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

Performance

SVR.TO vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Silver Bullion ETF (SVR.TO) 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, SVR.TO achieves a 1.77% return, which is significantly lower than CGL-C.TO's 4.39% return. Both investments have delivered pretty close results over the past 10 years, with SVR.TO having a 13.89% annualized return and CGL-C.TO not far behind at 13.74%.


SVR.TO

1D
-2.67%
1M
0.39%
YTD
1.77%
6M
23.49%
1Y
103.85%
3Y*
42.79%
5Y*
19.02%
10Y*
13.89%

CGL-C.TO

1D
-0.29%
1M
0.43%
YTD
4.39%
6M
5.02%
1Y
33.57%
3Y*
32.37%
5Y*
21.30%
10Y*
13.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVR.TO vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVR.TO
iShares Silver Bullion ETF
1.77%140.56%18.71%-0.94%0.09%-13.03%42.96%12.77%-9.50%4.40%
CGL-C.TO
iShares Gold Bullion ETF
4.39%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%

Correlation

The correlation between SVR.TO and CGL-C.TO is 0.71, 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

0.71

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

0.63

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

0.59

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

0.55

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2011

0.54

The correlation between SVR.TO and CGL-C.TO shifts across timeframes, from 0.54 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SVR.TO vs. CGL-C.TO — Risk / Return Rank

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

SVR.TO
SVR.TO Risk / Return Rank: 4545
Overall Rank
SVR.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SVR.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
SVR.TO Omega Ratio Rank: 5454
Omega Ratio Rank
SVR.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
SVR.TO Martin Ratio Rank: 3434
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3535
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 4040
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 3131
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.

SVR.TO vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Bullion ETF (SVR.TO) 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.


SVR.TOCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.08

Calmar ratioReturn relative to maximum drawdown

2.45

1.94

+0.51

Martin ratioReturn relative to average drawdown

5.25

4.77

+0.48

SVR.TO vs. CGL-C.TO - Sharpe Ratio Comparison

The current SVR.TO Sharpe Ratio is 1.81, which is higher than the CGL-C.TO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SVR.TO and CGL-C.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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Sharpe Ratios by Period


SVR.TOCGL-C.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.33

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

1.26

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.89

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.60

-0.33

Drawdowns

SVR.TO vs. CGL-C.TO - Drawdown Comparison

The maximum SVR.TO drawdown since its inception was -77.85%, which is greater than CGL-C.TO's maximum drawdown of -33.04%. Use the drawdown chart below to compare losses from any high point for SVR.TO and CGL-C.TO.


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Drawdown Indicators


SVR.TOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.85%

-33.04%

-44.81%

Max Drawdown (1Y)

Largest decline over 1 year

-42.63%

-17.37%

-25.26%

Max Drawdown (3Y)

Largest decline over 3 years

-42.63%

-17.37%

-25.26%

Max Drawdown (5Y)

Largest decline over 5 years

-42.63%

-17.55%

-25.08%

Max Drawdown (10Y)

Largest decline over 10 years

-45.52%

-22.78%

-22.74%

Current Drawdown

Current decline from peak

-37.64%

-15.34%

-22.30%

Average Drawdown

Average peak-to-trough decline

-50.35%

-12.24%

-38.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.85%

7.06%

+12.79%

Volatility

SVR.TO vs. CGL-C.TO - Volatility Comparison

iShares Silver Bullion ETF (SVR.TO) has a higher volatility of 16.51% compared to iShares Gold Bullion ETF (CGL-C.TO) at 5.33%. This indicates that SVR.TO's price experiences larger fluctuations and is considered to be riskier than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVR.TOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.51%

5.33%

+11.18%

Volatility (6M)

Calculated over the trailing 6-month period

56.28%

21.56%

+34.72%

Volatility (1Y)

Calculated over the trailing 1-year period

57.68%

25.35%

+32.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.45%

16.98%

+19.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.51%

15.56%

+16.95%

SVR.TO vs. CGL-C.TO - Expense Ratio Comparison

SVR.TO has a 0.66% expense ratio, which is higher than CGL-C.TO's 0.55% expense ratio.


Dividends

SVR.TO vs. CGL-C.TO - Dividend Comparison

Neither SVR.TO nor CGL-C.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SVR.TO and CGL-C.TO have a correlation of 0.71, 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 0.66% for SVR.TO.

SVR.TO is categorized as Silver, while CGL-C.TO is Precious Metals. SVR.TO tracks LBMA Silver Price, while CGL-C.TO tracks Gold. Their fees differ too: 0.66% for SVR.TO and 0.55% for CGL-C.TO.

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