TOXGD.TO vs. GLDXGD.TO vs. ZGD.TOXGD.TO vs. MNT.TOXGD.TO vs. BRK-BXGD.TO vs. ZGLD.TOXGD.TO vs. ZGLD.SW

Return for Risk

SII.TO vs. XGD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SII.TO
SII.TO Risk / Return Rank: 8787
Overall Rank
SII.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SII.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
SII.TO Omega Ratio Rank: 8686
Omega Ratio Rank
SII.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
SII.TO Martin Ratio Rank: 8686
Martin Ratio Rank
XGD.TO
XGD.TO Risk / Return Rank: 4040
Overall Rank
XGD.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XGD.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
XGD.TO Omega Ratio Rank: 4343
Omega Ratio Rank
XGD.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
XGD.TO Martin Ratio Rank: 3636
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.

SII.TO vs. XGD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII.TO) and iShares S&P/TSX Global Gold Index ETF (XGD.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.

SII.TOXGD.TODifference
Sharpe ratioReturn per unit of total volatility
2.10
1.35

+0.75

Sortino ratioReturn per unit of downside risk
2.70
1.75

+0.95

Omega ratioGain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratioReturn relative to maximum drawdown

3.19

1.81

+1.39

Martin ratioReturn relative to average drawdown

8.77

5.00

+3.77

SII.TO vs. XGD.TO - Sharpe Ratio Comparison

The current SII.TO Sharpe Ratio is 2.10, which is higher than the XGD.TO Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SII.TO and XGD.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

SII.TO vs. XGD.TO - Drawdown Comparison

The maximum SII.TO drawdown since its inception was -81.85%, which is greater than XGD.TO's maximum drawdown of -72.56%. Use the drawdown chart below to compare losses from any high point for SII.TO and XGD.TO.

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Drawdown Indicators

SII.TOXGD.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.85%

-72.56%

-9.29%

Max Drawdown (1Y)

Largest decline over 1 year

-30.05%

-33.06%

+3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-30.05%

-33.06%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-43.38%

-40.82%

-2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-48.06%

-46.96%

-1.10%

Current Drawdown

Current decline from peak

-26.34%

-27.60%

+1.26%

Average Drawdown

Average peak-to-trough decline

-50.79%

-31.89%

-18.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

11.91%

-1.00%

Volatility

SII.TO vs. XGD.TO - Volatility Comparison

The current volatility for Sprott Inc (SII.TO) is 12.70%, while iShares S&P/TSX Global Gold Index ETF (XGD.TO) has a volatility of 16.16%. This indicates that SII.TO experiences smaller price fluctuations and is considered to be less risky than XGD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SII.TOXGD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.70%

16.16%

-3.46%

Volatility (6M)

Calculated over the trailing 6-month period

38.96%

36.04%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

45.64%

44.26%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.85%

32.95%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.11%

33.55%

+3.56%

Dividends

SII.TO vs. XGD.TO - Dividend Comparison

SII.TO's dividend yield for the trailing twelve months is around 1.25%, more than XGD.TO's 0.64% yield.

PositionTTM20252024202320222021202020192018201720162015
SII.TO
Sprott Inc		1.25%1.36%2.38%3.04%2.89%1.75%1.67%0.40%0.47%0.49%0.48%0.50%
XGD.TO
iShares S&P/TSX Global Gold Index ETF		0.64%0.62%0.93%1.49%1.77%1.38%0.35%0.54%0.25%0.14%0.10%0.57%

Frequently Asked Questions

SII.TO and XGD.TO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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